GSEU vs. FLGR
Compare and contrast key facts about Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and Franklin FTSE Germany ETF (FLGR).
GSEU and FLGR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEU is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Europe Equity Index. It was launched on Mar 2, 2016. FLGR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Germany RIC Capped Index. It was launched on Nov 2, 2017. Both GSEU and FLGR 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
GSEU vs. FLGR - Performance Comparison
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GSEU vs. FLGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 0.39% | 35.70% | 2.00% | 20.74% | -17.90% | 17.33% | 6.64% | 24.57% | -14.29% | 1.22% |
FLGR Franklin FTSE Germany ETF | -5.28% | 36.67% | 10.63% | 24.22% | -21.96% | 5.40% | 12.11% | 19.99% | -21.50% | -0.27% |
Returns By Period
In the year-to-date period, GSEU achieves a 0.39% return, which is significantly higher than FLGR's -5.28% return.
GSEU
- 1D
- 1.48%
- 1M
- -4.54%
- YTD
- 0.39%
- 6M
- 5.00%
- 1Y
- 22.46%
- 3Y*
- 14.82%
- 5Y*
- 8.87%
- 10Y*
- 8.98%
FLGR
- 1D
- 1.54%
- 1M
- -6.28%
- YTD
- -5.28%
- 6M
- -4.34%
- 1Y
- 10.13%
- 3Y*
- 15.65%
- 5Y*
- 6.59%
- 10Y*
- —
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GSEU vs. FLGR - Expense Ratio Comparison
GSEU has a 0.25% expense ratio, which is higher than FLGR's 0.09% 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
GSEU vs. FLGR — Risk / Return Rank
GSEU
FLGR
GSEU vs. FLGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and Franklin FTSE Germany ETF (FLGR). 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.
| GSEU | FLGR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.50 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.86 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.73 | +1.17 |
Martin ratioReturn relative to average drawdown | 7.27 | 2.27 | +5.00 |
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
| GSEU | FLGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.50 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.33 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.25 | +0.25 |
Correlation
The correlation between GSEU and FLGR is 0.86, 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.
Dividends
GSEU vs. FLGR - Dividend Comparison
GSEU's dividend yield for the trailing twelve months is around 2.71%, more than FLGR's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 2.71% | 2.72% | 2.35% | 3.41% | 3.34% | 2.71% | 1.84% | 3.69% | 3.40% | 2.51% | 2.74% |
FLGR Franklin FTSE Germany ETF | 1.82% | 1.72% | 2.40% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% | 0.00% | 0.00% |
Drawdowns
GSEU vs. FLGR - Drawdown Comparison
The maximum GSEU drawdown since its inception was -35.71%, smaller than the maximum FLGR drawdown of -46.21%. Use the drawdown chart below to compare losses from any high point for GSEU and FLGR.
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Drawdown Indicators
| GSEU | FLGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -46.21% | +10.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -14.44% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -33.98% | -43.54% | +9.56% |
Max Drawdown (10Y)Largest decline over 10 years | -35.71% | — | — |
Current DrawdownCurrent decline from peak | -7.00% | -9.72% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -12.51% | +5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.62% | -1.51% |
Volatility
GSEU vs. FLGR - Volatility Comparison
The current volatility for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) is 7.39%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 8.23%. This indicates that GSEU experiences smaller price fluctuations and is considered to be less risky than FLGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSEU | FLGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 8.23% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 12.44% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 20.18% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 20.10% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 21.43% | -3.40% |