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Franklin LibertyQ European Equity UCITS ETF (FLEQ....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFWXDW46
IssuerFranklin Templeton
Inception DateSep 19, 2018
CategoryEurope Equities
Index TrackedMSCI Europe NR EUR
Asset ClassEquity

Expense Ratio

FLEQ.L has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for FLEQ.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Franklin LibertyQ European Equity UCITS ETF

Performance

Performance Chart

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


30.00%40.00%50.00%60.00%70.00%Fri 03Nov 05Tue 07Thu 09Sat 11Mon 13Wed 15
34.19%
66.33%
FLEQ.L (Franklin LibertyQ European Equity UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.21%
1 monthN/A-4.30%
6 monthsN/A18.42%
1 yearN/A21.82%
5 years (annualized)N/A11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin LibertyQ European Equity UCITS ETF (FLEQ.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLEQ.L
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Franklin LibertyQ European Equity UCITS 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 Ratio0.200.400.600.801.001.20Fri 03Nov 05Tue 07Thu 09Sat 11Mon 13Wed 15
0.89
0.55
FLEQ.L (Franklin LibertyQ European Equity UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin LibertyQ European Equity UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%Fri 03Nov 05Tue 07Thu 09Sat 11Mon 13Wed 15
-2.94%
-2.18%
FLEQ.L (Franklin LibertyQ European Equity UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin LibertyQ European Equity UCITS 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 LibertyQ European Equity UCITS ETF was 33.69%, occurring on Mar 23, 2020. Recovery took 247 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.69%Feb 20, 202023Mar 23, 2020247Mar 30, 2021270
-20.43%Jan 6, 2022184Sep 29, 2022242Sep 15, 2023426
-13%Oct 4, 201859Dec 27, 201855Mar 15, 2019114
-7.4%Aug 16, 202137Oct 6, 202126Nov 11, 202163
-7.38%Apr 25, 201979Aug 15, 201925Sep 20, 2019104

Volatility

Volatility Chart

The current Franklin LibertyQ European Equity UCITS ETF volatility is 2.98%, 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.


3.00%3.50%4.00%Fri 03Nov 05Tue 07Thu 09Sat 11Mon 13Wed 15
2.98%
4.22%
FLEQ.L (Franklin LibertyQ European Equity UCITS ETF)
Benchmark (^GSPC)