TOTB.DE vs. FLSA
Compare and contrast key facts about TotalEnergies SE (TOTB.DE) and Franklin FTSE Saudi Arabia ETF (FLSA).
FLSA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Saudi Arabia RIC Capped Index. It was launched on Oct 9, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOTB.DE or FLSA.
Key characteristics
| TOTB.DE | FLSA | |
|---|---|---|
| YTD Return | -2.86% | 0.95% |
| 1Y Return | -3.11% | 9.88% |
| 3Y Return (Ann) | 16.00% | 1.05% |
| 5Y Return (Ann) | 9.88% | 10.48% |
| Sharpe Ratio | -0.22 | 0.78 |
| Sortino Ratio | -0.17 | 1.16 |
| Omega Ratio | 0.98 | 1.15 |
| Calmar Ratio | -0.26 | 0.50 |
| Martin Ratio | -0.57 | 1.95 |
| Ulcer Index | 7.41% | 5.35% |
| Daily Std Dev | 19.00% | 13.39% |
| Max Drawdown | -59.59% | -38.32% |
| Current Drawdown | -15.64% | -12.65% |
Correlation
The correlation between TOTB.DE and FLSA is 0.26, 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.
Performance
TOTB.DE vs. FLSA - Performance Comparison
In the year-to-date period, TOTB.DE achieves a -2.86% return, which is significantly lower than FLSA's 0.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TOTB.DE vs. FLSA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TotalEnergies SE (TOTB.DE) and Franklin FTSE Saudi Arabia ETF (FLSA). 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.
Dividends
TOTB.DE vs. FLSA - Dividend Comparison
TOTB.DE's dividend yield for the trailing twelve months is around 5.36%, more than FLSA's 3.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOTB.DE TotalEnergies SE | 5.36% | 4.63% | 6.21% | 5.87% | 7.51% | 3.92% | 5.44% | 5.33% | 5.02% | 5.82% | 5.64% | 5.34% |
FLSA Franklin FTSE Saudi Arabia ETF | 3.27% | 3.09% | 1.90% | 1.95% | 2.16% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TOTB.DE vs. FLSA - Drawdown Comparison
The maximum TOTB.DE drawdown since its inception was -59.59%, which is greater than FLSA's maximum drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for TOTB.DE and FLSA. For additional features, visit the drawdowns tool.
Volatility
TOTB.DE vs. FLSA - Volatility Comparison
TotalEnergies SE (TOTB.DE) has a higher volatility of 6.96% compared to Franklin FTSE Saudi Arabia ETF (FLSA) at 2.71%. This indicates that TOTB.DE's price experiences larger fluctuations and is considered to be riskier than FLSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.