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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin FTSE Europe ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Franklin FTSE Europe ETF (FLEE) has returned -0.49% so far this year and 21.11% over the past 12 months.
Franklin FTSE Europe ETF
- 1D
- 3.33%
- 1M
- -7.60%
- YTD
- -0.49%
- 6M
- 5.81%
- 1Y
- 21.11%
- 3Y*
- 14.51%
- 5Y*
- 9.16%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Nov 6, 2017, FLEE's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FLEE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.90% | 2.66% | -7.60% | -0.49% | |||||||||
| 2025 | 6.44% | 5.34% | -0.51% | 5.17% | 5.26% | -0.21% | -0.99% | 4.07% | 0.55% | 1.15% | 1.58% | 3.48% | 35.76% |
| 2024 | -1.06% | 2.66% | 3.83% | -2.48% | 5.69% | -2.76% | 2.52% | 3.75% | 0.45% | -5.41% | -1.74% | -2.80% | 2.03% |
| 2023 | 9.27% | -1.80% | 3.05% | 4.24% | -4.95% | 4.35% | 2.75% | -3.95% | -4.22% | -2.99% | 9.49% | 4.97% | 20.46% |
| 2022 | -3.40% | -5.21% | 0.22% | -6.31% | 2.32% | -9.73% | 5.04% | -7.01% | -9.76% | 8.51% | 13.26% | -1.44% | -15.22% |
| 2021 | -1.08% | 2.42% | 3.38% | 3.99% | 4.79% | -0.89% | 1.59% | 1.72% | -5.17% | 4.69% | -5.03% | 6.01% | 16.84% |
Benchmark Metrics
Franklin FTSE Europe ETF has an annualized alpha of -0.83%, beta of 0.78, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.
- This ETF participated in 92.80% of S&P 500 Index downside but only 78.34% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.83%
- Beta
- 0.78
- R²
- 0.63
- Upside Capture
- 78.34%
- Downside Capture
- 92.80%
Expense Ratio
FLEE has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
FLEE ranks 63 for risk / return — better than 63% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and compare them to a chosen benchmark (S&P 500 Index).
| FLEE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.90 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.39 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.40 | +0.21 |
Martin ratioReturn relative to average drawdown | 6.22 | 6.61 | -0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FLEE 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 Europe ETF provided a 2.77% dividend yield over the last twelve months, with an annual payout of $1.01 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.01 | $1.01 | $1.09 | $0.73 | $0.84 | $1.06 | $0.49 | $0.76 | $0.81 | $0.01 |
Dividend yield | 2.77% | 2.76% | 3.93% | 2.57% | 3.48% | 3.61% | 1.88% | 3.02% | 3.85% | 0.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin FTSE Europe ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $1.01 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $1.09 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.73 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.84 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $1.06 |
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 Europe 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 Europe ETF was 37.27%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.
The current Franklin FTSE Europe ETF drawdown is 8.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.27% | Jan 21, 2020 | 41 | Mar 18, 2020 | 175 | Nov 24, 2020 | 216 |
| -31.62% | Sep 3, 2021 | 268 | Sep 27, 2022 | 309 | Dec 19, 2023 | 577 |
| -22.63% | Jan 29, 2018 | 229 | Dec 24, 2018 | 257 | Jan 2, 2020 | 486 |
| -14.59% | Mar 19, 2025 | 15 | Apr 8, 2025 | 14 | Apr 29, 2025 | 29 |
| -12.37% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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