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Franklin S&P 500 Paris Aligned Climate UCITS ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMDPBZ72
WKNA2P5CL
IssuerFranklin Templeton
Inception DateJul 29, 2020
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

500P.L has an expense ratio of 0.07% which is considered to be low.


Expense ratio chart for 500P.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin S&P 500 Paris Aligned Climate UCITS ETF

Popular comparisons: 500P.L vs. 500U.L, 500P.L vs. VOO, 500P.L vs. SPPY.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Franklin S&P 500 Paris Aligned Climate UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%2024FebruaryMarchAprilMayJune
87.85%
71.35%
500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin S&P 500 Paris Aligned Climate UCITS ETF had a return of 17.08% year-to-date (YTD) and 29.95% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date17.08%14.57%
1 month3.79%2.97%
6 months17.99%14.93%
1 year29.95%24.71%
5 years (annualized)N/A13.14%
10 years (annualized)N/A10.88%

Monthly Returns

The table below presents the monthly returns of 500P.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.06%5.24%3.29%-2.50%0.77%17.08%
20234.55%0.12%0.89%-0.30%3.35%3.83%2.10%0.41%-1.18%-2.58%5.58%4.72%23.30%
2022-7.76%-2.46%6.39%-4.63%-3.33%-4.14%8.51%1.08%-3.77%2.45%-1.43%-3.91%-13.36%
2021-0.56%1.06%5.56%5.57%-2.03%5.72%2.70%5.00%-2.44%4.05%3.52%2.58%34.81%
20206.44%-0.40%-2.90%6.96%1.19%11.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 500P.L is 95, placing it in the top 5% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 500P.L is 9595
500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF)
The Sharpe Ratio Rank of 500P.L is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of 500P.L is 9595Sortino Ratio Rank
The Omega Ratio Rank of 500P.L is 9393Omega Ratio Rank
The Calmar Ratio Rank of 500P.L is 9797Calmar Ratio Rank
The Martin Ratio Rank of 500P.L is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


500P.L
Sharpe ratio
The chart of Sharpe ratio for 500P.L, currently valued at 2.70, compared to the broader market0.002.004.006.002.70
Sortino ratio
The chart of Sortino ratio for 500P.L, currently valued at 4.11, compared to the broader market0.005.0010.004.11
Omega ratio
The chart of Omega ratio for 500P.L, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for 500P.L, currently valued at 5.39, compared to the broader market0.005.0010.0015.0020.005.39
Martin ratio
The chart of Martin ratio for 500P.L, currently valued at 18.19, compared to the broader market0.0020.0040.0060.0080.00100.0018.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.008.36

Sharpe Ratio

The current Franklin S&P 500 Paris Aligned Climate UCITS ETF Sharpe ratio is 2.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin S&P 500 Paris Aligned Climate UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
2.70
2.06
500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin S&P 500 Paris Aligned Climate UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin S&P 500 Paris Aligned Climate UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin S&P 500 Paris Aligned Climate UCITS ETF was 19.37%, occurring on Jun 16, 2022. Recovery took 280 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.37%Jan 4, 2022113Jun 16, 2022280Jul 27, 2023393
-6.85%Oct 14, 202013Oct 30, 20206Nov 9, 202019
-5.61%Sep 15, 202331Oct 27, 202311Nov 13, 202342
-5.6%Sep 3, 202013Sep 21, 202015Oct 12, 202028
-5.08%May 4, 202112May 19, 202120Jun 17, 202132

Volatility

Volatility Chart

The current Franklin S&P 500 Paris Aligned Climate UCITS ETF volatility is 2.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
2.41%
2.87%
500P.L (Franklin S&P 500 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)