PortfoliosLab logoPortfoliosLab logo
FLUS.TO vs. CAUS.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLUS.TO vs. CAUS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and Avantis CIBC U.S. All-Cap Equity ETF (CAUS.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


FLUS.TO

1D
0.30%
1M
6.59%
YTD
13.62%
6M
8.27%
1Y
26.86%
3Y*
23.14%
5Y*
16.75%
10Y*

CAUS.TO

1D
-0.09%
1M
6.47%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUS.TO vs. CAUS.TO - Yearly Performance Comparison


Correlation

The correlation between FLUS.TO and CAUS.TO is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 23, 2026

0.58

Compare stocks, funds, or ETFs

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


Return for Risk

FLUS.TO vs. CAUS.TO — Risk / Return Rank

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

FLUS.TO
FLUS.TO Risk / Return Rank: 6464
Overall Rank
FLUS.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FLUS.TO Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLUS.TO Omega Ratio Rank: 7070
Omega Ratio Rank
FLUS.TO Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLUS.TO Martin Ratio Rank: 6262
Martin Ratio Rank

CAUS.TO
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.

FLUS.TO vs. CAUS.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and Avantis CIBC U.S. All-Cap Equity ETF (CAUS.TO). 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.


FLUS.TOCAUS.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.92

Martin ratioReturn relative to average drawdown

10.86

FLUS.TO vs. CAUS.TO - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FLUS.TOCAUS.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

2.61

-1.66

Drawdowns

FLUS.TO vs. CAUS.TO - Drawdown Comparison

The maximum FLUS.TO drawdown since its inception was -28.25%, which is greater than CAUS.TO's maximum drawdown of -6.25%. Use the drawdown chart below to compare losses from any high point for FLUS.TO and CAUS.TO.


Loading charts...

Drawdown Indicators


FLUS.TOCAUS.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-6.25%

-22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.13%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-3.65%

-1.68%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

FLUS.TO vs. CAUS.TO - Volatility Comparison


Loading charts...

Volatility by Period


FLUS.TOCAUS.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.18%

15.54%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

15.54%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

15.54%

+0.30%

FLUS.TO vs. CAUS.TO - Expense Ratio Comparison

FLUS.TO has a 0.29% expense ratio, which is higher than CAUS.TO's 0.19% expense ratio.


Dividends

FLUS.TO vs. CAUS.TO - Dividend Comparison

FLUS.TO's dividend yield for the trailing twelve months is around 0.62%, while CAUS.TO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CAUS.TO
Avantis CIBC U.S. All-Cap Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLUS.TO
Franklin U.S. Large Cap Multifactor Index ETF
0.62%0.73%0.91%1.20%1.72%1.74%1.62%1.83%1.66%0.51%

Frequently Asked Questions


FLUS.TO and CAUS.TO have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAUS.TO is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAUS.TO is cheaper with a 0.19% expense ratio, compared with 0.29% for FLUS.TO.

They also come from different issuers: Franklin and Avantis. Their fees differ too: 0.29% for FLUS.TO and 0.19% for CAUS.TO.

Portfolio Optimizer

Find the right allocation for FLUS.TO and CAUS.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer