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FLTW vs. FLBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTW vs. FLBR - Performance Comparison

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

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FLTW vs. FLBR - 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%
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%

Returns By Period

In the year-to-date period, FLTW achieves a 13.05% return, which is significantly lower than FLBR's 25.72% return.


FLTW

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

FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLTW vs. FLBR - Expense Ratio Comparison

Both FLTW and FLBR have an expense ratio of 0.19%, 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

FLTW vs. FLBR — 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

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
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. FLBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Franklin FTSE Brazil ETF (FLBR). 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.


FLTWFLBRDifference

Sharpe ratio

Return per unit of total volatility

2.22

2.14

+0.08

Sortino ratio

Return per unit of downside risk

2.91

2.70

+0.21

Omega ratio

Gain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratio

Return relative to maximum drawdown

4.01

4.85

-0.85

Martin ratio

Return relative to average drawdown

16.28

13.62

+2.66

FLTW vs. FLBR - Sharpe Ratio Comparison

The current FLTW Sharpe Ratio is 2.22, which is comparable to the FLBR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FLTW and FLBR, 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


FLTWFLBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.14

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.46

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.19

+0.52

Correlation

The correlation between FLTW and FLBR is 0.40, 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

FLTW vs. FLBR - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 2.22%, less than FLBR's 6.13% yield.


TTM202520242023202220212020201920182017
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%
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%

Drawdowns

FLTW vs. FLBR - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, smaller than the maximum FLBR drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FLTW and FLBR.


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Drawdown Indicators


FLTWFLBRDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-57.42%

+19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-11.69%

-4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-32.74%

-5.26%

Current Drawdown

Current decline from peak

-7.55%

-1.44%

-6.11%

Average Drawdown

Average peak-to-trough decline

-8.57%

-18.87%

+10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

4.16%

-0.27%

Volatility

FLTW vs. FLBR - Volatility Comparison

The current volatility for Franklin FTSE Taiwan ETF (FLTW) is 10.06%, while Franklin FTSE Brazil ETF (FLBR) has a volatility of 11.31%. This indicates that FLTW experiences smaller price fluctuations and is considered to be less risky than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTWFLBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

11.31%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

19.89%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

26.02%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

27.73%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

33.23%

-11.93%