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

Correlation

The correlation between FLTW and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

FLTW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Taiwan ETF (FLTW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
115.05%
158.13%
FLTW
VOO

Key characteristics

Sharpe Ratio

FLTW:

1.10

VOO:

2.25

Sortino Ratio

FLTW:

1.57

VOO:

2.98

Omega Ratio

FLTW:

1.20

VOO:

1.42

Calmar Ratio

FLTW:

1.39

VOO:

3.31

Martin Ratio

FLTW:

4.40

VOO:

14.77

Ulcer Index

FLTW:

5.15%

VOO:

1.90%

Daily Std Dev

FLTW:

20.60%

VOO:

12.46%

Max Drawdown

FLTW:

-38.00%

VOO:

-33.99%

Current Drawdown

FLTW:

-7.26%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FLTW achieves a 15.55% return, which is significantly lower than VOO's 26.02% return.


FLTW

YTD

15.55%

1M

-0.76%

6M

-3.00%

1Y

20.11%

5Y*

12.93%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


FLTW
Franklin FTSE Taiwan ETF
Expense ratio chart for FLTW: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for FLTW, currently valued at 1.10, compared to the broader market0.002.004.001.102.25
The chart of Sortino ratio for FLTW, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.001.572.98
The chart of Omega ratio for FLTW, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.42
The chart of Calmar ratio for FLTW, currently valued at 1.39, compared to the broader market0.005.0010.0015.001.393.31
The chart of Martin ratio for FLTW, currently valued at 4.40, compared to the broader market0.0020.0040.0060.0080.00100.004.4014.77
FLTW
VOO

The current FLTW Sharpe Ratio is 1.10, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FLTW and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.10
2.25
FLTW
VOO

Dividends

FLTW vs. VOO - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 0.42%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FLTW
Franklin FTSE Taiwan ETF
0.42%2.84%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
0.91%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.26%
-2.47%
FLTW
VOO

Volatility

FLTW vs. VOO - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 4.75% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.75%
3.75%
FLTW
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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