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

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.


-0.50.00.51.00.9

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%JulyAugustSeptemberOctoberNovemberDecember
56.42%
53.19%
FLSW
EWL

Key characteristics

Sharpe Ratio

FLSW:

0.12

EWL:

0.03

Sortino Ratio

FLSW:

0.25

EWL:

0.12

Omega Ratio

FLSW:

1.03

EWL:

1.01

Calmar Ratio

FLSW:

0.11

EWL:

0.03

Martin Ratio

FLSW:

0.33

EWL:

0.08

Ulcer Index

FLSW:

4.39%

EWL:

4.54%

Daily Std Dev

FLSW:

12.39%

EWL:

12.65%

Max Drawdown

FLSW:

-28.16%

EWL:

-51.62%

Current Drawdown

FLSW:

-12.47%

EWL:

-13.11%

Returns By Period

In the year-to-date period, FLSW achieves a -1.59% return, which is significantly higher than EWL's -2.89% return.


FLSW

YTD

-1.59%

1M

-2.35%

6M

-4.51%

1Y

0.16%

5Y*

5.36%

10Y*

N/A

EWL

YTD

-2.89%

1M

-2.69%

6M

-5.49%

1Y

-1.09%

5Y*

4.67%

10Y*

5.86%

Compare stocks, funds, or ETFs

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


FLSW vs. EWL - Expense Ratio Comparison

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


EWL
iShares MSCI Switzerland ETF
Expense ratio chart for EWL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FLSW: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Sharpe ratio
The chart of Sharpe ratio for FLSW, currently valued at 0.12, compared to the broader market0.002.004.000.120.03
The chart of Sortino ratio for FLSW, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.0010.000.250.12
The chart of Omega ratio for FLSW, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.01
The chart of Calmar ratio for FLSW, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.110.03
The chart of Martin ratio for FLSW, currently valued at 0.33, compared to the broader market0.0020.0040.0060.0080.00100.000.330.08
FLSW
EWL

The current FLSW Sharpe Ratio is 0.12, which is higher than the EWL Sharpe Ratio of 0.03. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.12
0.03
FLSW
EWL

Dividends

FLSW vs. EWL - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 2.00%, less than EWL's 2.22% yield.


TTM20232022202120202019201820172016201520142013
FLSW
Franklin FTSE Switzerland ETF
2.00%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
2.22%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.47%
-13.11%
FLSW
EWL

Volatility

FLSW vs. EWL - Volatility Comparison

Franklin FTSE Switzerland ETF (FLSW) and iShares MSCI Switzerland ETF (EWL) have volatilities of 3.91% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.79%
FLSW
EWL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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