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

ETF Info

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 Hedged ETF has an expense ratio of 0.09% which is considered to be low.


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.


Franklin FTSE Europe Hedged ETF

Popular comparisons: FLEH vs. GCC, FLEH vs. FLEE, FLEH vs. PSK, FLEH vs. VOO, FLEH vs. BKLN, FLEH vs. VEA, FLEH vs. VYMI, 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.


0.00%5.00%10.00%15.00%20.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
15.53%
19.11%
FLEH (Franklin FTSE Europe Hedged ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A6.33%
1 monthN/A-2.81%
6 monthsN/A21.13%
1 yearN/A24.56%
5 years (annualized)N/A11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-5.97%-2.95%11.00%2.89%

Risk-Adjusted Performance

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.


FLEH
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
0.45
1.70
FLEH (Franklin FTSE Europe Hedged ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Europe Hedged ETF granted a 3.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.79 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.79$0.79$0.40$0.87$0.47$1.47$2.47$0.02

Dividend yield

3.25%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.


JanFebMarAprMayJunJulAugSepOctNovDec
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
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
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
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
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
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
2017$0.02

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
-0.91%
0
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 3.88%, 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%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
3.88%
2.67%
FLEH (Franklin FTSE Europe Hedged ETF)
Benchmark (^GSPC)