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ISIN
US35473P8279
CUSIP
35473P827
Inception Date
Nov 2, 2017
Region
North America (Canada)
Leveraged
1x (No leverage)
Index Tracked
FTSE Canada RIC Capped Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$754M

Share Price Chart


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Performance

FLCA Performance Chart

Franklin FTSE Canada ETF (FLCA) is up 7.5% since the beginning of the year. FLCA is currently trading at $52 per share. Investors who bought $1,000 worth of FLCA shares 5 years ago would now be looking at an investment worth $1,731.


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S&P 500 Index

Returns By Period

Franklin FTSE Canada ETF (FLCA) has returned 7.45% so far this year and 28.62% over the past 12 months.


Franklin FTSE Canada ETF

1D
-0.15%
1M
-0.82%
YTD
7.45%
6M
6.99%
1Y
28.62%
3Y*
21.84%
5Y*
11.60%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCA Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2017, FLCA's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FLCA closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.5%, while the worst single day was Mar 12, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.39%6.68%-5.39%6.93%0.48%-1.29%7.45%
20252.88%0.17%-1.34%3.94%5.73%2.99%-0.42%5.62%3.39%0.04%3.94%3.45%34.62%
2024-0.93%1.52%3.77%-3.50%3.56%-2.35%5.06%4.30%2.59%-1.96%6.67%-5.62%13.02%
20238.88%-4.85%-0.10%3.09%-5.30%6.18%2.66%-3.73%-3.56%-4.68%10.24%6.76%14.71%
2022-0.58%-0.06%6.01%-7.95%1.87%-10.19%4.52%-4.00%-8.33%7.22%6.77%-5.71%-11.93%
2021-0.89%5.38%6.02%4.34%6.40%-0.90%-0.14%0.49%-2.26%7.71%-4.07%4.22%28.67%

Benchmark Metrics

Franklin FTSE Canada ETF has an annualized alpha of 1.67%, beta of 0.77, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since November 06, 2017.

  • This ETF participated in 91.63% of S&P 500 Index downside but only 85.96% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.67%
Beta
0.77
0.60
Upside Capture
85.96%
Downside Capture
91.63%

Expense Ratio

FLCA has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

FLCA ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FLCA Risk / Return Rank: 6464
Overall Rank
FLCA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 5757
Sortino Ratio Rank
FLCA Omega Ratio Rank: 5858
Omega Ratio Rank
FLCA Calmar Ratio Rank: 6969
Calmar Ratio Rank
FLCA Martin Ratio Rank: 7474
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 Canada ETF (FLCA) 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.


FLCABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.36

2.78

+0.58

Martin ratioReturn relative to average drawdown

13.46

12.44

+1.03

Dividends

Dividend History

Franklin FTSE Canada ETF provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.53$0.90$0.91$0.83$0.65$0.70$0.68$0.60$0.64$0.02

Dividend yield

1.02%1.85%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Canada 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$0.37$0.00$0.00$0.00$0.00$0.00$0.53$0.90
2024$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.55$0.91
2023$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.52$0.83
2022$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.60$0.65
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.46$0.70

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 Canada 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 Canada ETF was 41.51%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.

The current Franklin FTSE Canada ETF drawdown is 2.46%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.51%Mar 2020
1mo 2d8mo 9d
9mo 11dFeb 2020 - Nov 2020
Bear market2022
-24.23%Oct 2022
6mo 15d1y 6mo
2y 10dMar 2022 - Apr 2024
Rate-hike selloffLate 2018
-19.83%Dec 2018
11mo 3d5mo 28d
1y 4moJan 2018 - Jun 2019
2025 selloff2025
-12.58%Apr 2025
4mo 7d24d
5mo 1dDec 2024 - May 2025
2026 pullback2026
-8.55%Mar 2026
21d28d
1mo 19dFeb 2026 - Apr 2026

Drawdown Indicators


FLCABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.51%

-56.78%

+15.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-9.10%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-12.58%

-18.90%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-25.43%

+1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.46%

-1.80%

-0.66%

Average Drawdown

Average peak-to-trough decline

-5.88%

-10.71%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.03%

+0.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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