PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin FTSE France ETF (FLFR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P7933
CUSIP35473P793
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionNorth America (U.S.)
CategoryEurope Equities
Index TrackedFTSE France RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for FLFR: 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


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE France ETF

Popular comparisons: FLFR vs. EWQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE France 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%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-0.77%
13.77%
FLFR (Franklin FTSE France ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.84%
1 monthN/A-2.98%
6 monthsN/A22.02%
1 yearN/A24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-5.63%-4.46%-0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


FLFR
Sharpe ratio
No data
^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


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
0.30
1.32
FLFR (Franklin FTSE France ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE France ETF granted a 1.71% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.


PeriodTTM202220212020201920182017
Dividend$0.47$0.79$0.88$0.40$0.57$0.69$0.06

Dividend yield

1.71%3.00%2.78%1.48%2.14%3.19%0.22%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE France 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$0.47$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.34
2021$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.51
2020$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.23
2019$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.29
2018$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.00$0.17
2017$0.06

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-13.75%
-1.87%
FLFR (Franklin FTSE France ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE France 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 France ETF was 40.18%, occurring on Mar 18, 2020. Recovery took 175 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.18%Jan 21, 202041Mar 18, 2020175Nov 24, 2020216
-32.45%Jan 13, 2022177Sep 27, 2022135Apr 12, 2023312
-21.12%Feb 1, 201883Dec 24, 2018217Nov 4, 2019300
-13.89%Jul 14, 202380Nov 3, 2023
-7.41%Jun 16, 202123Jul 19, 202119Aug 13, 202142

Volatility

Volatility Chart

The current Franklin FTSE France ETF volatility is 0.00%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 100
2.59%
FLFR (Franklin FTSE France ETF)
Benchmark (^GSPC)