PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin FTSE Germany ETF (FLGR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P7859
CUSIP35473P785
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionNorth America (U.S.)
CategoryEurope Equities
Leveraged1x
Index TrackedFTSE Germany RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for FLGR: 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.


Popular comparisons: FLGR vs. EWS, FLGR vs. ZECP, FLGR vs. FDVV, FLGR vs. EWG, FLGR vs. FLSW, FLGR vs. FLJP, FLGR vs. SWISX, FLGR vs. DAX

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.08%
10.12%
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Germany ETF had a return of 12.50% year-to-date (YTD) and 27.39% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date12.50%19.77%
1 month-2.40%-0.67%
6 months6.09%10.27%
1 year27.39%31.07%
5 years (annualized)5.56%13.22%
10 years (annualized)N/A10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.00%5.41%4.31%-3.93%5.05%-2.29%1.65%4.73%4.19%-4.76%12.50%
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%
2020-2.70%-8.55%-18.04%10.39%9.64%6.26%3.72%7.05%-2.82%-10.27%16.74%5.77%12.11%
20196.48%1.20%-1.40%6.05%-5.45%5.10%-2.18%-2.13%2.41%5.89%1.49%1.73%19.99%
20185.39%-6.38%-1.75%1.15%-1.05%-3.81%3.89%-1.91%-0.59%-11.56%0.10%-6.02%-21.35%
20170.08%-0.35%-0.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLGR is 59, 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 FLGR is 5959
Combined Rank
The Sharpe Ratio Rank of FLGR is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 6464Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 5959Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 4747Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 6363Martin 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 Germany ETF (FLGR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLGR
Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 2.09, compared to the broader market0.002.004.006.002.09
Sortino ratio
The chart of Sortino ratio for FLGR, currently valued at 2.92, compared to the broader market0.005.0010.002.92
Omega ratio
The chart of Omega ratio for FLGR, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for FLGR, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.34
Martin ratio
The chart of Martin ratio for FLGR, currently valued at 11.35, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current Franklin FTSE Germany ETF Sharpe ratio is 2.09. 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 Germany 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.09
2.67
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Germany ETF provided a 2.36% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


2.60%2.80%3.00%3.20%3.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.60$0.69$0.67$0.68$0.65$0.57$0.60

Dividend yield

2.36%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
2024$0.00$0.00$0.00$0.00$0.00$0.60$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
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.41$0.65
2019$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.09$0.57
2018$0.60$0.00$0.00$0.00$0.00$0.00$0.00$0.60

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
-4.79%
-2.59%
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)

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 46.11%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.

The current Franklin FTSE Germany ETF drawdown is 4.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.11%Jan 24, 2018361Mar 18, 2020203Jan 6, 2021564
-43.54%Jun 8, 2021330Sep 27, 2022477Aug 23, 2024807
-5%Sep 30, 202424Oct 31, 2024
-3.77%Jan 8, 202115Jan 29, 20219Feb 11, 202124
-3.67%Apr 19, 202112May 4, 20213May 7, 202115

Volatility

Volatility Chart

The current Franklin FTSE Germany ETF volatility is 3.10%, 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
3.10%
3.11%
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)