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FLSA vs. EMCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSA vs. EMCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). The values are adjusted to include any dividend payments, if applicable.

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FLSA vs. EMCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLSA
Franklin FTSE Saudi Arabia ETF
9.11%-7.15%-0.29%12.99%-3.58%35.72%3.73%9.46%-0.48%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
1.10%33.25%9.69%10.55%-18.73%5.54%13.49%22.41%-1.76%

Returns By Period

In the year-to-date period, FLSA achieves a 9.11% return, which is significantly higher than EMCR's 1.10% return.


FLSA

1D
2.36%
1M
6.79%
YTD
9.11%
6M
0.01%
1Y
-0.07%
3Y*
3.84%
5Y*
5.24%
10Y*

EMCR

1D
3.31%
1M
-9.79%
YTD
1.10%
6M
3.97%
1Y
30.14%
3Y*
15.86%
5Y*
5.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLSA vs. EMCR - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is higher than EMCR's 0.15% expense ratio.


Return for Risk

FLSA vs. EMCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLSA
FLSA Risk / Return Rank: 1212
Overall Rank
FLSA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLSA Sortino Ratio Rank: 1212
Sortino Ratio Rank
FLSA Omega Ratio Rank: 1212
Omega Ratio Rank
FLSA Calmar Ratio Rank: 1313
Calmar Ratio Rank
FLSA Martin Ratio Rank: 1313
Martin Ratio Rank

EMCR
EMCR Risk / Return Rank: 7979
Overall Rank
EMCR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMCR Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMCR Omega Ratio Rank: 7878
Omega Ratio Rank
EMCR Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMCR Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLSA vs. EMCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FLSAEMCRDifference

Sharpe ratio

Return per unit of total volatility

-0.00

1.45

-1.45

Sortino ratio

Return per unit of downside risk

0.13

2.02

-1.89

Omega ratio

Gain probability vs. loss probability

1.02

1.30

-0.28

Calmar ratio

Return relative to maximum drawdown

0.06

2.15

-2.09

Martin ratio

Return relative to average drawdown

0.11

8.39

-8.28

FLSA vs. EMCR - Sharpe Ratio Comparison

The current FLSA Sharpe Ratio is -0.00, which is lower than the EMCR Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FLSA and EMCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLSAEMCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.45

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.31

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

Correlation

The correlation between FLSA and EMCR is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLSA vs. EMCR - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 3.68%, more than EMCR's 2.40% yield.


TTM20252024202320222021202020192018
FLSA
Franklin FTSE Saudi Arabia ETF
3.68%4.01%3.01%3.09%1.90%1.95%2.16%3.18%0.00%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF
2.40%2.43%6.62%1.95%3.05%1.83%1.75%3.15%0.19%

Drawdowns

FLSA vs. EMCR - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.31%, which is greater than EMCR's maximum drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for FLSA and EMCR.


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Drawdown Indicators


FLSAEMCRDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-34.28%

-4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-13.84%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-34.28%

+7.03%

Current Drawdown

Current decline from peak

-12.60%

-10.99%

-1.61%

Average Drawdown

Average peak-to-trough decline

-12.16%

-9.49%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

3.55%

+2.75%

Volatility

FLSA vs. EMCR - Volatility Comparison

The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 7.17%, while Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a volatility of 10.62%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than EMCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLSAEMCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

10.62%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

14.85%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

20.88%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

18.82%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

19.68%

-0.14%