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Franklin FTSE United Kingdom ETF (FLGB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P6786
CUSIP35473P678
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionNorth America (U.S.)
CategoryEurope Equities
Leveraged1x
Index TrackedFTSE UK RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLGB has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for FLGB: 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.


Popular comparisons: FLGB vs. EWU, FLGB vs. IUKD.L, FLGB vs. EUFN, FLGB vs. HEDJ, FLGB vs. VOO, FLGB vs. VFIAX, FLGB vs. XUS.TO, FLGB vs. LVHI

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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
1.46%
14.83%
FLGB (Franklin FTSE United Kingdom ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE United Kingdom ETF had a return of 10.76% year-to-date (YTD) and 21.00% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.76%25.70%
1 month-2.74%3.51%
6 months1.42%14.80%
1 year21.00%37.91%
5 years (annualized)6.12%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of FLGB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.79%1.32%4.44%1.11%4.39%-2.40%4.87%3.16%0.38%-4.66%10.76%
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%
2020-4.00%-10.54%-18.56%6.65%2.16%1.57%1.14%3.49%-4.85%-4.18%16.23%5.46%-9.47%
20197.68%3.41%1.21%2.68%-6.38%4.86%-2.39%-3.75%4.23%3.55%1.60%5.30%23.23%
20187.52%-6.65%0.48%4.22%-0.02%-1.29%0.54%-4.24%2.44%-7.74%-1.81%-4.21%-11.23%
20170.32%0.36%0.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLGB is 54, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FLGB is 5454
Combined Rank
The Sharpe Ratio Rank of FLGB is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of FLGB is 4848Sortino Ratio Rank
The Omega Ratio Rank of FLGB is 4444Omega Ratio Rank
The Calmar Ratio Rank of FLGB is 7171Calmar Ratio Rank
The Martin Ratio Rank of FLGB is 5858Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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


FLGB
Sharpe ratio
The chart of Sharpe ratio for FLGB, currently valued at 1.71, compared to the broader market-2.000.002.004.006.001.71
Sortino ratio
The chart of Sortino ratio for FLGB, currently valued at 2.39, compared to the broader market0.005.0010.002.39
Omega ratio
The chart of Omega ratio for FLGB, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for FLGB, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
Martin ratio
The chart of Martin ratio for FLGB, currently valued at 10.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.39

Sharpe Ratio

The current Franklin FTSE United Kingdom ETF Sharpe ratio is 1.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin FTSE United Kingdom ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.71
2.97
FLGB (Franklin FTSE United Kingdom ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE United Kingdom ETF provided a 4.24% dividend yield over the last twelve months, with an annual payout of $1.15 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.15$0.99$0.97$0.74$0.60$1.09$0.85$0.11

Dividend yield

4.24%3.95%4.24%2.93%2.67%4.30%3.92%0.44%

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
2024$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.64
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$0.43$0.00$0.00$0.00$0.00$0.00$0.32$0.74
2020$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.28$0.60
2019$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.56$1.09
2018$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.32$0.85
2017$0.11$0.11

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.42%
0
FLGB (Franklin FTSE United Kingdom ETF)
Benchmark (^GSPC)

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 5.42%.


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
-20.53%Jan 30, 2018156Dec 24, 2018244Dec 16, 2019400
-10.44%Jul 27, 202366Oct 27, 202333Dec 14, 202399
-7.35%Jun 14, 202125Jul 19, 2021112Dec 27, 2021137

Volatility

Volatility Chart

The current Franklin FTSE United Kingdom ETF volatility is 3.82%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
3.92%
FLGB (Franklin FTSE United Kingdom ETF)
Benchmark (^GSPC)