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

ETF Info

ISIN

US35473P8279

CUSIP

35473P827

Inception Date

Nov 2, 2017

Region

North America (Canada)

Leveraged

1x

Index Tracked

FTSE Canada RIC Capped Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

FLCA has an expense ratio of 0.09%, 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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S&P 500

Returns By Period

Franklin FTSE Canada ETF (FLCA) returned 11.07% year-to-date (YTD) and 23.41% over the past 12 months.


FLCA

YTD

11.07%

1M

5.15%

6M

5.55%

1Y

23.41%

3Y*

8.97%

5Y*

15.26%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of FLCA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.88%0.17%-1.34%3.94%5.09%11.07%
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%
2020-0.13%-7.22%-19.84%10.38%4.02%3.78%4.93%5.55%-4.29%-3.69%14.21%3.02%6.31%
201912.59%2.60%-0.69%3.73%-3.91%5.50%-0.69%-0.01%2.71%-0.79%2.95%2.18%28.42%
20180.74%-3.36%-4.72%1.43%3.68%-0.46%2.38%-1.00%-0.50%-6.65%0.65%-8.20%-15.54%
2017-1.24%3.77%2.49%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, FLCA is among the top 13% of 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 FLCA is 8787
Overall Rank
The Sharpe Ratio Rank of FLCA is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 8787
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 Canada ETF (FLCA) 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 Canada ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.41
  • 5-Year: 0.89
  • All Time: 0.48

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 Canada ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Franklin FTSE Canada ETF provided a 2.25% dividend yield over the last twelve months, with an annual payout of $0.91 per share. The fund has been increasing its distributions for 2 consecutive years.


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$1.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.91$0.91$0.83$0.66$0.70$0.68$0.61$0.64$0.02

Dividend yield

2.25%2.50%2.49%2.20%2.03%2.50%2.29%3.02%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
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.36$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$0.66
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
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$0.68
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$0.61
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$0.64
2017$0.02$0.02

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 173 trading sessions.

The current Franklin FTSE Canada ETF drawdown is 0.10%.


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
-12.58%Dec 2, 202487Apr 8, 202517May 2, 2025104
-7.57%Nov 15, 202125Dec 20, 202116Jan 12, 202241
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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