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

ETF Info

ISINUS35473P6521
CUSIP35473P652
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionDeveloped Europe (Broad)
CategoryEurope Equities
Index TrackedFTSE Developed Europe RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin FTSE Europe ETF has an expense ratio of 0.09% which is considered to be low.


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.


Franklin FTSE Europe ETF

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.94%
22.58%
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Europe ETF had a return of 3.53% year-to-date (YTD) and 9.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.53%5.84%
1 month-1.29%-2.98%
6 months19.35%22.02%
1 year9.35%24.47%
5 years (annualized)7.39%11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.06%2.66%3.83%
2023-4.22%-2.99%9.49%4.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLEE is 38, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FLEE is 3838
Franklin FTSE Europe ETF(FLEE)
The Sharpe Ratio Rank of FLEE is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 3737Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 3535Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 4747Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 3636Martin 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.


FLEE
Sharpe ratio
The chart of Sharpe ratio for FLEE, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.000.59
Sortino ratio
The chart of Sortino ratio for FLEE, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.000.95
Omega ratio
The chart of Omega ratio for FLEE, currently valued at 1.11, compared to the broader market1.001.502.001.11
Calmar ratio
The chart of Calmar ratio for FLEE, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.000.57
Martin ratio
The chart of Martin ratio for FLEE, currently valued at 1.74, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current Franklin FTSE Europe ETF Sharpe ratio is 0.59. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.59
1.91
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Europe ETF granted a 2.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.73 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.73$0.73$0.84$1.06$0.49$0.76$0.81$0.01

Dividend yield

2.49%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
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
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
2017$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.84%
-3.48%
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 1.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.27%Jan 21, 202041Mar 18, 2020175Nov 24, 2020216
-31.62%Nov 10, 2021221Sep 27, 2022306Dec 14, 2023527
-22.63%Jan 29, 2018217Dec 24, 2018222Jan 2, 2020439
-6.42%Sep 3, 202121Oct 4, 202126Nov 9, 202147
-5.71%Jun 16, 202123Jul 19, 202113Aug 5, 202136

Volatility

Volatility Chart

The current Franklin FTSE Europe ETF volatility is 3.24%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.24%
3.59%
FLEE (Franklin FTSE Europe ETF)
Benchmark (^GSPC)