FLSW vs. EWL
Compare and contrast key facts about Franklin FTSE Switzerland ETF (FLSW) and iShares MSCI Switzerland ETF (EWL).
FLSW and EWL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLSW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Switzerland RIC Capped Index. It was launched on Feb 6, 2018. EWL is a passively managed fund by iShares that tracks the performance of the MSCI Switzerland Index. It was launched on Mar 12, 1996. Both FLSW and EWL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLSW or EWL.
Performance
FLSW vs. EWL - Performance Comparison
Returns By Period
In the year-to-date period, FLSW achieves a 0.84% return, which is significantly higher than EWL's -0.18% return.
FLSW
0.84%
-7.87%
-0.55%
9.50%
6.79%
N/A
EWL
-0.18%
-8.37%
-1.15%
8.27%
6.17%
5.93%
Key characteristics
| FLSW | EWL | |
|---|---|---|
| Sharpe Ratio | 0.79 | 0.66 |
| Sortino Ratio | 1.16 | 0.99 |
| Omega Ratio | 1.13 | 1.11 |
| Calmar Ratio | 0.77 | 0.66 |
| Martin Ratio | 2.90 | 2.47 |
| Ulcer Index | 3.28% | 3.33% |
| Daily Std Dev | 12.11% | 12.44% |
| Max Drawdown | -28.16% | -51.62% |
| Current Drawdown | -10.30% | -10.69% |
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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.
Correlation
The correlation between FLSW and EWL is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
Dividends
FLSW vs. EWL - Dividend Comparison
FLSW's dividend yield for the trailing twelve months is around 2.09%, less than EWL's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLSW Franklin FTSE Switzerland ETF | 2.09% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWL iShares MSCI Switzerland ETF | 2.16% | 2.12% | 2.04% | 1.73% | 1.45% | 1.85% | 2.56% | 2.05% | 2.75% | 2.58% | 2.49% | 1.83% |
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.
Volatility
FLSW vs. EWL - Volatility Comparison
The current volatility for Franklin FTSE Switzerland ETF (FLSW) is 3.69%, while iShares MSCI Switzerland ETF (EWL) has a volatility of 3.90%. 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.