- ISIN
- US35473P6521
- CUSIP
- 35473P652
- Issuer
- Franklin Templeton
- Inception Date
- Nov 2, 2017
- Region
- Developed Europe (Broad)
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Developed Europe RIC Capped Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $118M
Highlights
- Avg. Volume (1M)
- 6K
- Avg. Volume Value (1M)
- $221.20K
Share Price Chart
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Performance
FLEE Performance Chart
Franklin FTSE Europe ETF (FLEE) is up 9.4% since the beginning of the year. FLEE is currently trading at $39 per share. Investors who bought $1,000 worth of FLEE shares 5 years ago would now be looking at an investment worth $1,574.
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Returns By Period
Franklin FTSE Europe ETF (FLEE) has returned 9.38% so far this year and 23.53% over the past 12 months.
Franklin FTSE Europe ETF
- 1D
- -1.34%
- 1M
- 0.04%
- 6M
- 4.27%
- YTD
- 9.38%
- 1Y
- 23.53%
- 3Y*
- 16.22%
- 5Y*
- 9.49%
- 10Y*
- —
- ALL TIME*
- 8.57%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.36%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
FLEE Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2017, FLEE's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 60% of months were positive and 40% 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 53% 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% | 6.24% | 1.53% | 1.31% | 0.59% | 9.38% | |||||
| 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 -0.94%, beta of 0.78, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 06, 2017.
- This ETF participated in 91.10% of S&P 500 Index downside but only 76.26% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.94%
- Beta
- 0.78
- R²
- 0.63
- Upside Capture
- 76.26%
- Downside Capture
- 91.10%
Expense Ratio
FLEE has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
FLEE ranks 53 for risk / return — above 53% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLEE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.00 | -0.24 |
| Martin ratioReturn relative to average drawdown | 6.54 | 8.49 | -1.95 |
Dividends
Dividend History
Franklin FTSE Europe ETF provided a 3.13% dividend yield over the last twelve months, with an annual payout of $1.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.22 | $1.01 | $1.09 | $0.73 | $0.84 | $1.06 | $0.49 | $0.76 | $0.81 | $0.01 |
Dividend yield | 3.13% | 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 | $0.00 | $0.87 | $0.00 | $0.87 | |||||
| 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 1.34%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.27%Mar 2020 | 1mo 27d | 8mo 11d | 10mo 8dJan 2020 - Nov 2020 | COVID crash2020 |
-31.62%Sep 2022 | 10mo 21d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 | Bear market2022 |
-22.63%Dec 2018 | 10mo 29d | 1y 9d | 1y 11moJan 2018 - Jan 2020 | Rate-hike selloffLate 2018 |
-14.59%Apr 2025 | 20d | 21d | 1mo 11dMar 2025 - Apr 2025 | 2025 selloff2025 |
-12.37%Mar 2026 | 22d | 3mo 14d | 4mo 6dFeb 2026 - Jul 2026 | — |
Drawdown Indicators
| FLEE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.27% | -56.78% | +19.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -9.10% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -18.90% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -25.43% | -6.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.34% | -1.58% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -10.70% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.14% | +1.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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