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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
Assets Under Management
$86M

Share Price Chart


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Performance

FLAU Performance Chart

Franklin FTSE Australia ETF (FLAU) is up 11.8% since the beginning of the year. FLAU is currently trading at $35 per share. Investors who bought $1,000 worth of FLAU shares 5 years ago would now be looking at an investment worth $1,375.


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S&P 500 Index

Returns By Period

Franklin FTSE Australia ETF (FLAU) has returned 11.78% so far this year and 17.54% over the past 12 months.


Franklin FTSE Australia ETF

1D
0.97%
1M
0.75%
YTD
11.78%
6M
14.79%
1Y
17.54%
3Y*
13.42%
5Y*
6.57%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLAU Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2017, FLAU's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 59% of months were positive and 41% 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%6.67%-0.59%0.70%11.78%
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 -3.26%, beta of 0.96, 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 86.09% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.26% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.96 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
-3.26%
Beta
0.96
0.61
Upside Capture
86.09%
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 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FLAU Risk / Return Rank: 3030
Overall Rank
FLAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLAU Omega Ratio Rank: 2727
Omega Ratio Rank
FLAU Calmar Ratio Rank: 3535
Calmar Ratio Rank
FLAU Martin Ratio Rank: 3434
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 S&P 500 Index.


FLAUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.39

-1.33

Sortino ratio

Return per unit of downside risk

1.54

3.25

-1.71

Omega ratio

Gain probability vs. loss probability

1.19

1.43

-0.24

Calmar ratio

Return relative to maximum drawdown

1.76

3.11

-1.35

Martin ratio

Return relative to average drawdown

5.45

14.38

-8.93

Dividends

Dividend History

Franklin FTSE Australia ETF provided a 2.91% 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

2.91%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$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 1.97%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-45.73%Mar 2020
2mo 2d8mo 1d
10mo 3dJan 2020 - Nov 2020
Bear market2022
-24.68%Oct 2022
6mo 12d1y 5mo
2y 5dApr 2022 - Apr 2024
2025 selloff2025
-22.03%Apr 2025
6mo 9d2mo 3d
8mo 12dOct 2024 - Jun 2025
Rate-hike selloffLate 2018
-18.79%Dec 2018
10mo 26d6mo 1d
1y 4moJan 2018 - Jun 2019
Bear market2022
-12.88%Jan 2022
7mo 16d1mo 24d
9mo 10dJun 2021 - Mar 2022

Drawdown Indicators


FLAUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-56.78%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-9.10%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-22.03%

-18.90%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-25.43%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.97%

0.00%

-1.97%

Average Drawdown

Average peak-to-trough decline

-6.79%

-10.72%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.97%

+1.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FLAU

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