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ISIN
US35473P8352
CUSIP
35473P835
Inception Date
Nov 3, 2017
Region
Latin America (Brazil)
Leveraged
1x (No leverage)
Index Tracked
FTSE Brazil RIC Capped Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$559M

Highlights

Avg. Volume (1M)
111K
Avg. Volume Value (1M)
$2.47M

Share Price Chart


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Performance

FLBR Performance Chart

Franklin FTSE Brazil ETF (FLBR) is up 20.7% since the beginning of the year. FLBR is currently trading at $23 per share. Investors who bought $1,000 worth of FLBR shares 5 years ago would now be looking at an investment worth $1,497.


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Benchmark

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Returns By Period

Franklin FTSE Brazil ETF (FLBR) has returned 20.73% so far this year and 45.07% over the past 12 months.


Franklin FTSE Brazil ETF

1D
-0.70%
1M
6.17%
6M
1.18%
YTD
20.73%
1Y
45.07%
3Y*
12.92%
5Y*
8.40%
10Y*
ALL TIME*
5.52%

Benchmark (S&P 500 Index)

1D
1.48%
1M
1.57%
6M
8.95%
YTD
11.03%
1Y
21.84%
3Y*
19.28%
5Y*
11.54%
10Y*
13.29%
ALL TIME*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLBR Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2017, FLBR's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2020 with a return of +24.1%, while the worst month was Mar 2020 at -38.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FLBR closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +13.1%, while the worst single day was Mar 16, 2020 at -17.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202617.80%7.26%-0.75%3.89%-9.43%-3.59%6.87%-0.70%20.73%
202510.95%-3.49%9.06%2.76%1.41%6.86%-7.43%9.47%4.66%0.24%7.28%-1.86%45.57%
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%6.41%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%

Benchmark Metrics

Franklin FTSE Brazil ETF has an annualized alpha of -2.55%, beta of 0.95, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since November 06, 2017.

  • This ETF participated in 98.74% of S&P 500 Index downside but only 71.24% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.30 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.55%
Beta
0.95
0.30
Upside Capture
71.24%
Downside Capture
98.74%

Expense Ratio

FLBR has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

FLBR ranks 67 for risk / return — above 67% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.


FLBR Risk / Return Rank: 6767
Overall Rank
FLBR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 7171
Sortino Ratio Rank
FLBR Omega Ratio Rank: 7373
Omega Ratio Rank
FLBR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLBR Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLBRBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.46

2.41

+0.05

Martin ratioReturn relative to average drawdown

5.86

10.22

-4.36

Dividends

Dividend History

Franklin FTSE Brazil ETF provided a 5.70% dividend yield over the last twelve months, with an annual payout of $1.29 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.29$1.47$1.09$1.85$2.07$1.53$0.53$1.00$0.88$0.11

Dividend yield

5.70%7.71%7.68%8.84%11.99%8.71%2.32%3.42%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
2026$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.26
2025$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$1.03$1.47
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

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. Recovery took 1417 trading sessions.

The current Franklin FTSE Brazil ETF drawdown is 11.75%.


Drawdown

Fall

Recovery

Underwater

Related event

-57.42%Mar 2020
2mo 20d5y 7mo
5y 10moJan 2020 - Nov 2025
COVID crash2020
-33.91%Sep 2018
6mo 18d9mo 25d
1y 4moFeb 2018 - Jul 2019
Rate-hike selloffLate 2018
-18.38%Jun 2026
1mo 24d
3mo 21dApr 2026 - now
-17.49%Aug 2019
1mo 16d3mo 25d
5mo 11dJul 2019 - Dec 2019
-10.74%Mar 2026
23d19d
1mo 12dFeb 2026 - Apr 2026

Drawdown Indicators


FLBRBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-56.78%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-18.38%

-9.10%

-9.28%

Max Drawdown (3Y)

Largest decline over 3 years

-28.97%

-18.90%

-10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-32.31%

-25.43%

-6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.75%

-0.12%

-11.63%

Average Drawdown

Average peak-to-trough decline

-18.55%

-10.70%

-7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

2.14%

+5.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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