PortfoliosLab logo

ClearBridge Focus Value ESG ETF (CFCV)

ETF · Currency in USD · Last updated Aug 13, 2022

CFCV is an actively managed ETF by Franklin Templeton. CFCV launched on May 27, 2020 and has a 0.49% expense ratio.

ETF Info

ISINUS00509W1053
CUSIP00509W105
IssuerFranklin Templeton
Inception DateMay 27, 2020
CategoryGlobal Equities, Actively Managed
Expense Ratio0.49%
Index TrackedNo Index (Active)
ETF Home Pagewww.leggmason.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Trading Data

Previous Close$32.28
Year Range$28.16 - $36.00
EMA (50)$30.58
EMA (200)$32.14
Average Volume$70.86

CFCVShare Price Chart


Chart placeholderClick Calculate to get results

CFCVPerformance

The chart shows the growth of $10,000 invested in ClearBridge Focus Value ESG ETF in May 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,876 for a total return of roughly 38.76%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-6.26%
-4.35%
CFCV (ClearBridge Focus Value ESG ETF)
Benchmark (^GSPC)

CFCVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M11.37%12.08%
6M-7.03%-4.97%
YTD-9.04%-10.20%
1Y-6.93%-3.65%
5Y15.98%16.92%
10Y15.98%16.92%

CFCVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.23%-3.64%2.85%-7.84%1.38%-9.03%7.35%3.95%
2021-1.39%4.75%6.60%5.27%2.60%-0.73%1.26%2.27%-4.93%4.99%-3.27%5.68%
20200.02%1.06%5.02%4.63%-1.72%-2.45%12.59%2.01%

CFCVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ClearBridge Focus Value ESG ETF Sharpe ratio is -0.39. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.39
-0.20
CFCV (ClearBridge Focus Value ESG ETF)
Benchmark (^GSPC)

CFCVDividend History

ClearBridge Focus Value ESG ETF granted a 5.42% dividend yield in the last twelve months. The annual payout for that period amounted to $1.75 per share.


PeriodTTM20212020
Dividend$1.75$1.76$0.53

Dividend yield

5.42%4.96%1.86%

CFCVDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-10.32%
-10.77%
CFCV (ClearBridge Focus Value ESG ETF)
Benchmark (^GSPC)

CFCVWorst Drawdowns

The table below shows the maximum drawdowns of the ClearBridge Focus Value ESG ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ClearBridge Focus Value ESG ETF is 21.76%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.76%Jan 5, 2022113Jun 16, 2022
-8.04%Jun 9, 20203Jun 11, 202033Jul 29, 202036
-7.01%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.89%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-6.01%Jun 18, 20211Jun 18, 202137Aug 11, 202138
-5.86%Nov 9, 202116Dec 1, 202119Dec 29, 202135
-5.26%Aug 30, 202123Sep 30, 202118Oct 26, 202141
-4.3%Jan 21, 20217Jan 29, 202110Feb 12, 202117
-3.74%May 10, 20213May 12, 202116Jun 4, 202119
-2.82%Feb 25, 20216Mar 4, 20213Mar 9, 20219

CFCVVolatility Chart

Current ClearBridge Focus Value ESG ETF volatility is 14.15%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
14.15%
16.68%
CFCV (ClearBridge Focus Value ESG ETF)
Benchmark (^GSPC)