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FLQL vs EWW

Comparison between FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF (FLQL, ETF) and ISHARES MSCI MEXICO ETF (EWW, ETF).

5-Year PerformanceFLQL has outperformed EWW, delivering a return of +14.6% compared to +14.0%

FLQL vs EWW - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FLQL
$2B
EWW
$2B
Expense Ratio
Winner
FLQL
0.15%
EWW
0.50%
Max Drawdown
Winner
FLQL
33.87%
EWW
67.25%
Sharpe Ratio
Winner
FLQL
1.62
EWW
1.23
5Y Beta
FLQL
0.99
Winner
EWW
0.71
P/E Ratio
FLQL
25.45
EWW
N/A
Forward P/E
FLQL
21.15
EWW
N/A
PEG Ratio
FLQL
0.35
EWW
N/A
5Y Dividends CAGR
FLQL
3.39%
Winner
EWW
28.77%
5Y EPS CAGR
FLQL
24.72%
EWW
N/A
Debt to Equity
FLQL
-12.52%
EWW
N/A
P/S Ratio
FLQL
3.53
EWW
N/A
P/B Ratio
FLQL
5.78
EWW
N/A

FLQL vs EWW - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FLQL
+1.62%
EWW
+0.69%
3M
Winner
FLQL
+11.62%
EWW
+6.90%
6M
FLQL
+13.72%
Winner
EWW
+16.30%
1Y
FLQL
+28.62%
Winner
EWW
+35.74%
5Y(CAGR)
Winner
FLQL
+14.59%
EWW
+14.02%
10Y(CAGR)
Winner
FLQL
+14.85%
EWW
+7.66%
Max(CAGR)
Winner
FLQL
+14.85%
EWW
+8.86%

FLQL vs EWW - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearFLQLEWW
2026+11.18%+12.61%
2025+19.96%+50.79%
2024+25.35%-27.50%
2023+24.54%+37.88%
2022-14.46%+1.62%
2021+28.44%+19.36%
2020+10.42%-5.63%
2019+29.11%+9.60%
2018-2.61%-16.43%
2017+15.04%+15.39%
2016N/A-8.93%
2015N/A-12.01%
2014N/A-9.08%
2013N/A-3.45%
2012N/A+29.12%
2011N/A-12.73%
2010N/A+22.58%
2009N/A+47.44%
2008N/A-39.59%
2007N/A+10.36%
2006N/A+38.32%
2005N/A+44.74%
2004N/A+49.57%
2003N/A+30.13%
2002N/A-15.30%
2001N/A+18.13%
2000N/A-24.70%
1999N/A+29.00%

FLQL vs EWW Drawdown Comparison

The maximum drawdown for FLQL was -33.63%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.

The maximum drawdown for EWW was -64.95%, occurring on Mar 9, 2009. Recovery took 867 trading sessions.

The current FLQL drawdown is -1.47%. The current EWW drawdown is -3.43%.

RankFLQLEWW
#1-33.63%
Feb 12, 2020 - Sep 1, 2020
-64.95%
Jul 6, 2007 - Dec 13, 2010
#2-21.41%
Dec 29, 2021 - Nov 20, 2023
-62.21%
Apr 11, 2013 - May 9, 2023
#3-19.32%
Feb 19, 2025 - Jun 24, 2025
-40.81%
Mar 9, 2000 - Jan 20, 2004
#4-16.34%
Sep 21, 2018 - Mar 21, 2019
-31.16%
Apr 8, 2024 - Sep 15, 2025
#5-9.28%
Jul 16, 2024 - Sep 19, 2024
-28.07%
May 9, 2006 - Oct 5, 2006
#6-9.05%
Feb 25, 2026 - Apr 14, 2026
-26.01%
Apr 29, 2011 - Apr 2, 2012
#7-8.08%
Jan 29, 2018 - Jul 26, 2018
-18.59%
Jul 28, 2023 - Dec 13, 2023
#8-7.23%
Sep 2, 2020 - Oct 12, 2020
-18.14%
Apr 12, 2004 - Oct 27, 2004
#9-7.11%
Oct 12, 2020 - Nov 9, 2020
-16.05%
Mar 7, 2005 - Jun 17, 2005
#10-6.49%
Sep 2, 2021 - Nov 3, 2021
-15.67%
Apr 2, 2012 - Jul 17, 2012
#11-6.27%
Mar 21, 2024 - May 15, 2024
-13.98%
Feb 20, 2026 - Mar 20, 2026
#12-5.69%
Apr 24, 2019 - Jun 19, 2019
-13.43%
Feb 14, 2007 - Apr 2, 2007
#13-5.54%
Jul 26, 2019 - Sep 11, 2019
-12.78%
Jan 14, 2000 - Feb 8, 2000
#14-5.24%
Oct 29, 2025 - Dec 10, 2025
-9.93%
Oct 3, 2005 - Nov 10, 2005
#15-4.70%
Feb 12, 2021 - Mar 12, 2021
-8.88%
Jan 3, 2000 - Jan 10, 2000

Correlation

Correlation between FLQL and EWW is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84
-101

Dividend Comparison (2000 - 2026)

FLQL vs EWW dividend yield comparison.

YearFLQLEWW
20260.20%1.47%
20251.10%3.48%
20241.13%4.39%
20231.50%2.19%
20222.07%3.64%
20211.81%2.06%
20201.99%1.43%
20191.78%2.92%
20181.82%2.30%
20171.22%2.22%
20160.00%1.77%
20150.00%2.34%
20140.00%1.23%
20130.00%1.96%
20120.00%1.05%
20110.00%1.45%
20100.00%0.87%
20090.00%1.44%
20080.00%3.02%
20070.00%1.87%
20060.00%0.89%
20050.00%1.33%
20040.00%1.10%
20030.00%1.21%
20020.00%4.20%
20010.00%1.19%
20000.00%3.73%

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