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

ETF Info

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

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


Expense ratio chart for FLEH: 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:
FLEH vs. GCC FLEH vs. FLEE FLEH vs. PSK FLEH vs. VOO FLEH vs. VYMI FLEH vs. VEA FLEH vs. BKLN FLEH vs. PFF FLEH vs. VRP FLEH vs. HEWJ
Popular comparisons:
FLEH vs. GCC FLEH vs. FLEE FLEH vs. PSK FLEH vs. VOO FLEH vs. VYMI FLEH vs. VEA FLEH vs. BKLN FLEH vs. PFF FLEH vs. VRP FLEH vs. HEWJ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE Europe Hedged ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


FLEH (Franklin FTSE Europe Hedged ETF)
Benchmark (^GSPC)

Returns By Period


FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.04%0.04%
20237.49%1.25%0.52%3.68%-2.54%2.69%1.15%-4.63%-5.97%-2.95%11.00%2.89%14.13%
2022-2.40%-4.94%1.72%-1.44%0.67%-7.33%6.20%-4.42%-6.12%7.07%8.05%-5.19%-9.30%
2021-0.74%3.25%5.24%2.56%2.74%1.39%1.36%2.31%-3.36%4.42%-2.60%5.17%23.50%
2020-1.63%-7.78%-13.72%6.71%5.22%3.25%-1.88%2.51%-0.28%-5.44%14.38%2.58%0.95%
20195.91%3.60%2.17%4.60%-4.49%5.01%0.61%-1.01%2.95%0.79%2.63%1.77%26.94%
20181.37%-2.88%-0.76%3.36%-0.26%-0.16%3.06%0.09%-1.44%-4.47%-1.21%-5.15%-8.48%
2017-2.22%1.00%-1.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLEH is 61, 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 FLEH is 6161
Overall Rank
The Sharpe Ratio Rank of FLEH is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLEH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLEH is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FLEH is 9898
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 Hedged ETF (FLEH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
FLEH
^GSPC

There is not enough data available to calculate the Sharpe ratio for Franklin FTSE Europe Hedged ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
FLEH (Franklin FTSE Europe Hedged ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Europe Hedged ETF provided a 1.88% dividend yield over the last twelve months, with an annual payout of $0.46 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.502017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.46$0.79$0.40$0.87$0.47$1.47$2.47$0.02

Dividend yield

1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Europe Hedged ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.46$0.46
2023$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.44$0.79
2022$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.25$0.40
2021$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.72$0.87
2020$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.32$0.47
2019$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$1.16$1.47
2018$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$2.10$2.47
2017$0.02$0.02

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.


FLEH (Franklin FTSE Europe Hedged ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Europe Hedged 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 Hedged ETF was 33.94%, occurring on Mar 16, 2020. Recovery took 206 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.94%Feb 20, 202018Mar 16, 2020206Jan 7, 2021224
-18.67%Jan 5, 2022185Sep 29, 2022135Apr 14, 2023320
-14.86%Jul 31, 202364Oct 27, 2023
-13.77%May 29, 201825Dec 24, 201867Apr 2, 201992
-6.93%Jan 24, 20187Feb 13, 201813May 18, 201820

Volatility

Volatility Chart

The current Franklin FTSE Europe Hedged ETF volatility is 0.65%, 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.


FLEH (Franklin FTSE Europe Hedged 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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