ZECP vs. FLGR
Compare and contrast key facts about Zacks Earnings Consistent Portfolio ETF (ZECP) and Franklin FTSE Germany ETF (FLGR).
ZECP and FLGR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZECP is an actively managed fund by Zacks Investment Management. It was launched on Aug 24, 2021. FLGR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Germany RIC Capped Index. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZECP or FLGR.
Performance
ZECP vs. FLGR - Performance Comparison
Returns By Period
In the year-to-date period, ZECP achieves a 20.90% return, which is significantly higher than FLGR's 8.93% return.
ZECP
20.90%
1.44%
11.52%
25.25%
N/A
N/A
FLGR
8.93%
-4.44%
0.65%
15.76%
5.00%
N/A
Key characteristics
| ZECP | FLGR | |
|---|---|---|
| Sharpe Ratio | 2.65 | 1.13 |
| Sortino Ratio | 3.61 | 1.61 |
| Omega Ratio | 1.49 | 1.20 |
| Calmar Ratio | 4.57 | 1.00 |
| Martin Ratio | 17.46 | 5.35 |
| Ulcer Index | 1.48% | 2.96% |
| Daily Std Dev | 9.79% | 14.01% |
| Max Drawdown | -21.85% | -46.11% |
| Current Drawdown | -0.47% | -7.81% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ZECP vs. FLGR - Expense Ratio Comparison
ZECP has a 0.55% expense ratio, which is higher than FLGR's 0.09% expense ratio.
Correlation
The correlation between ZECP and FLGR is 0.67, 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.
Risk-Adjusted Performance
ZECP vs. FLGR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zacks Earnings Consistent Portfolio ETF (ZECP) and Franklin FTSE Germany ETF (FLGR). 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
ZECP vs. FLGR - Dividend Comparison
ZECP's dividend yield for the trailing twelve months is around 0.60%, less than FLGR's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ZECP Zacks Earnings Consistent Portfolio ETF | 0.60% | 0.73% | 0.91% | 0.11% | 0.00% | 0.00% | 0.00% |
FLGR Franklin FTSE Germany ETF | 2.44% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% |
Drawdowns
ZECP vs. FLGR - Drawdown Comparison
The maximum ZECP drawdown since its inception was -21.85%, smaller than the maximum FLGR drawdown of -46.11%. Use the drawdown chart below to compare losses from any high point for ZECP and FLGR. For additional features, visit the drawdowns tool.
Volatility
ZECP vs. FLGR - Volatility Comparison
The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.47%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 4.90%. This indicates that ZECP experiences smaller price fluctuations and is considered to be less risky than FLGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.