FLTW vs. VOO
Compare and contrast key facts about Franklin FTSE Taiwan ETF (FLTW) and Vanguard S&P 500 ETF (VOO).
FLTW and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLTW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan RIC Capped Index. It was launched on Nov 2, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both FLTW and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLTW or VOO.
Key characteristics
| FLTW | VOO | |
|---|---|---|
| YTD Return | 20.24% | 21.11% |
| 1Y Return | 36.72% | 32.98% |
| 3Y Return (Ann) | 6.53% | 8.44% |
| 5Y Return (Ann) | 14.86% | 15.04% |
| Sharpe Ratio | 1.93 | 2.84 |
| Sortino Ratio | 2.53 | 3.76 |
| Omega Ratio | 1.33 | 1.53 |
| Calmar Ratio | 2.08 | 4.05 |
| Martin Ratio | 8.14 | 18.51 |
| Ulcer Index | 4.75% | 1.85% |
| Daily Std Dev | 20.07% | 12.06% |
| Max Drawdown | -38.00% | -33.99% |
| Current Drawdown | -3.49% | -2.52% |
Correlation
The correlation between FLTW and VOO 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.
Performance
FLTW vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with FLTW having a 20.24% return and VOO slightly higher at 21.11%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLTW vs. VOO - Expense Ratio Comparison
FLTW has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
FLTW vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
FLTW vs. VOO - Dividend Comparison
FLTW's dividend yield for the trailing twelve months is around 2.45%, more than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTW Franklin FTSE Taiwan ETF | 2.45% | 2.85% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FLTW vs. VOO - Drawdown Comparison
The maximum FLTW drawdown since its inception was -38.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLTW and VOO. For additional features, visit the drawdowns tool.
Volatility
FLTW vs. VOO - Volatility Comparison
Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 5.02% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. This indicates that FLTW's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.