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FLTW vs. SPDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTW vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Taiwan ETF (FLTW) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

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FLTW vs. SPDW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTW
Franklin FTSE Taiwan ETF
11.95%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%
SPDW
SPDR Portfolio World ex-US ETF
2.79%34.75%3.55%17.81%-15.98%11.45%9.90%22.41%-14.22%1.76%

Returns By Period

In the year-to-date period, FLTW achieves a 11.95% return, which is significantly higher than SPDW's 2.79% return.


FLTW

1D
2.71%
1M
-7.08%
YTD
11.95%
6M
18.87%
1Y
61.71%
3Y*
25.50%
5Y*
13.10%
10Y*

SPDW

1D
3.30%
1M
-8.46%
YTD
2.79%
6M
8.61%
1Y
29.84%
3Y*
16.03%
5Y*
8.28%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLTW vs. SPDW - Expense Ratio Comparison

FLTW has a 0.19% expense ratio, which is higher than SPDW's 0.04% 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%.


Return for Risk

FLTW vs. SPDW — Risk / Return Rank

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

FLTW
FLTW Risk / Return Rank: 9494
Overall Rank
FLTW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9292
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
Martin Ratio Rank

SPDW
SPDW Risk / Return Rank: 8787
Overall Rank
SPDW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 8888
Sortino Ratio Rank
SPDW Omega Ratio Rank: 8787
Omega Ratio Rank
SPDW Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPDW Martin Ratio Rank: 8787
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. SPDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and SPDR Portfolio World ex-US ETF (SPDW). 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.


FLTWSPDWDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.71

+0.55

Sortino ratio

Return per unit of downside risk

2.94

2.34

+0.60

Omega ratio

Gain probability vs. loss probability

1.40

1.34

+0.06

Calmar ratio

Return relative to maximum drawdown

3.80

2.49

+1.31

Martin ratio

Return relative to average drawdown

15.55

9.76

+5.79

FLTW vs. SPDW - Sharpe Ratio Comparison

The current FLTW Sharpe Ratio is 2.25, which is higher than the SPDW Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FLTW and SPDW, 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


FLTWSPDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.71

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.51

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.21

+0.49

Correlation

The correlation between FLTW and SPDW is 0.67, 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. SPDW - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 2.24%, less than SPDW's 3.21% yield.


TTM20252024202320222021202020192018201720162015
FLTW
Franklin FTSE Taiwan ETF
2.24%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
3.21%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%

Drawdowns

FLTW vs. SPDW - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for FLTW and SPDW.


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Drawdown Indicators


FLTWSPDWDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-60.02%

+22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-11.55%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-30.21%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-8.45%

-8.63%

+0.18%

Average Drawdown

Average peak-to-trough decline

-8.57%

-13.01%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

2.94%

+0.92%

Volatility

FLTW vs. SPDW - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 11.27% compared to SPDR Portfolio World ex-US ETF (SPDW) at 8.31%. This indicates that FLTW's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTWSPDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.27%

8.31%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

11.51%

+6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.55%

17.57%

+9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

16.26%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.31%

17.15%

+4.16%