PortfoliosLab logo
Franklin FTSE China ETF (FLCH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P8196

CUSIP

35473P819

Inception Date

Nov 2, 2017

Region

Emerging Asia Pacific (China)

Leveraged

1x

Index Tracked

FTSE China RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


Loading data...

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


Loading data...

Returns By Period

Franklin FTSE China ETF (FLCH) returned 17.88% year-to-date (YTD) and 23.83% over the past 12 months.


FLCH

YTD

17.88%

1M

9.66%

6M

16.94%

1Y

23.83%

5Y*

0.59%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.27%9.84%2.35%-5.34%7.27%17.88%
2024-9.66%6.62%2.07%4.63%4.48%-3.30%-1.37%0.35%22.66%-3.28%-3.75%0.47%18.00%
202313.37%-10.72%3.91%-4.28%-9.04%3.89%11.17%-9.46%-3.53%-3.88%2.08%-2.06%-11.22%
2022-0.16%-5.81%-9.69%-5.16%2.25%8.65%-10.44%-0.40%-14.12%-15.83%30.76%2.40%-22.74%
20218.43%-0.58%-6.15%-0.18%0.40%0.57%-13.42%-0.21%-4.78%2.43%-5.49%-2.55%-20.87%
2020-5.83%2.74%-7.27%5.14%1.71%7.81%9.45%6.46%-2.09%5.01%2.90%2.02%30.09%
201913.30%2.60%2.64%2.11%-13.06%7.50%-1.34%-3.88%-0.35%4.17%2.65%8.06%24.31%
201812.28%-7.39%-0.79%-2.23%2.20%-5.04%-0.96%-4.81%-2.08%-10.82%7.86%-7.42%-19.52%
2017-1.10%2.03%0.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLCH is 63, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLCH is 6363
Overall Rank
The Sharpe Ratio Rank of FLCH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 5252
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 China ETF (FLCH) 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 China ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.71
  • 5-Year: 0.02
  • All Time: -0.00

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 China ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Franklin FTSE China ETF provided a 2.44% 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$0.10$0.20$0.30$0.40$0.50$0.6020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.53$0.53$0.56$0.50$0.37$0.29$0.49$0.39$0.00

Dividend yield

2.44%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE China 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$0.12$0.00$0.00$0.00$0.00$0.00$0.41$0.53
2023$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.37$0.56
2022$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.36$0.50
2021$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.34$0.37
2020$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.25$0.29
2019$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.46$0.49
2018$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.29$0.39
2017$0.00$0.00

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 data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE China 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 China ETF was 62.09%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current Franklin FTSE China ETF drawdown is 37.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.09%Feb 18, 2021430Oct 31, 2022
-32.63%Jan 29, 2018191Oct 30, 2018421Jul 6, 2020612
-8.42%Nov 22, 201710Dec 6, 201717Jan 2, 201827
-7.13%Aug 31, 202019Sep 25, 202011Oct 12, 202030
-5.99%Jul 10, 202013Jul 28, 202019Aug 24, 202032

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...