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FLSW vs. FLEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSW vs. FLEU - Performance Comparison

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

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FLSW vs. FLEU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLSW
Franklin FTSE Switzerland ETF
-2.21%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%
FLEU
Franklin FTSE Eurozone ETF
-2.81%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-6.19%

Returns By Period

In the year-to-date period, FLSW achieves a -2.21% return, which is significantly higher than FLEU's -2.81% return.


FLSW

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*

FLEU

1D
3.62%
1M
-9.14%
YTD
-2.81%
6M
1.86%
1Y
21.11%
3Y*
14.33%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLSW vs. FLEU - Expense Ratio Comparison

Both FLSW and FLEU have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLSW vs. FLEU — Risk / Return Rank

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

FLSW
FLSW Risk / Return Rank: 5151
Overall Rank
FLSW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4444
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4646
Martin Ratio Rank

FLEU
FLEU Risk / Return Rank: 6464
Overall Rank
FLEU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLEU Omega Ratio Rank: 6464
Omega Ratio Rank
FLEU Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLEU Martin Ratio Rank: 6060
Martin Ratio Rank
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. FLEU - Risk-Adjusted Trends Comparison

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


FLSWFLEUDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.10

-0.11

Sortino ratio

Return per unit of downside risk

1.46

1.66

-0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.08

1.48

-0.40

Martin ratio

Return relative to average drawdown

4.21

5.76

-1.56

FLSW vs. FLEU - Sharpe Ratio Comparison

The current FLSW Sharpe Ratio is 0.99, which is comparable to the FLEU Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FLSW and FLEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLSWFLEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.10

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.69

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.52

+0.02

Correlation

The correlation between FLSW and FLEU is 0.69, 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

FLSW vs. FLEU - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 2.17%, less than FLEU's 2.29% yield.


TTM202520242023202220212020201920182017
FLSW
Franklin FTSE Switzerland ETF
2.17%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%
FLEU
Franklin FTSE Eurozone ETF
2.29%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%

Drawdowns

FLSW vs. FLEU - Drawdown Comparison

The maximum FLSW drawdown since its inception was -28.16%, smaller than the maximum FLEU drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for FLSW and FLEU.


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Drawdown Indicators


FLSWFLEUDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

-33.94%

+5.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-13.41%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.16%

-18.67%

-9.49%

Current Drawdown

Current decline from peak

-10.00%

-9.92%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.97%

-4.73%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

3.45%

-0.02%

Volatility

FLSW vs. FLEU - Volatility Comparison

The current volatility for Franklin FTSE Switzerland ETF (FLSW) is 6.41%, while Franklin FTSE Eurozone ETF (FLEU) has a volatility of 8.86%. This indicates that FLSW experiences smaller price fluctuations and is considered to be less risky than FLEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLSWFLEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

8.86%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

12.19%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

19.25%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

15.91%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

18.16%

-1.32%