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YLDE vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YLDE vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Dividend Strategy ESG ETF (YLDE) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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YLDE vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YLDE
ClearBridge Dividend Strategy ESG ETF
0.78%13.09%16.44%15.69%-8.56%22.12%10.35%32.46%-5.74%4.42%
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%

Returns By Period

In the year-to-date period, YLDE achieves a 0.78% return, which is significantly lower than FLKR's 27.39% return.


YLDE

1D
0.14%
1M
-5.24%
YTD
0.78%
6M
2.35%
1Y
11.58%
3Y*
14.55%
5Y*
10.37%
10Y*

FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YLDE vs. FLKR - Expense Ratio Comparison

YLDE has a 0.60% expense ratio, which is higher than FLKR's 0.09% expense ratio.


Return for Risk

YLDE vs. FLKR — Risk / Return Rank

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

YLDE
YLDE Risk / Return Rank: 4545
Overall Rank
YLDE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
YLDE Sortino Ratio Rank: 4242
Sortino Ratio Rank
YLDE Omega Ratio Rank: 4545
Omega Ratio Rank
YLDE Calmar Ratio Rank: 4343
Calmar Ratio Rank
YLDE Martin Ratio Rank: 5151
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
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.

YLDE vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) 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.


YLDEFLKRDifference

Sharpe ratio

Return per unit of total volatility

0.87

3.66

-2.79

Sortino ratio

Return per unit of downside risk

1.24

3.85

-2.61

Omega ratio

Gain probability vs. loss probability

1.19

1.55

-0.37

Calmar ratio

Return relative to maximum drawdown

1.20

5.74

-4.54

Martin ratio

Return relative to average drawdown

5.21

22.99

-17.78

YLDE vs. FLKR - Sharpe Ratio Comparison

The current YLDE Sharpe Ratio is 0.87, which is lower than the FLKR Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of YLDE and FLKR, 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


YLDEFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

3.66

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.33

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.33

+0.40

Correlation

The correlation between YLDE and FLKR is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

YLDE vs. FLKR - Dividend Comparison

YLDE's dividend yield for the trailing twelve months is around 7.03%, more than FLKR's 3.04% yield.


TTM202520242023202220212020201920182017
YLDE
ClearBridge Dividend Strategy ESG ETF
7.03%5.68%1.69%1.64%1.68%1.15%1.46%1.65%2.25%1.31%
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%

Drawdowns

YLDE vs. FLKR - Drawdown Comparison

The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for YLDE and FLKR.


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Drawdown Indicators


YLDEFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-33.23%

-50.06%

+16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-23.03%

+13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-49.51%

+29.29%

Current Drawdown

Current decline from peak

-5.64%

-16.79%

+11.15%

Average Drawdown

Average peak-to-trough decline

-3.57%

-22.44%

+18.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

5.75%

-3.52%

Volatility

YLDE vs. FLKR - Volatility Comparison

The current volatility for ClearBridge Dividend Strategy ESG ETF (YLDE) is 3.58%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 19.74%. This indicates that YLDE 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


YLDEFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

19.74%

-16.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.07%

30.25%

-23.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.40%

35.28%

-21.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

26.00%

-12.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

26.40%

-10.54%