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FLSW vs. EWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLSW and EWL is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FLSW vs. EWL - Performance Comparison

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

55.00%60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
79.18%
76.94%
FLSW
EWL

Key characteristics

Sharpe Ratio

FLSW:

1.08

EWL:

1.06

Sortino Ratio

FLSW:

1.56

EWL:

1.53

Omega Ratio

FLSW:

1.21

EWL:

1.21

Calmar Ratio

FLSW:

1.30

EWL:

1.23

Martin Ratio

FLSW:

3.04

EWL:

2.95

Ulcer Index

FLSW:

5.46%

EWL:

5.61%

Daily Std Dev

FLSW:

15.33%

EWL:

15.72%

Max Drawdown

FLSW:

-28.16%

EWL:

-51.62%

Current Drawdown

FLSW:

-1.01%

EWL:

-0.92%

Returns By Period

The year-to-date returns for both investments are quite close, with FLSW having a 14.76% return and EWL slightly higher at 15.40%.


FLSW

YTD

14.76%

1M

1.12%

6M

4.64%

1Y

18.35%

5Y*

9.95%

10Y*

N/A

EWL

YTD

15.40%

1M

1.12%

6M

4.72%

1Y

18.32%

5Y*

9.64%

10Y*

6.62%

*Annualized

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FLSW vs. EWL - Expense Ratio Comparison

FLSW has a 0.09% expense ratio, which is lower than EWL's 0.50% expense ratio.


Expense ratio chart for EWL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWL: 0.50%
Expense ratio chart for FLSW: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLSW: 0.09%

Risk-Adjusted Performance

FLSW vs. EWL — Risk-Adjusted Performance Rank

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

FLSW
The Risk-Adjusted Performance Rank of FLSW is 8181
Overall Rank
The Sharpe Ratio Rank of FLSW is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSW is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FLSW is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FLSW is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FLSW is 7373
Martin Ratio Rank

EWL
The Risk-Adjusted Performance Rank of EWL is 8080
Overall Rank
The Sharpe Ratio Rank of EWL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EWL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EWL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of EWL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EWL is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLSW vs. EWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Switzerland ETF (FLSW) and iShares MSCI Switzerland ETF (EWL). 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.


The chart of Sharpe ratio for FLSW, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.00
FLSW: 1.08
EWL: 1.06
The chart of Sortino ratio for FLSW, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.00
FLSW: 1.56
EWL: 1.53
The chart of Omega ratio for FLSW, currently valued at 1.21, compared to the broader market0.501.001.502.00
FLSW: 1.21
EWL: 1.21
The chart of Calmar ratio for FLSW, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.00
FLSW: 1.30
EWL: 1.23
The chart of Martin ratio for FLSW, currently valued at 3.04, compared to the broader market0.0020.0040.0060.00
FLSW: 3.04
EWL: 2.95

The current FLSW Sharpe Ratio is 1.08, which is comparable to the EWL Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FLSW and EWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.08
1.06
FLSW
EWL

Dividends

FLSW vs. EWL - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 1.78%, less than EWL's 1.92% yield.


TTM20242023202220212020201920182017201620152014
FLSW
Franklin FTSE Switzerland ETF
1.78%2.04%2.36%2.02%1.86%2.28%1.15%2.85%0.00%0.00%0.00%0.00%
EWL
iShares MSCI Switzerland ETF
1.92%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%

Drawdowns

FLSW vs. EWL - Drawdown Comparison

The maximum FLSW drawdown since its inception was -28.16%, smaller than the maximum EWL drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for FLSW and EWL. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.01%
-0.92%
FLSW
EWL

Volatility

FLSW vs. EWL - Volatility Comparison

The current volatility for Franklin FTSE Switzerland ETF (FLSW) is 9.14%, while iShares MSCI Switzerland ETF (EWL) has a volatility of 9.65%. This indicates that FLSW experiences smaller price fluctuations and is considered to be less risky than EWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.14%
9.65%
FLSW
EWL