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

ETF Info

ISIN

US35473P8352

CUSIP

35473P835

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

Expense Ratio

FLBR has an expense ratio of 0.19%, 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 FTSE Brazil ETF (FLBR) returned 24.24% year-to-date (YTD) and -2.58% over the past 12 months.


FLBR

YTD

24.24%

1M

10.01%

6M

9.66%

1Y

-2.58%

5Y*

12.09%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

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
202510.95%-3.49%9.06%2.75%3.53%24.24%
2024-5.56%0.34%-1.29%-4.20%-4.01%-4.85%1.56%7.05%0.56%-7.28%-6.52%-6.64%-27.58%
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%6.42%6.47%-3.97%9.89%-3.73%-4.52%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%4.37%-16.77%
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%
201918.65%-5.06%-4.61%1.45%0.91%6.34%1.41%-8.31%2.95%5.92%-4.57%13.49%28.46%
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%2.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLBR is 12, meaning it’s performing worse than 88% of other 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 FLBR is 1212
Overall Rank
The Sharpe Ratio Rank of FLBR is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBR is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FLBR is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FLBR is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FLBR is 1212
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.


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 FTSE Brazil ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: -0.09
  • 5-Year: 0.44
  • All Time: 0.05

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 FTSE Brazil 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 FTSE Brazil ETF provided a 6.18% dividend yield over the last twelve months, with an annual payout of $1.09 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$1.09$1.09$1.85$2.07$1.53$0.53$1.00$0.88$0.11

Dividend yield

6.18%7.67%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
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.56$1.09
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.


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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 13.64%.


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 chart below shows the rolling one-month volatility.


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