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IPAC vs. FLAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPAC vs. FLAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Pacific ETF (IPAC) and Franklin FTSE Australia ETF (FLAU). The values are adjusted to include any dividend payments, if applicable.

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IPAC vs. FLAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPAC
iShares Core MSCI Pacific ETF
4.51%25.16%6.18%14.51%-13.68%3.09%12.39%19.44%-12.78%2.76%
FLAU
Franklin FTSE Australia ETF
4.69%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.17%1.89%

Returns By Period

The year-to-date returns for both investments are quite close, with IPAC having a 4.51% return and FLAU slightly higher at 4.69%.


IPAC

1D
3.03%
1M
-8.21%
YTD
4.51%
6M
7.48%
1Y
28.41%
3Y*
14.70%
5Y*
6.30%
10Y*
8.70%

FLAU

1D
2.03%
1M
-8.16%
YTD
4.69%
6M
4.27%
1Y
23.09%
3Y*
10.77%
5Y*
6.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPAC vs. FLAU - Expense Ratio Comparison

Both IPAC and FLAU have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IPAC vs. FLAU — Risk / Return Rank

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

IPAC
IPAC Risk / Return Rank: 8282
Overall Rank
IPAC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IPAC Sortino Ratio Rank: 8282
Sortino Ratio Rank
IPAC Omega Ratio Rank: 8080
Omega Ratio Rank
IPAC Calmar Ratio Rank: 8484
Calmar Ratio Rank
IPAC Martin Ratio Rank: 8383
Martin Ratio Rank

FLAU
FLAU Risk / Return Rank: 6767
Overall Rank
FLAU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6666
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7171
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
Martin Ratio Rank
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.

IPAC vs. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ETF (IPAC) and Franklin FTSE Australia ETF (FLAU). 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.


IPACFLAUDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.13

+0.34

Sortino ratio

Return per unit of downside risk

2.07

1.60

+0.47

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

2.39

1.76

+0.62

Martin ratio

Return relative to average drawdown

9.08

6.97

+2.11

IPAC vs. FLAU - Sharpe Ratio Comparison

The current IPAC Sharpe Ratio is 1.47, which is higher than the FLAU Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of IPAC and FLAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPACFLAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.13

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.34

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.31

+0.10

Correlation

The correlation between IPAC and FLAU is 0.77, 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

IPAC vs. FLAU - Dividend Comparison

IPAC's dividend yield for the trailing twelve months is around 4.14%, more than FLAU's 3.11% yield.


TTM20252024202320222021202020192018201720162015
IPAC
iShares Core MSCI Pacific ETF
4.14%4.32%3.43%3.16%2.76%4.03%1.68%3.37%2.95%2.98%2.66%2.60%
FLAU
Franklin FTSE Australia ETF
3.11%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%0.00%0.00%

Drawdowns

IPAC vs. FLAU - Drawdown Comparison

The maximum IPAC drawdown since its inception was -30.99%, smaller than the maximum FLAU drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for IPAC and FLAU.


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Drawdown Indicators


IPACFLAUDifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-45.73%

+14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-12.82%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-24.68%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.99%

Current Drawdown

Current decline from peak

-8.62%

-8.18%

-0.44%

Average Drawdown

Average peak-to-trough decline

-7.55%

-6.87%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.25%

-0.23%

Volatility

IPAC vs. FLAU - Volatility Comparison

iShares Core MSCI Pacific ETF (IPAC) has a higher volatility of 8.46% compared to Franklin FTSE Australia ETF (FLAU) at 7.98%. This indicates that IPAC's price experiences larger fluctuations and is considered to be riskier than FLAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPACFLAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

7.98%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

12.46%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

20.57%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

19.51%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

23.66%

-7.08%