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FLSA vs. THD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSA vs. THD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and iShares MSCI Thailand ETF (THD). The values are adjusted to include any dividend payments, if applicable.

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FLSA vs. THD - 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%2.95%
THD
iShares MSCI Thailand ETF
16.27%2.36%-2.21%-12.63%1.22%1.87%-9.89%8.32%-5.46%

Returns By Period

In the year-to-date period, FLSA achieves a 9.11% return, which is significantly lower than THD's 16.27% return.


FLSA

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

THD

1D
3.63%
1M
-7.55%
YTD
16.27%
6M
19.40%
1Y
38.44%
3Y*
1.39%
5Y*
-0.40%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLSA vs. THD - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is lower than THD's 0.59% expense ratio.


Return for Risk

FLSA vs. THD — 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

THD
THD Risk / Return Rank: 8080
Overall Rank
THD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
THD Sortino Ratio Rank: 8585
Sortino Ratio Rank
THD Omega Ratio Rank: 7777
Omega Ratio Rank
THD Calmar Ratio Rank: 8888
Calmar Ratio Rank
THD Martin Ratio Rank: 7474
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. THD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and iShares MSCI Thailand ETF (THD). 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.


FLSATHDDifference

Sharpe ratio

Return per unit of total volatility

-0.00

1.47

-1.47

Sortino ratio

Return per unit of downside risk

0.13

2.25

-2.12

Omega ratio

Gain probability vs. loss probability

1.02

1.29

-0.27

Calmar ratio

Return relative to maximum drawdown

0.06

2.79

-2.73

Martin ratio

Return relative to average drawdown

0.11

7.61

-7.49

FLSA vs. THD - Sharpe Ratio Comparison

The current FLSA Sharpe Ratio is -0.00, which is lower than the THD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FLSA and THD, 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


FLSATHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

1.47

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.02

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.17

+0.23

Correlation

The correlation between FLSA and THD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLSA vs. THD - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 3.68%, more than THD's 2.89% yield.


TTM20252024202320222021202020192018201720162015
FLSA
Franklin FTSE Saudi Arabia ETF
3.68%4.01%3.01%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%
THD
iShares MSCI Thailand ETF
2.89%3.36%3.15%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%

Drawdowns

FLSA vs. THD - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.31%, smaller than the maximum THD drawdown of -64.22%. Use the drawdown chart below to compare losses from any high point for FLSA and THD.


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Drawdown Indicators


FLSATHDDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-64.22%

+25.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-13.43%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-40.24%

+12.99%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

Current Drawdown

Current decline from peak

-12.60%

-14.62%

+2.02%

Average Drawdown

Average peak-to-trough decline

-12.16%

-18.34%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

4.93%

+1.37%

Volatility

FLSA vs. THD - Volatility Comparison

The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 7.17%, while iShares MSCI Thailand ETF (THD) has a volatility of 10.58%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than THD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLSATHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

10.58%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

17.11%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

26.30%

-8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

19.59%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

21.50%

-1.96%