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Franklin FTSE Australia ETF (FLAU)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35473P8436
CUSIP
35473P843
Inception Date
Nov 2, 2017
Region
Developed Asia Pacific (Australia)
Leveraged
1x (No leverage)
Index Tracked
FTSE Australia RIC Capped Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Franklin FTSE Australia ETF (FLAU) has returned 4.69% so far this year and 23.09% over the past 12 months.


Franklin FTSE Australia ETF

1D
2.03%
1M
-8.16%
YTD
4.69%
6M
4.27%
1Y
23.09%
3Y*
10.77%
5Y*
6.69%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 6, 2017, FLAU's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +15.1%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FLAU closed higher 49% of trading days. The best single day was Mar 13, 2020 with a return of +13.7%, while the worst single day was Mar 16, 2020 at -15.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.64%7.91%-8.16%4.69%
20254.01%-2.89%-2.36%5.24%4.79%3.21%-0.45%4.48%-0.29%-0.35%-2.54%2.56%15.95%
2024-3.15%1.57%3.03%-4.78%5.44%0.74%2.79%3.55%4.70%-6.42%3.92%-8.37%1.81%
202311.42%-8.05%-0.07%0.81%-5.16%5.06%3.68%-4.56%-3.51%-4.11%8.37%10.32%12.58%
2022-8.16%5.72%9.39%-7.02%0.61%-11.61%7.56%-3.02%-10.70%5.84%14.04%-4.36%-5.58%
2021-0.76%3.93%0.22%4.32%3.37%-1.30%-0.79%1.17%-4.58%6.60%-7.41%5.67%9.90%

Benchmark Metrics

Franklin FTSE Australia ETF has an annualized alpha of -2.38%, beta of 0.95, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.

  • This ETF participated in 106.19% of S&P 500 Index downside but only 89.56% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.38% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.95 and R² of 0.61, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.38%
Beta
0.95
0.61
Upside Capture
89.56%
Downside Capture
106.19%

Expense Ratio

FLAU has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

FLAU ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FLAU Risk / Return Rank: 6464
Overall Rank
FLAU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 6060
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6262
Omega Ratio Rank
FLAU Calmar Ratio Rank: 6767
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and compare them to a chosen benchmark (S&P 500 Index).


FLAUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.90

+0.23

Sortino ratio

Return per unit of downside risk

1.60

1.39

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.76

1.40

+0.37

Martin ratio

Return relative to average drawdown

6.97

6.61

+0.36

Explore FLAU risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Franklin FTSE Australia ETF provided a 3.11% dividend yield over the last twelve months, with an annual payout of $1.02 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.02$1.02$0.94$1.03$1.55$1.52$0.62$1.14$0.96$0.05

Dividend yield

3.11%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Australia ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.58$1.02
2024$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.60$0.94
2023$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.55$1.03
2022$0.00$0.00$0.00$0.00$0.00$0.89$0.00$0.00$0.00$0.00$0.00$0.66$1.55
2021$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.99$1.52

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 FTSE Australia 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 FTSE Australia ETF was 45.73%, occurring on Mar 23, 2020. Recovery took 169 trading sessions.

The current Franklin FTSE Australia ETF drawdown is 8.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.73%Jan 21, 202044Mar 23, 2020169Nov 19, 2020213
-24.68%Apr 5, 2022133Oct 14, 2022371Apr 9, 2024504
-22.03%Oct 1, 2024130Apr 8, 202543Jun 10, 2025173
-18.79%Jan 29, 2018228Dec 21, 2018123Jun 20, 2019351
-12.88%Jun 15, 2021158Jan 27, 202237Mar 22, 2022195

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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