PortfoliosLab logoPortfoliosLab logo
FLSW vs. EUSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLSW vs. EUSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Switzerland ETF (FLSW) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


FLSW

1D
-1.60%
1M
1.15%
YTD
1.77%
6M
5.12%
1Y
13.32%
3Y*
11.58%
5Y*
6.80%
10Y*

EUSC

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLSW vs. EUSC - Yearly Performance Comparison


FLSW vs. EUSC - Sectors Allocation Comparison


Sectors
FLSW
EUSC

Healthcare

37.4%
2.9%

Financial Services

18.0%
28.4%

Consumer Defensive

14.0%
4.1%

Industrials

13.8%
20.1%

Basic Materials

7.7%
6.5%

Consumer Cyclical

5.2%
9.1%

Real Estate

1.3%
9.3%

Communication Services

1.2%
5.0%

Technology

1.1%
4.4%

Utilities

0.2%
6.5%

Energy

-

3.7%

Healthcare

FLSW
37.4%
EUSC
2.9%

Financial Services

FLSW
18.0%
EUSC
28.4%

Consumer Defensive

FLSW
14.0%
EUSC
4.1%

Industrials

FLSW
13.8%
EUSC
20.1%

Basic Materials

FLSW
7.7%
EUSC
6.5%

Consumer Cyclical

FLSW
5.2%
EUSC
9.1%

Real Estate

FLSW
1.3%
EUSC
9.3%

Communication Services

FLSW
1.2%
EUSC
5.0%

Technology

FLSW
1.1%
EUSC
4.4%

Utilities

FLSW
0.2%
EUSC
6.5%

Energy

FLSW

-

EUSC
3.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLSW vs. EUSC — Risk / Return Rank

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

FLSW
FLSW Risk / Return Rank: 2424
Overall Rank
FLSW Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 2424
Sortino Ratio Rank
FLSW Omega Ratio Rank: 2323
Omega Ratio Rank
FLSW Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLSW Martin Ratio Rank: 2525
Martin Ratio Rank

EUSC
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.

FLSW vs. EUSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Switzerland ETF (FLSW) and WisdomTree Europe Hedged SmallCap Equity Fund (EUSC). 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.


FLSWEUSCDifference

Sharpe ratio

Return per unit of total volatility

0.86

Sortino ratio

Return per unit of downside risk

1.32

Omega ratio

Gain probability vs. loss probability

1.15

Calmar ratio

Return relative to maximum drawdown

1.00

Martin ratio

Return relative to average drawdown

3.24

FLSW vs. EUSC - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FLSWEUSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Drawdowns

FLSW vs. EUSC - Drawdown Comparison

The maximum FLSW drawdown since its inception was -28.16%, which is greater than EUSC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLSW and EUSC.


Loading charts...

Drawdown Indicators


FLSWEUSCDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

0.00%

-28.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.16%

Current Drawdown

Current decline from peak

-6.34%

0.00%

-6.34%

Average Drawdown

Average peak-to-trough decline

-5.96%

0.00%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

Volatility

FLSW vs. EUSC - Volatility Comparison


Loading charts...

Volatility by Period


FLSWEUSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

0.00%

+15.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

0.00%

+15.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

0.00%

+16.89%

FLSW vs. EUSC - Expense Ratio Comparison

FLSW has a 0.09% expense ratio, which is lower than EUSC's 0.58% expense ratio.


Dividends

FLSW vs. EUSC - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 2.08%, while EUSC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EUSC
WisdomTree Europe Hedged SmallCap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLSW
Franklin FTSE Switzerland ETF
2.08%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%

Frequently Asked Questions


On fees, FLSW is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLSW is cheaper with a 0.09% expense ratio, compared with 0.58% for EUSC.

FLSW has the higher dividend yield at 2.08%, compared with 0.00% for EUSC.

FLSW tracks FTSE Switzerland RIC Capped Index, while EUSC tracks WisdomTree Europe Hedged SmallCap Equity Index. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.09% for FLSW and 0.58% for EUSC.

Portfolio Optimizer

Find the right allocation for FLSW and EUSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer