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ZECP vs. FLGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZECP and FLGR is 0.66, 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.


-0.50.00.51.00.7

Performance

ZECP vs. FLGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Earnings Consistent Portfolio ETF (ZECP) and Franklin FTSE Germany ETF (FLGR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
5.00%
ZECP
FLGR

Key characteristics

Sharpe Ratio

ZECP:

1.91

FLGR:

0.83

Sortino Ratio

ZECP:

2.57

FLGR:

1.23

Omega Ratio

ZECP:

1.35

FLGR:

1.15

Calmar Ratio

ZECP:

3.37

FLGR:

0.84

Martin Ratio

ZECP:

11.72

FLGR:

3.62

Ulcer Index

ZECP:

1.61%

FLGR:

3.24%

Daily Std Dev

ZECP:

9.91%

FLGR:

14.10%

Max Drawdown

ZECP:

-21.85%

FLGR:

-46.11%

Current Drawdown

ZECP:

-3.78%

FLGR:

-5.92%

Returns By Period

In the year-to-date period, ZECP achieves a 18.80% return, which is significantly higher than FLGR's 11.17% return.


ZECP

YTD

18.80%

1M

-2.39%

6M

6.85%

1Y

19.58%

5Y*

N/A

10Y*

N/A

FLGR

YTD

11.17%

1M

1.74%

6M

5.00%

1Y

11.81%

5Y*

5.02%

10Y*

N/A

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.


ZECP
Zacks Earnings Consistent Portfolio ETF
Expense ratio chart for ZECP: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for FLGR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Sharpe ratio
The chart of Sharpe ratio for ZECP, currently valued at 1.91, compared to the broader market0.002.004.001.910.83
The chart of Sortino ratio for ZECP, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.002.571.23
The chart of Omega ratio for ZECP, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.15
The chart of Calmar ratio for ZECP, currently valued at 3.37, compared to the broader market0.005.0010.0015.003.370.94
The chart of Martin ratio for ZECP, currently valued at 11.72, compared to the broader market0.0020.0040.0060.0080.00100.0011.723.62
ZECP
FLGR

The current ZECP Sharpe Ratio is 1.91, which is higher than the FLGR Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ZECP and FLGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.91
0.83
ZECP
FLGR

Dividends

ZECP vs. FLGR - Dividend Comparison

ZECP has not paid dividends to shareholders, while FLGR's dividend yield for the trailing twelve months is around 2.39%.


TTM202320222021202020192018
ZECP
Zacks Earnings Consistent Portfolio ETF
0.00%0.73%0.91%0.11%0.00%0.00%0.00%
FLGR
Franklin FTSE Germany ETF
2.39%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.78%
-5.92%
ZECP
FLGR

Volatility

ZECP vs. FLGR - Volatility Comparison

The current volatility for Zacks Earnings Consistent Portfolio ETF (ZECP) is 3.17%, while Franklin FTSE Germany ETF (FLGR) has a volatility of 3.61%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.17%
3.61%
ZECP
FLGR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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