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Franklin FTSE Canada ETF (FLCA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P8279
CUSIP35473P827
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionNorth America (Canada)
CategoryCanada Equities
Index TrackedFTSE Canada RIC Capped Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin FTSE Canada ETF has an expense ratio of 0.09% which is considered to be low.


0.50%1.00%1.50%2.00%0.09%

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.


Franklin FTSE Canada ETF

Popular comparisons: FLCA vs. EWC, FLCA vs. BBCA, FLCA vs. DSTL, FLCA vs. OPI, FLCA vs. VOOG, FLCA vs. PEP, FLCA vs. SCHD, FLCA vs. SCHH, FLCA vs. ABT, FLCA vs. EPD

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.16%
15.51%
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Canada ETF had a return of -0.12% year-to-date (YTD) and 6.40% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.12%5.90%
1 month-2.97%-1.28%
6 months11.16%15.51%
1 year6.40%21.68%
5 years (annualized)8.36%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.93%1.52%3.77%
2023-3.56%-4.68%10.24%6.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLCA is 36, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FLCA is 3636
Franklin FTSE Canada ETF(FLCA)
The Sharpe Ratio Rank of FLCA is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 3434Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 3535Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 4040Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 3838Martin 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 Canada ETF (FLCA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLCA
Sharpe ratio
The chart of Sharpe ratio for FLCA, currently valued at 0.43, compared to the broader market0.002.004.000.44
Sortino ratio
The chart of Sortino ratio for FLCA, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.72
Omega ratio
The chart of Omega ratio for FLCA, currently valued at 1.09, compared to the broader market1.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for FLCA, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.000.33
Martin ratio
The chart of Martin ratio for FLCA, currently valued at 1.58, compared to the broader market0.0020.0040.0060.0080.001.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Franklin FTSE Canada ETF Sharpe ratio is 0.44. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.44
1.89
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Canada ETF granted a 2.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.83 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.83$0.83$0.65$0.70$0.68$0.60$0.64$0.02

Dividend yield

2.49%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
2020$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.42
2019$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.37
2018$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.46
2017$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.79%
-3.86%
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)

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 173 trading sessions.

The current Franklin FTSE Canada ETF drawdown is 4.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.51%Feb 20, 202023Mar 23, 2020173Nov 27, 2020196
-24.23%Mar 31, 2022135Oct 12, 2022373Apr 9, 2024508
-19.83%Jan 25, 2018143Dec 24, 2018112Jun 20, 2019255
-7.57%Nov 15, 202125Dec 20, 202116Jan 12, 202241
-6.3%Jun 2, 202133Jul 19, 202134Sep 3, 202167

Volatility

Volatility Chart

The current Franklin FTSE Canada ETF volatility is 3.41%, 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%NovemberDecember2024FebruaryMarchApril
3.41%
3.39%
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)