FLSA vs. VEU
Compare and contrast key facts about Franklin FTSE Saudi Arabia ETF (FLSA) and Vanguard FTSE All-World ex-US ETF (VEU).
FLSA and VEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLSA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Saudi Arabia RIC Capped Index. It was launched on Oct 9, 2018. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. Both FLSA and VEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLSA vs. VEU - Performance Comparison
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FLSA vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLSA Franklin FTSE Saudi Arabia ETF | 9.11% | -7.15% | -0.29% | 12.99% | -3.58% | 35.72% | 3.73% | 9.46% | 2.95% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -5.08% |
Returns By Period
In the year-to-date period, FLSA achieves a 9.11% return, which is significantly higher than VEU's 2.25% return.
FLSA
- 1D
- 2.36%
- 1M
- 6.79%
- YTD
- 9.11%
- 6M
- 0.01%
- 1Y
- -0.07%
- 3Y*
- 3.84%
- 5Y*
- 5.24%
- 10Y*
- —
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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FLSA vs. VEU - Expense Ratio Comparison
FLSA has a 0.39% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
FLSA vs. VEU — Risk / Return Rank
FLSA
VEU
FLSA vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| FLSA | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.00 | 1.62 | -1.62 |
Sortino ratioReturn per unit of downside risk | 0.13 | 2.23 | -2.10 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 2.36 | -2.29 |
Martin ratioReturn relative to average drawdown | 0.11 | 9.13 | -9.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLSA | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.00 | 1.62 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.47 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.23 | +0.17 |
Correlation
The correlation between FLSA and VEU is 0.45, 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. VEU - Dividend Comparison
FLSA's dividend yield for the trailing twelve months is around 3.68%, more than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
FLSA vs. VEU - Drawdown Comparison
The maximum FLSA drawdown since its inception was -38.31%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for FLSA and VEU.
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Drawdown Indicators
| FLSA | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.31% | -61.52% | +23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -11.43% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -27.25% | -29.31% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -12.60% | -8.57% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -13.23% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 2.95% | +3.35% |
Volatility
FLSA vs. VEU - Volatility Comparison
The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 7.17%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLSA | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 8.23% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 11.54% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 17.22% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 15.83% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 17.13% | +2.41% |