PortfoliosLab logoPortfoliosLab logo
Franklin FTSE Canada ETF (FLCA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Returns By Period

Franklin FTSE Canada ETF (FLCA) has returned 1.33% so far this year and 34.16% over the past 12 months.


Franklin FTSE Canada ETF

1D
2.58%
1M
-5.39%
YTD
1.33%
6M
8.99%
1Y
34.16%
3Y*
19.55%
5Y*
12.33%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 6, 2017, FLCA's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 56% of months were positive and 44% 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%1.33%
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 2.24%, beta of 0.77, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.

  • This ETF participated in 91.66% of S&P 500 Index downside but only 88.95% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF generated an annualized alpha of 2.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.24%
Beta
0.77
0.60
Upside Capture
88.95%
Downside Capture
91.66%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FLCA ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FLCA Risk / Return Rank: 9292
Overall Rank
FLCA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLCA Omega Ratio Rank: 9090
Omega Ratio Rank
FLCA Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLCA Martin Ratio Rank: 9595
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 a chosen benchmark (S&P 500 Index).


FLCABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.90

+1.16

Sortino ratio

Return per unit of downside risk

2.73

1.39

+1.34

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

3.27

1.40

+1.87

Martin ratio

Return relative to average drawdown

15.36

6.61

+8.75

Explore FLCA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Franklin FTSE Canada ETF provided a 1.83% dividend yield over the last twelve months, with an annual payout of $0.90 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$0.90$0.90$0.91$0.83$0.65$0.70$0.68$0.60$0.64$0.02

Dividend yield

1.83%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
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.


Loading graphics...

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 5.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.51%Feb 20, 202023Mar 23, 2020174Nov 27, 2020197
-24.23%Mar 31, 2022135Oct 12, 2022373Apr 9, 2024508
-19.83%Jan 25, 2018231Dec 24, 2018122Jun 20, 2019353
-12.58%Dec 2, 202487Apr 8, 202517May 2, 2025104
-8.55%Feb 27, 202616Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...