FLTW vs. VXUS
Compare and contrast key facts about Franklin FTSE Taiwan ETF (FLTW) and Vanguard Total International Stock ETF (VXUS).
FLTW and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both FLTW and VXUS 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 VXUS.
Performance
FLTW vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, FLTW achieves a 17.74% return, which is significantly higher than VXUS's 6.59% return.
FLTW
17.74%
-4.04%
7.60%
26.54%
14.65%
N/A
VXUS
6.59%
-4.79%
-1.06%
12.95%
5.51%
4.79%
Key characteristics
| FLTW | VXUS | |
|---|---|---|
| Sharpe Ratio | 1.36 | 1.11 |
| Sortino Ratio | 1.88 | 1.59 |
| Omega Ratio | 1.24 | 1.20 |
| Calmar Ratio | 1.70 | 1.27 |
| Martin Ratio | 5.73 | 5.84 |
| Ulcer Index | 4.85% | 2.42% |
| Daily Std Dev | 20.42% | 12.72% |
| Max Drawdown | -38.00% | -35.97% |
| Current Drawdown | -5.50% | -6.99% |
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FLTW vs. VXUS - Expense Ratio Comparison
FLTW has a 0.19% expense ratio, which is higher than VXUS's 0.07% 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%.
Correlation
The correlation between FLTW and VXUS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FLTW vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
FLTW's dividend yield for the trailing twelve months is around 2.50%, less than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTW Franklin FTSE Taiwan ETF | 2.50% | 2.84% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
FLTW vs. VXUS - Drawdown Comparison
The maximum FLTW drawdown since its inception was -38.00%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FLTW and VXUS. For additional features, visit the drawdowns tool.
Volatility
FLTW vs. VXUS - Volatility Comparison
Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 5.93% compared to Vanguard Total International Stock ETF (VXUS) at 3.79%. This indicates that FLTW's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.