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HEWG vs. FLJH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HEWG and FLJH is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

HEWG vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Germany ETF (HEWG) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.15%
2.18%
HEWG
FLJH

Key characteristics

Returns By Period


HEWG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FLJH

YTD

23.28%

1M

0.87%

6M

3.12%

1Y

24.65%

5Y*

15.48%

10Y*

N/A

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HEWG vs. FLJH - Expense Ratio Comparison

HEWG has a 0.53% expense ratio, which is higher than FLJH's 0.09% expense ratio.


HEWG
iShares Currency Hedged MSCI Germany ETF
Expense ratio chart for HEWG: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for FLJH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

HEWG vs. FLJH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Germany ETF (HEWG) and Franklin FTSE Japan Hedged ETF (FLJH). 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.


Sharpe ratio
No data
HEWG
FLJH


Chart placeholderNot enough data

Dividends

HEWG vs. FLJH - Dividend Comparison

HEWG has not paid dividends to shareholders, while FLJH's dividend yield for the trailing twelve months is around 5.17%.


TTM202320222021202020192018201720162015
HEWG
iShares Currency Hedged MSCI Germany ETF
5.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLJH
Franklin FTSE Japan Hedged ETF
5.17%25.59%26.67%1.29%0.00%0.00%5.92%0.05%0.00%0.00%

Drawdowns

HEWG vs. FLJH - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-5.36%
HEWG
FLJH

Volatility

HEWG vs. FLJH - Volatility Comparison

The current volatility for iShares Currency Hedged MSCI Germany ETF (HEWG) is 0.00%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 4.88%. This indicates that HEWG experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember0
4.88%
HEWG
FLJH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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