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FLTW vs. EMMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLTW and EMMF is 0.62, 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.


Performance

FLTW vs. EMMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Taiwan ETF (FLTW) and WisdomTree Emerging Markets Multifactor Fund (EMMF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLTW:

0.38

EMMF:

0.31

Sortino Ratio

FLTW:

0.79

EMMF:

0.57

Omega Ratio

FLTW:

1.10

EMMF:

1.08

Calmar Ratio

FLTW:

0.45

EMMF:

0.30

Martin Ratio

FLTW:

1.43

EMMF:

0.88

Ulcer Index

FLTW:

8.23%

EMMF:

5.54%

Daily Std Dev

FLTW:

27.67%

EMMF:

14.68%

Max Drawdown

FLTW:

-38.00%

EMMF:

-32.55%

Current Drawdown

FLTW:

-2.21%

EMMF:

-2.32%

Returns By Period

In the year-to-date period, FLTW achieves a 4.42% return, which is significantly lower than EMMF's 5.39% return.


FLTW

YTD

4.42%

1M

20.25%

6M

4.78%

1Y

10.52%

5Y*

16.97%

10Y*

N/A

EMMF

YTD

5.39%

1M

9.18%

6M

5.35%

1Y

4.52%

5Y*

11.95%

10Y*

N/A

*Annualized

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FLTW vs. EMMF - Expense Ratio Comparison

FLTW has a 0.19% expense ratio, which is lower than EMMF's 0.48% expense ratio.


Risk-Adjusted Performance

FLTW vs. EMMF — Risk-Adjusted Performance Rank

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

FLTW
The Risk-Adjusted Performance Rank of FLTW is 4545
Overall Rank
The Sharpe Ratio Rank of FLTW is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 4444
Martin Ratio Rank

EMMF
The Risk-Adjusted Performance Rank of EMMF is 3434
Overall Rank
The Sharpe Ratio Rank of EMMF is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of EMMF is 3333
Sortino Ratio Rank
The Omega Ratio Rank of EMMF is 3333
Omega Ratio Rank
The Calmar Ratio Rank of EMMF is 3737
Calmar Ratio Rank
The Martin Ratio Rank of EMMF is 3232
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.

FLTW vs. EMMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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 current FLTW Sharpe Ratio is 0.38, which is comparable to the EMMF Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FLTW and EMMF, 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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Dividends

FLTW vs. EMMF - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 1.81%, more than EMMF's 1.45% yield.


TTM2024202320222021202020192018
FLTW
Franklin FTSE Taiwan ETF
1.81%1.89%2.84%3.16%2.31%2.14%3.00%1.06%
EMMF
WisdomTree Emerging Markets Multifactor Fund
1.45%1.30%1.62%3.48%2.64%1.93%2.93%0.66%

Drawdowns

FLTW vs. EMMF - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, which is greater than EMMF's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for FLTW and EMMF. For additional features, visit the drawdowns tool.


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Volatility

FLTW vs. EMMF - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 8.37% compared to WisdomTree Emerging Markets Multifactor Fund (EMMF) at 3.13%. This indicates that FLTW's price experiences larger fluctuations and is considered to be riskier than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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