FLJH vs RWM

Comparison between FRANKLIN FTSE JAPAN HEDGED ETF (FLJH, ETF) and PROSHARES SHORT RUSSELL2000 (RWM, ETF).

5-Year PerformanceFLJH has outperformed RWM, delivering a return of +20.2% compared to -4.8%

FLJH vs RWM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FLJH(ETF)	RWM(ETF)
Net Assets	$143M	$143M
Expense Ratio	0.09%	0.95%
Max Drawdown	35.19%	97.15%
Sharpe Ratio	1.89	-1.54
5Y Beta	0.95	-1.10
5Y Dividends CAGR	N/A	70.30%

Net Assets

FLJH

$143M

Winner

RWM

$143M

Expense Ratio

Winner

FLJH

0.09%

RWM

0.95%

Max Drawdown

Winner

FLJH

35.19%

RWM

97.15%

Sharpe Ratio

Winner

FLJH

1.89

RWM

-1.54

5Y Beta

FLJH

0.95

Winner

RWM

-1.10

5Y Dividends CAGR

FLJH

N/A

RWM

70.30%

FLJH vs RWM - Historical Returns

Returns include dividend reinvestment.

Period	FLJH	RWM
1 month	+3.75%	+0.56%
3 months	+8.44%	-8.58%
6 months	+13.96%	-10.40%
1 year	+44.08%	-24.59%
5 years(CAGR)	+20.15%	-4.82%
10 years(CAGR)	+14.34%	-11.58%
Max(CAGR)	+14.34%	-12.00%

Winner

FLJH

+3.75%

RWM

+0.56%

Winner

FLJH

+8.44%

RWM

-8.58%

Winner

FLJH

+13.96%

RWM

-10.40%

Winner

FLJH

+44.08%

RWM

-24.59%

5Y(CAGR)

Winner

FLJH

+20.15%

RWM

-4.82%

10Y(CAGR)

Winner

FLJH

+14.34%

RWM

-11.58%

Max(CAGR)

Winner

FLJH

+14.34%

RWM

-12.00%

FLJH vs RWM - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FLJH	RWM
2026	+16.08%	-11.17%
2025	+25.26%	-9.27%
2024	+25.75%	-6.49%
2023	+36.16%	-10.99%
2022	-2.93%	+19.82%
2021	+14.23%	-19.11%
2020	+9.73%	-31.06%
2019	+20.29%	-19.44%
2018	-14.88%	+12.68%
2017	+1.26%	-13.13%
2016	N/A	-22.95%
2015	N/A	+0.05%
2014	N/A	-9.33%
2013	N/A	-28.41%
2012	N/A	-16.54%
2011	N/A	-6.11%
2010	N/A	-25.42%
2009	N/A	-31.44%
2008	N/A	+22.38%
2007	N/A	+4.98%

FLJH vs RWM Drawdown Comparison

The maximum drawdown for FLJH was -31.74%, occurring on Mar 16, 2020. Recovery took 705 trading sessions.

The maximum drawdown for RWM was -95.48%, occurring on May 28, 2026. This drawdown has not yet recovered.

The current FLJH drawdown is -3.09%. The current RWM drawdown is -95.31%.

Rank	FLJH	RWM
#1	-31.74% Jan 23, 2018 - Nov 9, 2020	-95.48% Mar 9, 2009 - May 28, 2026
#2	-20.39% Jul 10, 2024 - May 27, 2025	-29.50% Nov 20, 2008 - Mar 9, 2009
#3	-15.98% Sep 16, 2021 - Nov 22, 2022	-18.20% Oct 27, 2008 - Nov 19, 2008
#4	-10.80% Feb 25, 2026 - May 8, 2026	-17.33% Mar 10, 2008 - Oct 6, 2008
#5	-7.97% Nov 25, 2022 - Mar 3, 2023	-13.39% Oct 9, 2008 - Oct 24, 2008
#6	-7.82% Sep 19, 2023 - Nov 17, 2023	-10.96% Aug 15, 2007 - Nov 19, 2007
#7	-7.12% Mar 8, 2023 - Apr 17, 2023	-9.82% Mar 5, 2007 - Jul 27, 2007
#8	-6.89% Mar 19, 2021 - Jun 16, 2021	-8.16% Jan 22, 2008 - Mar 6, 2008
#9	-5.22% Jun 16, 2021 - Sep 2, 2021	-7.95% Nov 26, 2007 - Jan 4, 2008
#10	-4.81% Oct 9, 2025 - Oct 20, 2025	-5.46% Jan 26, 2007 - Mar 2, 2007
#11	-4.75% Mar 21, 2024 - May 20, 2024	-4.86% Aug 3, 2007 - Aug 15, 2007
#12	-4.73% Feb 16, 2021 - Mar 17, 2021	-2.22% Jan 8, 2008 - Jan 11, 2008
#13	-4.67% Dec 15, 2025 - Jan 9, 2026	-1.96% Nov 21, 2007 - Nov 26, 2007
#14	-4.39% Nov 8, 2017 - Dec 18, 2017	-1.63% Jul 27, 2007 - Aug 3, 2007
#15	-4.16% Jul 3, 2023 - Jul 28, 2023	-1.38% Jan 11, 2008 - Jan 15, 2008

Correlation

Correlation between FLJH and RWM is -0.74 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.74

-101

Dividend Comparison (2007 - 2026)

FLJH vs RWM dividend yield comparison.

Year	FLJH	RWM
2026	0.00%	0.45%
2025	3.90%	3.97%
2024	5.06%	6.03%
2023	25.59%	4.78%
2022	26.67%	0.39%
2021	1.29%	0.00%
2020	0.00%	0.20%
2019	0.00%	1.55%
2018	5.92%	0.87%
2017	0.10%	0.07%
2008	0.00%	37.88%
2007	0.00%	2.28%