FLTW vs. VPL
Compare and contrast key facts about Franklin FTSE Taiwan ETF (FLTW) and Vanguard FTSE Pacific ETF (VPL).
FLTW and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both FLTW and VPL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLTW vs. VPL - Performance Comparison
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FLTW vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPL Vanguard FTSE Pacific ETF | 10.38% | 32.66% | 1.68% | 15.58% | -15.20% | 1.10% | 16.65% | 18.16% | -14.40% | 2.62% |
Returns By Period
In the year-to-date period, FLTW achieves a 13.05% return, which is significantly higher than VPL's 10.38% return.
FLTW
- 1D
- 0.98%
- 1M
- -5.90%
- YTD
- 13.05%
- 6M
- 18.97%
- 1Y
- 60.86%
- 3Y*
- 25.91%
- 5Y*
- 13.32%
- 10Y*
- —
VPL
- 1D
- 2.10%
- 1M
- -6.60%
- YTD
- 10.38%
- 6M
- 16.24%
- 1Y
- 42.48%
- 3Y*
- 17.67%
- 5Y*
- 7.30%
- 10Y*
- 9.42%
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FLTW vs. VPL - Expense Ratio Comparison
FLTW has a 0.19% expense ratio, which is higher than VPL's 0.08% 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. VPL — Risk / Return Rank
FLTW
VPL
FLTW vs. VPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Vanguard FTSE Pacific ETF (VPL). 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.
| FLTW | VPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.22 | 2.08 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.91 | 2.72 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 4.01 | 3.21 | +0.80 |
Martin ratioReturn relative to average drawdown | 16.28 | 12.99 | +3.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLTW | VPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.08 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.44 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.31 | +0.41 |
Correlation
The correlation between FLTW and VPL is 0.68, 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. VPL - Dividend Comparison
FLTW's dividend yield for the trailing twelve months is around 2.22%, less than VPL's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 3.22% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
Drawdowns
FLTW vs. VPL - Drawdown Comparison
The maximum FLTW drawdown since its inception was -38.00%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for FLTW and VPL.
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Drawdown Indicators
| FLTW | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -55.49% | +17.49% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -13.33% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -31.09% | -6.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -7.55% | -8.40% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -11.71% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 3.29% | +0.60% |
Volatility
FLTW vs. VPL - Volatility Comparison
Franklin FTSE Taiwan ETF (FLTW) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 10.06% and 9.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLTW | VPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | 9.81% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.45% | 14.85% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.53% | 20.56% | +6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 16.83% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 17.11% | +4.19% |