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Franklin FTSE Brazil ETF (FLBR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P8352

CUSIP

35473P835

Issuer

Franklin Templeton

Inception Date

Nov 3, 2017

Region

Latin America (Brazil)

Leveraged

1x

Index Tracked

FTSE Brazil RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
FLBR vs. EWZ FLBR vs. GAL FLBR vs. USD FLBR vs. ILF FLBR vs. FLAU FLBR vs. VWO FLBR vs. VOO FLBR vs. JEPI FLBR vs. VTI FLBR vs. VGT
Popular comparisons:
FLBR vs. EWZ FLBR vs. GAL FLBR vs. USD FLBR vs. ILF FLBR vs. FLAU FLBR vs. VWO FLBR vs. VOO FLBR vs. JEPI FLBR vs. VTI FLBR vs. VGT

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-8.53%
11.50%
FLBR (Franklin FTSE Brazil ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Brazil ETF had a return of -17.78% year-to-date (YTD) and -11.62% in the last 12 months.


FLBR

YTD

-17.78%

1M

-2.77%

6M

-8.53%

1Y

-11.62%

5Y (annualized)

-2.14%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.56%0.34%-1.29%-4.20%-4.01%-4.85%1.56%7.05%0.56%-7.28%-17.78%
20238.36%-10.39%0.56%3.42%2.25%14.91%4.76%-8.55%-0.65%-3.32%14.44%6.60%33.19%
202212.63%3.94%14.38%-13.21%7.15%-19.30%6.41%6.47%-3.97%9.89%-3.73%-4.51%10.44%
2021-7.46%-6.37%4.89%6.46%9.60%6.28%-8.07%-2.80%-11.47%-9.17%-1.52%4.36%-16.78%
2020-7.98%-12.64%-38.52%5.33%9.69%8.32%12.06%-8.25%-6.86%-3.25%24.07%12.33%-20.13%
201918.64%-5.06%-4.61%1.45%0.91%6.35%1.41%-8.31%2.95%5.92%-4.57%13.49%28.47%
201815.14%-1.24%-1.66%-5.29%-16.46%-9.04%13.32%-11.09%4.94%19.53%-1.39%-2.42%-2.13%
2017-2.87%5.29%2.26%

Expense Ratio

FLBR has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for FLBR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLBR is 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FLBR is 22
Combined Rank
The Sharpe Ratio Rank of FLBR is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBR is 22
Sortino Ratio Rank
The Omega Ratio Rank of FLBR is 22
Omega Ratio Rank
The Calmar Ratio Rank of FLBR is 11
Calmar Ratio Rank
The Martin Ratio Rank of FLBR is 22
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 FTSE Brazil ETF (FLBR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FLBR, currently valued at -0.63, compared to the broader market0.002.004.00-0.632.46
The chart of Sortino ratio for FLBR, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.793.31
The chart of Omega ratio for FLBR, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.46
The chart of Calmar ratio for FLBR, currently valued at -0.55, compared to the broader market0.005.0010.0015.00-0.553.55
The chart of Martin ratio for FLBR, currently valued at -1.07, compared to the broader market0.0020.0040.0060.0080.00100.00-1.0715.76
FLBR
^GSPC

The current Franklin FTSE Brazil ETF Sharpe ratio is -0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin FTSE Brazil ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.63
2.46
FLBR (Franklin FTSE Brazil ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Brazil ETF provided a 7.43% dividend yield over the last twelve months, with an annual payout of $1.24 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.24$1.85$2.07$1.53$0.53$1.00$0.88$0.11

Dividend yield

7.43%8.84%11.99%8.71%2.32%3.41%3.72%0.42%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.52
2023$0.00$0.00$0.00$0.00$0.00$1.14$0.00$0.00$0.00$0.00$0.00$0.72$1.85
2022$0.00$0.00$0.00$0.00$0.00$1.03$0.00$0.00$0.00$0.00$0.00$1.04$2.07
2021$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$1.12$1.53
2020$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.27$0.53
2019$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.62$1.00
2018$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.52$0.88
2017$0.11$0.11

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.08%
-1.40%
FLBR (Franklin FTSE Brazil ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Brazil 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 Brazil ETF was 57.42%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Franklin FTSE Brazil ETF drawdown is 21.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.42%Jan 3, 202055Mar 23, 2020
-33.91%Feb 27, 2018136Sep 13, 2018199Jul 5, 2019335
-17.49%Jul 11, 201933Aug 26, 201981Dec 19, 2019114
-10.25%Jan 29, 20189Feb 8, 201811Feb 26, 201820
-7.46%Nov 29, 201711Dec 14, 20177Jan 4, 201818

Volatility

Volatility Chart

The current Franklin FTSE Brazil ETF volatility is 5.57%, 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%JuneJulyAugustSeptemberOctoberNovember
5.57%
4.07%
FLBR (Franklin FTSE Brazil ETF)
Benchmark (^GSPC)