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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
Assets Under Management
$895M

Highlights

Avg. Volume (1M)
63K
Avg. Volume Value (1M)
$2.31M

Share Price Chart


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Performance

FLGB Performance Chart

Franklin FTSE United Kingdom ETF (FLGB) is up 11.8% since the beginning of the year. FLGB is currently trading at $37 per share. Investors who bought $1,000 worth of FLGB shares 5 years ago would now be looking at an investment worth $1,803.


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Benchmark

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Returns By Period

Franklin FTSE United Kingdom ETF (FLGB) has returned 11.77% so far this year and 25.03% over the past 12 months.


Franklin FTSE United Kingdom ETF

1D
-0.59%
1M
3.07%
6M
6.65%
YTD
11.77%
1Y
25.03%
3Y*
18.66%
5Y*
12.51%
10Y*
ALL TIME*
8.52%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLGB Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2017, FLGB's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 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%3.71%-0.58%-0.23%5.50%11.77%
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 -0.07%, beta of 0.72, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since November 06, 2017.

  • This ETF participated in 82.98% of S&P 500 Index downside but only 69.70% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.07%
Beta
0.72
0.52
Upside Capture
69.70%
Downside Capture
82.98%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FLGB ranks 73 for risk / return — above 73% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.


FLGB Risk / Return Rank: 7373
Overall Rank
FLGB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 7676
Sortino Ratio Rank
FLGB Omega Ratio Rank: 7373
Omega Ratio Rank
FLGB Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLGB Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLGBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.50

2.00

+0.50

Martin ratioReturn relative to average drawdown

8.38

8.49

-0.11

Dividends

Dividend History

Franklin FTSE United Kingdom ETF provided a 2.84% dividend yield over the last twelve months, with an annual payout of $1.06 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$1.06$1.18$1.16$0.99$0.97$0.74$0.60$1.09$0.84$0.11

Dividend yield

2.84%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$0.00$0.47$0.00$0.47
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 0.59%.


Drawdown

Fall

Recovery

Underwater

Related event

-42.61%Mar 2020
3mo 7d1y 23d
1y 4moDec 2019 - Apr 2021
COVID crash2020
-25.90%Sep 2022
7mo 19d6mo 26d
1y 2moFeb 2022 - Apr 2023
Bear market2022
-20.54%Dec 2018
10mo 28d11mo 27d
1y 10moJan 2018 - Dec 2019
Rate-hike selloffLate 2018
-13.13%Apr 2025
1mo 3d20d
1mo 23dMar 2025 - Apr 2025
2025 selloff2025
-10.44%Oct 2023
3mo 2d1mo 18d
4mo 20dJul 2023 - Dec 2023

Drawdown Indicators


FLGBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-56.78%

+14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-9.10%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

-18.90%

+5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-25.43%

-0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.59%

-1.58%

+0.99%

Average Drawdown

Average peak-to-trough decline

-6.62%

-10.70%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.14%

+0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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