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

Correlation

The correlation between FLTW and EWT is 0.61, 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. EWT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLTW:

0.38

EWT:

0.24

Sortino Ratio

FLTW:

0.79

EWT:

0.58

Omega Ratio

FLTW:

1.10

EWT:

1.07

Calmar Ratio

FLTW:

0.45

EWT:

0.27

Martin Ratio

FLTW:

1.43

EWT:

0.84

Ulcer Index

FLTW:

8.23%

EWT:

8.92%

Daily Std Dev

FLTW:

27.67%

EWT:

27.83%

Max Drawdown

FLTW:

-38.00%

EWT:

-64.26%

Current Drawdown

FLTW:

-2.21%

EWT:

-4.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLTW having a 4.42% return and EWT slightly lower at 4.35%.


FLTW

YTD

4.42%

1M

20.61%

6M

4.78%

1Y

10.21%

5Y*

16.43%

10Y*

N/A

EWT

YTD

4.35%

1M

20.34%

6M

1.65%

1Y

6.32%

5Y*

15.11%

10Y*

10.14%

*Annualized

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FLTW vs. EWT - Expense Ratio Comparison

FLTW has a 0.19% expense ratio, which is lower than EWT's 0.59% expense ratio.


Risk-Adjusted Performance

FLTW vs. EWT — 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 4343
Overall Rank
The Sharpe Ratio Rank of FLTW is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 4242
Martin Ratio Rank

EWT
The Risk-Adjusted Performance Rank of EWT is 3030
Overall Rank
The Sharpe Ratio Rank of EWT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 3030
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 3333
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 2929
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. EWT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and iShares MSCI Taiwan ETF (EWT). 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 higher than the EWT Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FLTW and EWT, 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. EWT - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 1.81%, less than EWT's 3.18% yield.


TTM20242023202220212020201920182017201620152014
FLTW
Franklin FTSE Taiwan ETF
1.81%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
3.18%3.32%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%

Drawdowns

FLTW vs. EWT - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, smaller than the maximum EWT drawdown of -64.26%. Use the drawdown chart below to compare losses from any high point for FLTW and EWT. For additional features, visit the drawdowns tool.


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Volatility

FLTW vs. EWT - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) and iShares MSCI Taiwan ETF (EWT) have volatilities of 8.37% and 8.59%, 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.


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