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Franklin FTSE United Kingdom ETF (FLGB)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35473P6786
CUSIP
35473P678
Inception Date
Nov 2, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FTSE UK RIC Capped Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Franklin FTSE United Kingdom ETF (FLGB) has returned 2.99% so far this year and 25.85% over the past 12 months.


Franklin FTSE United Kingdom ETF

1D
2.69%
1M
-6.63%
YTD
2.99%
6M
9.50%
1Y
25.85%
3Y*
17.42%
5Y*
11.80%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 6, 2017, FLGB's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.2%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FLGB closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.80%5.26%-6.63%2.99%
20254.96%3.98%0.27%1.71%5.18%1.85%-0.13%4.09%1.48%1.45%1.01%3.75%33.73%
2024-1.79%1.32%4.44%1.11%4.39%-2.40%4.87%3.16%0.38%-4.65%1.58%-3.39%8.77%
20236.64%-0.98%0.21%5.27%-5.67%3.53%3.30%-3.69%-1.56%-3.81%6.63%4.64%14.33%
20221.61%-1.63%-0.32%-4.50%2.77%-8.28%3.72%-6.23%-9.73%7.28%12.84%-1.40%-6.00%
2021-0.31%4.09%3.11%3.73%3.95%-2.32%0.77%1.17%-2.82%4.24%-5.16%6.14%17.14%

Benchmark Metrics

Franklin FTSE United Kingdom ETF has an annualized alpha of 0.11%, beta of 0.72, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.

  • This ETF participated in 86.59% of S&P 500 Index downside but only 73.57% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.11%
Beta
0.72
0.53
Upside Capture
73.57%
Downside Capture
86.59%

Expense Ratio

FLGB has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

FLGB ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FLGB Risk / Return Rank: 7979
Overall Rank
FLGB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 7979
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8080
Omega Ratio Rank
FLGB Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and compare them to a chosen benchmark (S&P 500 Index).


FLGBBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.90

+0.65

Sortino ratio

Return per unit of downside risk

2.10

1.39

+0.71

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.12

1.40

+0.72

Martin ratio

Return relative to average drawdown

9.41

6.61

+2.80

Explore FLGB risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Franklin FTSE United Kingdom ETF provided a 3.39% dividend yield over the last twelve months, with an annual payout of $1.18 per share. The fund has been increasing its distributions for 5 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.18$1.18$1.16$0.99$0.97$0.74$0.60$1.09$0.84$0.11

Dividend yield

3.39%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.59$1.18
2024$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.52$1.16
2023$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.51$0.99
2022$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.48$0.97
2021$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.32$0.74

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE United Kingdom 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 United Kingdom ETF was 42.61%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.

The current Franklin FTSE United Kingdom ETF drawdown is 6.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.61%Dec 17, 201966Mar 23, 2020268Apr 15, 2021334
-25.9%Feb 10, 2022158Sep 27, 2022142Apr 21, 2023300
-20.54%Jan 30, 2018228Dec 24, 2018246Dec 16, 2019474
-13.13%Mar 6, 202524Apr 8, 202513Apr 28, 202537
-10.44%Jul 27, 202366Oct 27, 202333Dec 14, 202399

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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