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

Correlation

The correlation between FLTW and EWT is 0.91, 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

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.

90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
115.05%
108.48%
FLTW
EWT

Key characteristics

Sharpe Ratio

FLTW:

1.10

EWT:

0.97

Sortino Ratio

FLTW:

1.57

EWT:

1.40

Omega Ratio

FLTW:

1.20

EWT:

1.18

Calmar Ratio

FLTW:

1.39

EWT:

1.21

Martin Ratio

FLTW:

4.40

EWT:

4.33

Ulcer Index

FLTW:

5.15%

EWT:

4.77%

Daily Std Dev

FLTW:

20.60%

EWT:

21.36%

Max Drawdown

FLTW:

-38.00%

EWT:

-64.26%

Current Drawdown

FLTW:

-7.26%

EWT:

-7.87%

Returns By Period

In the year-to-date period, FLTW achieves a 15.55% return, which is significantly higher than EWT's 13.85% return.


FLTW

YTD

15.55%

1M

-0.76%

6M

-3.00%

1Y

20.11%

5Y*

12.93%

10Y*

N/A

EWT

YTD

13.85%

1M

-2.32%

6M

-4.07%

1Y

18.27%

5Y*

12.17%

10Y*

10.91%

Compare stocks, funds, or ETFs

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


FLTW vs. EWT - Expense Ratio Comparison

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


EWT
iShares MSCI Taiwan ETF
Expense ratio chart for EWT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for FLTW: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FLTW, currently valued at 1.10, compared to the broader market0.002.004.001.100.97
The chart of Sortino ratio for FLTW, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.001.571.40
The chart of Omega ratio for FLTW, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.18
The chart of Calmar ratio for FLTW, currently valued at 1.39, compared to the broader market0.005.0010.0015.001.391.21
The chart of Martin ratio for FLTW, currently valued at 4.40, compared to the broader market0.0020.0040.0060.0080.00100.004.404.33
FLTW
EWT

The current FLTW Sharpe Ratio is 1.10, which is comparable to the EWT Sharpe Ratio of 0.97. 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.


Rolling 12-month Sharpe Ratio1.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.10
0.97
FLTW
EWT

Dividends

FLTW vs. EWT - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 0.42%, more than EWT's 0.37% yield.


TTM20232022202120202019201820172016201520142013
FLTW
Franklin FTSE Taiwan ETF
0.42%2.84%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
0.37%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%1.82%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.26%
-7.87%
FLTW
EWT

Volatility

FLTW vs. EWT - Volatility Comparison

The current volatility for Franklin FTSE Taiwan ETF (FLTW) is 4.75%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 5.83%. This indicates that FLTW experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.75%
5.83%
FLTW
EWT
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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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