FLUD vs. YFYA

Last updated Jun 4, 2026

FLUD (Franklin Ultra Short Bond ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, FLUD returned 4.60% vs 5.38% for YFYA. At a 0.11 correlation, their price movements are largely independent. FLUD charges 0.15%/yr vs 1.16%/yr for YFYA.

Performance

FLUD vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Ultra Short Bond ETF (FLUD) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLUD achieves a 1.53% return, which is significantly lower than YFYA's 2.34% return.

FLUD

• 1D: 0.09%
• 1M: 0.41%
• YTD: 1.53%
• 6M: 1.88%
• 1Y: 4.60%
• 3Y*: 5.33%
• 5Y*: 3.63%
• 10Y*: —

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUD vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
FLUD Franklin Ultra Short Bond ETF	1.53%	4.65%
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%

Correlation

The correlation between FLUD and YFYA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.11

The correlation between FLUD and YFYA shifts across timeframes, from 0.11 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

FLUD vs. YFYA - Sectors Allocation Comparison

Sectors	FLUD	YFYA
Financial Services	13.9%	5.1%
Industrials	2.3%	8.4%
Consumer Cyclical	1.9%	12.2%
Real Estate	1.1%	1.9%
Healthcare	1.1%	9.2%
Basic Materials	0.9%	1.4%
Communication Services	0.9%	11.1%
Consumer Defensive	0.5%	8.3%
Utilities	0.2%	3.7%
Technology	0.1%	36.9%
Energy	0.1%	1.9%

Return for Risk

FLUD vs. YFYA — Risk / Return Rank

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

FLUD

FLUD Risk / Return Rank: 92
FLUD Sharpe Ratio Rank: 83
FLUD Sortino Ratio Rank: 91
FLUD Omega Ratio Rank: 91
FLUD Calmar Ratio Rank: 97
FLUD Martin Ratio Rank: 97

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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.

FLUD vs. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Ultra Short Bond ETF (FLUD) and Yields for You Income Strategy A ETF (YFYA). 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.

	FLUD	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	2.76	1.50	+1.25
Sortino ratio: Return per unit of downside risk	4.42	2.21	+2.20
Omega ratio: Gain probability vs. loss probability	1.60	1.40	+0.20
Calmar ratio: Return relative to maximum drawdown	10.55	3.35	+7.20
Martin ratio: Return relative to average drawdown	41.82	15.29	+26.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLUD vs. YFYA - Sharpe Ratio Comparison

The current FLUD Sharpe Ratio is 2.76, which is higher than the YFYA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of FLUD and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLUD	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.76	1.50	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.59	1.10	+1.49

Drawdowns

FLUD vs. YFYA - Drawdown Comparison

The maximum FLUD drawdown since its inception was -1.66%, smaller than the maximum YFYA drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for FLUD and YFYA.

Drawdown Indicators

	FLUD	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-1.66%	-2.29%	+0.63%
Max Drawdown (1Y) Largest decline over 1 year	-0.44%	-1.61%	+1.17%
Max Drawdown (3Y) Largest decline over 3 years	-0.59%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-1.66%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.24%	-0.33%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.11%	0.35%	-0.24%

Volatility

FLUD vs. YFYA - Volatility Comparison

The current volatility for Franklin Ultra Short Bond ETF (FLUD) is 0.33%, while Yields for You Income Strategy A ETF (YFYA) has a volatility of 1.14%. This indicates that FLUD experiences smaller price fluctuations and is considered to be less risky than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLUD	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.33%	1.14%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	0.74%	3.35%	-2.61%
Volatility (1Y) Calculated over the trailing 1-year period	1.68%	3.59%	-1.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.34%	3.59%	-2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.26%	3.59%	-2.33%

FLUD vs. YFYA - Expense Ratio Comparison

FLUD has a 0.15% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

FLUD vs. YFYA - Dividend Comparison

FLUD's dividend yield for the trailing twelve months is around 4.27%, less than YFYA's 5.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FLUD Franklin Ultra Short Bond ETF	4.27%	4.51%	4.97%	4.72%	1.39%	0.92%	0.93%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FLUD and YFYA in my portfolio?

FLUD and YFYA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLUD or YFYA?

YFYA has higher volatility (1.14%) compared to FLUD (0.33%). In terms of maximum drawdown, FLUD dropped -1.66% vs YFYA's -2.29%.

Which ETF is better, FLUD or YFYA?

On 1-year performance, YFYA leads with 5.38% vs 4.60% for FLUD. On fees, FLUD is cheaper at 0.15% per year. On volatility, FLUD has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLUD or YFYA?

Over the 1-year period, YFYA has performed better with a 5.38% return vs 4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLUD or YFYA?

FLUD is cheaper with a 0.15% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, FLUD or YFYA?

YFYA has the higher dividend yield at 5.14%, compared with 4.27% for FLUD.

What is the main difference between FLUD and YFYA?

They also come from different issuers: Franklin Templeton and Teucrium. Their fees differ too: 0.15% for FLUD and 1.16% for YFYA.

Which has better risk-adjusted returns?

FLUD currently has the higher Sharpe Ratio (2.76 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.