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Franklin FTSE Europe ETF (FLEE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P6521

CUSIP

35473P652

Issuer

Franklin Templeton

Inception Date

Nov 2, 2017

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

FTSE Developed Europe RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLEE has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for FLEE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.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.


Popular comparisons:
FLEE vs. FLEH FLEE vs. DBEU FLEE vs. VOO FLEE vs. ^GSPC FLEE vs. NOBL FLEE vs. VGK FLEE vs. EWG FLEE vs. SPEU FLEE vs. VTI FLEE vs. VYMI
Popular comparisons:
FLEE vs. FLEH FLEE vs. DBEU FLEE vs. VOO FLEE vs. ^GSPC FLEE vs. NOBL FLEE vs. VGK FLEE vs. EWG FLEE vs. SPEU FLEE vs. VTI FLEE vs. VYMI

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.58%
7.20%
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Europe ETF had a return of 2.14% year-to-date (YTD) and 4.27% in the last 12 months.


FLEE

YTD

2.14%

1M

-1.06%

6M

-4.57%

1Y

4.27%

5Y*

5.34%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.06%2.66%3.83%-2.48%5.69%-2.76%2.52%3.75%0.45%-5.41%-1.74%2.14%
20239.27%-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%
2020-2.86%-7.77%-15.65%4.82%6.55%3.72%3.42%3.75%-2.68%-5.33%15.42%5.46%5.33%
20196.54%2.73%1.43%3.75%-4.94%5.72%-2.50%-1.55%2.32%3.48%1.44%4.25%24.41%
20185.12%-5.59%-0.75%2.15%-2.61%-1.08%3.54%-2.96%0.04%-7.53%-0.93%-4.73%-14.97%
20170.12%1.35%1.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLEE is 19, meaning it’s performing worse than 81% of other 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 FLEE is 1919
Overall Rank
The Sharpe Ratio Rank of FLEE is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 1919
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 Europe ETF (FLEE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FLEE, currently valued at 0.25, compared to the broader market0.002.004.000.251.83
The chart of Sortino ratio for FLEE, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.0010.000.422.46
The chart of Omega ratio for FLEE, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.34
The chart of Calmar ratio for FLEE, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.302.72
The chart of Martin ratio for FLEE, currently valued at 0.84, compared to the broader market0.0020.0040.0060.0080.00100.000.8411.89
FLEE
^GSPC

The current Franklin FTSE Europe ETF Sharpe ratio is 0.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin FTSE Europe ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.25
1.83
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Europe ETF provided a 2.88% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.81$0.73$0.84$1.06$0.49$0.76$0.81$0.01

Dividend yield

2.88%2.57%3.48%3.60%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.00$0.81
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
2020$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.29$0.49
2019$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.42$0.76
2018$0.00$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.00$0.00$0.00$0.25$0.81
2017$0.01$0.01

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.35%
-3.66%
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)

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 10.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.27%Jan 21, 202041Mar 18, 2020175Nov 24, 2020216
-31.62%Sep 3, 2021268Sep 27, 2022309Dec 19, 2023577
-22.63%Jan 29, 2018217Dec 24, 2018222Jan 2, 2020439
-10.35%Sep 27, 202459Dec 19, 2024
-6.62%Jun 7, 202440Aug 5, 202410Aug 19, 202450

Volatility

Volatility Chart

The current Franklin FTSE Europe ETF volatility is 3.33%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.33%
3.62%
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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