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IYZ vs. FLKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYZ achieves a 26.58% return, which is significantly lower than FLKR's 86.43% return.


IYZ

1D
0.40%
1M
3.16%
YTD
26.58%
6M
29.19%
1Y
51.92%
3Y*
28.42%
5Y*
7.24%
10Y*
5.76%

FLKR

1D
6.28%
1M
-2.80%
YTD
86.43%
6M
95.63%
1Y
177.77%
3Y*
43.23%
5Y*
16.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYZ
iShares U.S. Telecommunications ETF
26.58%29.28%20.53%3.90%-30.29%11.69%4.13%16.14%-8.59%5.02%
FLKR
Franklin FTSE South Korea ETF
86.43%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%

Correlation

The correlation between IYZ and FLKR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.47

The correlation between IYZ and FLKR shifts across timeframes, from 0.35 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IYZ vs. FLKR — Risk / Return Rank

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

IYZ
IYZ Risk / Return Rank: 9191
Overall Rank
IYZ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 8989
Sortino Ratio Rank
IYZ Omega Ratio Rank: 8888
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9595
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9494
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9494
Overall Rank
FLKR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9292
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9595
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.

IYZ vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Franklin FTSE South Korea ETF (FLKR). 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.


IYZFLKRDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.50

1.57

-0.07

Calmar ratioReturn relative to maximum drawdown

7.11

7.77

-0.66

Martin ratioReturn relative to average drawdown

26.20

27.92

-1.72

IYZ vs. FLKR - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 2.84, which is comparable to the FLKR Sharpe Ratio of 4.03. The chart below compares the historical Sharpe Ratios of IYZ and FLKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IYZFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

4.03

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.57

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.47

-0.41

Drawdowns

IYZ vs. FLKR - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for IYZ and FLKR.


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Drawdown Indicators


IYZFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-50.06%

-27.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-23.03%

+15.70%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-26.39%

+12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-49.51%

+9.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

Current Drawdown

Current decline from peak

-6.96%

-14.59%

+7.63%

Average Drawdown

Average peak-to-trough decline

-40.13%

-22.06%

-18.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

6.40%

-4.41%

Volatility

IYZ vs. FLKR - Volatility Comparison

The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 8.23%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 26.26%. This indicates that IYZ experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYZFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

26.26%

-18.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

40.64%

-25.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

44.43%

-26.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

29.12%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

28.11%

-8.82%

IYZ vs. FLKR - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than FLKR's 0.09% expense ratio.


Dividends

IYZ vs. FLKR - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.57%, less than FLKR's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FLKR
Franklin FTSE South Korea ETF
2.07%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%
IYZ
iShares U.S. Telecommunications ETF
1.57%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


IYZ and FLKR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLKR has higher volatility (26.26%) compared to IYZ (8.23%). In terms of maximum drawdown, IYZ dropped -77.11% vs FLKR's -50.06%.

On 5-year performance, FLKR leads with 16.65% vs 7.24% for IYZ. On fees, FLKR is cheaper at 0.09% per year. On volatility, IYZ has been the lower-risk option at 8.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLKR has performed better with a 16.65% return vs 7.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLKR is cheaper with a 0.09% expense ratio, compared with 0.42% for IYZ.

FLKR has the higher dividend yield at 2.07%, compared with 1.57% for IYZ.

IYZ is categorized as Communications Equities, while FLKR is Asia Pacific Equities. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while FLKR tracks FTSE South Korea RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.42% for IYZ and 0.09% for FLKR.

FLKR currently has the higher Sharpe Ratio (4.03 vs 2.84), 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.

Portfolio Optimizer

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