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

Correlation

The correlation between FLTW and SCHD 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FLTW vs. SCHD - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
93.35%
103.74%
FLTW
SCHD

Key characteristics

Sharpe Ratio

FLTW:

0.14

SCHD:

0.18

Sortino Ratio

FLTW:

0.38

SCHD:

0.35

Omega Ratio

FLTW:

1.05

SCHD:

1.05

Calmar Ratio

FLTW:

0.14

SCHD:

0.18

Martin Ratio

FLTW:

0.46

SCHD:

0.64

Ulcer Index

FLTW:

7.92%

SCHD:

4.44%

Daily Std Dev

FLTW:

26.67%

SCHD:

15.99%

Max Drawdown

FLTW:

-38.00%

SCHD:

-33.37%

Current Drawdown

FLTW:

-16.62%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, FLTW achieves a -10.97% return, which is significantly lower than SCHD's -5.19% return.


FLTW

YTD

-10.97%

1M

-7.20%

6M

-15.06%

1Y

2.91%

5Y*

14.04%

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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FLTW vs. SCHD - Expense Ratio Comparison

FLTW has a 0.19% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for FLTW: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLTW: 0.19%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

FLTW vs. SCHD — 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 3030
Overall Rank
The Sharpe Ratio Rank of FLTW is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 2929
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD 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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Schwab US Dividend Equity ETF (SCHD). 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 chart of Sharpe ratio for FLTW, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.00
FLTW: 0.14
SCHD: 0.18
The chart of Sortino ratio for FLTW, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.00
FLTW: 0.38
SCHD: 0.35
The chart of Omega ratio for FLTW, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
FLTW: 1.05
SCHD: 1.05
The chart of Calmar ratio for FLTW, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
FLTW: 0.14
SCHD: 0.18
The chart of Martin ratio for FLTW, currently valued at 0.46, compared to the broader market0.0020.0040.0060.00
FLTW: 0.46
SCHD: 0.64

The current FLTW Sharpe Ratio is 0.14, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FLTW and SCHD, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.14
0.18
FLTW
SCHD

Dividends

FLTW vs. SCHD - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 2.12%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
FLTW
Franklin FTSE Taiwan ETF
2.12%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FLTW vs. SCHD - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FLTW and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.62%
-11.47%
FLTW
SCHD

Volatility

FLTW vs. SCHD - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 15.98% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that FLTW's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.98%
11.20%
FLTW
SCHD