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Franklin Responsibly Sourced Gold ETF (FGDL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473M1053

Issuer

Franklin

Inception Date

Jun 30, 2022

Region

Global (Broad)

Leveraged

1x

Index Tracked

LBMA Gold Price PM ($/ozt)

Asset Class

Commodity

Expense Ratio

FGDL has an expense ratio of 0.15%, which is considered low.


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.


Performance

Performance Chart


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Returns By Period

Franklin Responsibly Sourced Gold ETF (FGDL) returned 21.23% year-to-date (YTD) and 35.20% over the past 12 months.


FGDL

YTD

21.23%

1M

-1.23%

6M

23.27%

1Y

35.20%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.15%1.62%9.47%5.19%-3.32%21.23%
2024-1.43%0.49%8.66%3.15%1.51%-0.08%5.36%2.20%5.32%5.20%-3.70%-1.60%27.31%
20235.70%-5.22%7.79%0.90%-1.91%-1.65%2.36%-1.25%-4.74%7.40%2.49%1.35%12.92%
2022-2.49%-2.87%-2.95%-1.73%8.44%3.02%0.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, FGDL is among the top 6% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FGDL is 9494
Overall Rank
The Sharpe Ratio Rank of FGDL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 9595
Martin 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 Responsibly Sourced Gold ETF (FGDL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Franklin Responsibly Sourced Gold ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 1.96
  • All Time: 1.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Franklin Responsibly Sourced Gold ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Franklin Responsibly Sourced Gold ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Responsibly Sourced Gold 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 Responsibly Sourced Gold ETF was 11.26%, occurring on Oct 5, 2023. Recovery took 40 trading sessions.

The current Franklin Responsibly Sourced Gold ETF drawdown is 7.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.26%May 5, 2023106Oct 5, 202340Dec 1, 2023146
-10.07%Jul 1, 202260Sep 26, 202255Dec 13, 2022115
-8.1%Oct 31, 202412Nov 15, 202449Jan 30, 202561
-7.28%Apr 22, 202517May 14, 2025
-7.18%Feb 2, 202316Feb 24, 202315Mar 17, 202331

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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