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Franklin FTSE Germany ETF (FLGR)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35473P7859
CUSIP
35473P785
Inception Date
Nov 2, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FTSE Germany 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 Germany 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 Germany ETF (FLGR) has returned -6.72% so far this year and 8.79% over the past 12 months.


Franklin FTSE Germany ETF

1D
3.40%
1M
-10.78%
YTD
-6.72%
6M
-4.77%
1Y
8.79%
3Y*
15.06%
5Y*
6.26%
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, FLGR's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Mar 2020 at -18.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FLGR closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Mar 12, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.39%3.12%-10.78%-6.72%
20258.68%4.36%3.32%6.97%5.76%2.71%-3.12%1.89%-0.41%-2.50%0.72%3.96%36.67%
2024-2.00%5.41%4.31%-3.93%5.05%-2.29%1.65%4.73%4.19%-4.76%0.02%-1.46%10.63%
202313.70%-2.84%4.10%3.69%-4.76%4.90%2.52%-4.46%-6.10%-3.68%12.78%4.36%24.22%
2022-2.46%-8.86%-2.56%-8.01%5.16%-13.47%2.57%-7.34%-9.99%10.57%16.37%-2.21%-21.96%
2021-1.18%1.97%3.83%3.56%3.64%-1.85%-0.19%1.33%-5.63%3.12%-6.45%3.87%5.40%

Benchmark Metrics

Franklin FTSE Germany ETF has an annualized alpha of -3.19%, beta of 0.82, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.

  • This ETF participated in 109.39% of S&P 500 Index downside but only 84.24% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.19% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-3.19%
Beta
0.82
0.54
Upside Capture
84.24%
Downside Capture
109.39%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FLGR ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FLGR Risk / Return Rank: 2424
Overall Rank
FLGR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2525
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2424
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2424
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2424
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 Germany ETF (FLGR) and compare them to a chosen benchmark (S&P 500 Index).


FLGRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.90

-0.46

Sortino ratio

Return per unit of downside risk

0.77

1.39

-0.62

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.55

1.40

-0.85

Martin ratio

Return relative to average drawdown

1.72

6.61

-4.89

Explore FLGR 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 Germany ETF provided a 1.85% dividend yield over the last twelve months, with an annual payout of $0.58 per share.


2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.58$0.58$0.60$0.69$0.67$0.68$0.65$0.57$0.60

Dividend yield

1.85%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Germany 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$0.47$0.00$0.00$0.00$0.00$0.00$0.11$0.58
2024$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.00$0.60
2023$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.00$0.69
2022$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.08$0.67
2021$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.25$0.68

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 Germany 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 Germany ETF was 46.21%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.

The current Franklin FTSE Germany ETF drawdown is 11.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.21%Jan 25, 2018540Mar 18, 2020203Jan 6, 2021743
-43.54%Jun 8, 2021330Sep 27, 2022479Aug 23, 2024809
-15.53%Mar 19, 202515Apr 8, 202513Apr 28, 202528
-14.44%Feb 27, 202621Mar 27, 2026
-10.31%Jul 10, 202595Nov 20, 202532Jan 8, 2026127

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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