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FLTW vs. EWT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FLTW vs. EWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTW
Franklin FTSE Taiwan ETF
13.05%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%
EWT
iShares MSCI Taiwan ETF
12.89%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%-1.96%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLTW having a 13.05% return and EWT slightly lower at 12.89%.


FLTW

1D
0.98%
1M
-5.90%
YTD
13.05%
6M
18.97%
1Y
60.86%
3Y*
25.91%
5Y*
13.32%
10Y*

EWT

1D
1.13%
1M
-4.46%
YTD
12.89%
6M
16.96%
1Y
55.63%
3Y*
22.72%
5Y*
10.50%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FLTW vs. EWT — Risk / Return Rank

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

FLTW
FLTW Risk / Return Rank: 9393
Overall Rank
FLTW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9090
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9292
Overall Rank
EWT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWT Omega Ratio Rank: 8888
Omega Ratio Rank
EWT Calmar Ratio Rank: 9393
Calmar Ratio Rank
EWT Martin Ratio Rank: 9494
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.

FLTW vs. EWT - Risk-Adjusted Trends 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.


FLTWEWTDifference

Sharpe ratio

Return per unit of total volatility

2.22

2.08

+0.14

Sortino ratio

Return per unit of downside risk

2.91

2.78

+0.13

Omega ratio

Gain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratio

Return relative to maximum drawdown

4.01

3.73

+0.27

Martin ratio

Return relative to average drawdown

16.28

14.90

+1.38

FLTW vs. EWT - Sharpe Ratio Comparison

The current FLTW Sharpe Ratio is 2.22, which is comparable to the EWT Sharpe Ratio of 2.08. 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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Sharpe Ratios by Period


FLTWEWTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.08

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.47

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.20

+0.51

Correlation

The correlation between FLTW and EWT 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.


Dividends

FLTW vs. EWT - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 2.22%, less than EWT's 3.93% yield.


TTM20252024202320222021202020192018201720162015
FLTW
Franklin FTSE Taiwan ETF
2.22%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
3.93%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Drawdowns

FLTW vs. EWT - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, smaller than the maximum EWT drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for FLTW and EWT.


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Drawdown Indicators


FLTWEWTDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-64.37%

+26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-15.53%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-38.88%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

Current Drawdown

Current decline from peak

-7.55%

-6.93%

-0.62%

Average Drawdown

Average peak-to-trough decline

-8.57%

-19.35%

+10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.89%

0.00%

Volatility

FLTW vs. EWT - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) and iShares MSCI Taiwan ETF (EWT) have volatilities of 10.06% and 9.80%, 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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Volatility by Period


FLTWEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

9.80%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

18.16%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

26.86%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

22.32%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

21.22%

+0.08%