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Franklin FTSE Australia ETF (FLAU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P8436
CUSIP35473P843
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionDeveloped Asia Pacific (Australia)
CategoryAsia Pacific Equities
Index TrackedFTSE Australia RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin FTSE Australia ETF has an expense ratio of 0.09% which is considered to be low.


0.50%1.00%1.50%2.00%0.09%

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 FTSE Australia ETF

Popular comparisons: FLAU vs. EWA, FLAU vs. EPI, FLAU vs. FLHK, FLAU vs. PEY, FLAU vs. BCD, FLAU vs. JEPI, FLAU vs. QQQ, FLAU vs. SPYD, FLAU vs. SCHD, FLAU vs. SCHY

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.39%
15.74%
FLAU (Franklin FTSE Australia ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Australia ETF had a return of -2.31% year-to-date (YTD) and 4.95% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-2.31%6.12%
1 month-1.22%-1.08%
6 months12.39%15.73%
1 year4.95%22.34%
5 years (annualized)6.50%11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.15%1.57%3.03%
2023-3.51%-4.11%8.37%10.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLAU is 26, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FLAU is 2626
Franklin FTSE Australia ETF(FLAU)
The Sharpe Ratio Rank of FLAU is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of FLAU is 2424Sortino Ratio Rank
The Omega Ratio Rank of FLAU is 2424Omega Ratio Rank
The Calmar Ratio Rank of FLAU is 3131Calmar Ratio Rank
The Martin Ratio Rank of FLAU is 2626Martin 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 FTSE Australia ETF (FLAU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLAU
Sharpe ratio
The chart of Sharpe ratio for FLAU, currently valued at 0.23, compared to the broader market0.002.004.000.23
Sortino ratio
The chart of Sortino ratio for FLAU, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.45
Omega ratio
The chart of Omega ratio for FLAU, currently valued at 1.05, compared to the broader market1.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for FLAU, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.000.22
Martin ratio
The chart of Martin ratio for FLAU, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.000.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current Franklin FTSE Australia ETF Sharpe ratio is 0.23. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.23
1.89
FLAU (Franklin FTSE Australia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Australia ETF granted a 3.70% dividend yield in the last twelve months. The annual payout for that period amounted to $1.03 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.03$1.03$1.55$1.52$0.62$1.14$0.96$0.05

Dividend yield

3.70%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
2020$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.29
2019$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.45
2018$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.49
2017$0.05

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.57%
-3.66%
FLAU (Franklin FTSE Australia ETF)
Benchmark (^GSPC)

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 4.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.73%Jan 21, 202044Mar 23, 2020169Nov 19, 2020213
-24.68%Apr 5, 2022134Oct 14, 2022371Apr 9, 2024505
-18.79%Jan 29, 2018102Dec 21, 2018112Jun 20, 2019214
-12.88%Jun 15, 2021158Jan 27, 202237Mar 22, 2022195
-8.16%Jul 24, 201917Aug 15, 201960Nov 11, 201977

Volatility

Volatility Chart

The current Franklin FTSE Australia ETF volatility is 4.08%, 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%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.08%
3.44%
FLAU (Franklin FTSE Australia ETF)
Benchmark (^GSPC)