PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
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
Index TrackedFTSE Germany RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin FTSE Germany ETF has an expense ratio of 0.09% which is considered to be low.


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.


Franklin FTSE Germany ETF

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

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%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
21.19%
18.82%
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Germany ETF had a return of 3.34% year-to-date (YTD) and 8.18% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.34%5.05%
1 month-2.53%-4.27%
6 months21.19%18.82%
1 year8.18%21.22%
5 years (annualized)4.74%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.00%5.41%4.31%
2023-6.10%-3.68%12.78%4.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLGR is 42, suggesting that the investment has average results relative to the market 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 4242
Franklin FTSE Germany ETF(FLGR)
The Sharpe Ratio Rank of FLGR is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 4444Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 4242Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 4141Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 3939Martin 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 0.66, compared to the broader market-1.000.001.002.003.004.000.66
Sortino ratio
The chart of Sortino ratio for FLGR, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.001.02
Omega ratio
The chart of Omega ratio for FLGR, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for FLGR, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.000.37
Martin ratio
The chart of Martin ratio for FLGR, currently valued at 1.68, compared to the broader market0.0010.0020.0030.0040.0050.001.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.007.21

Sharpe Ratio

The current Franklin FTSE Germany ETF Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.66
1.81
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Germany ETF granted a 2.89% dividend yield in the last twelve months. The annual payout for that period amounted to $0.69 per share.


PeriodTTM202320222021202020192018
Dividend$0.69$0.69$0.67$0.68$0.65$0.57$0.60

Dividend yield

2.89%2.99%3.50%2.68%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
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
2018$0.60$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.60%
-4.64%
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 7.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.11%Jan 24, 2018404Mar 18, 2020203Jan 6, 2021607
-43.54%Jun 8, 2021329Sep 27, 2022
-3.77%Jan 8, 202115Jan 29, 20219Feb 11, 202124
-3.67%Apr 19, 202112May 4, 20213May 7, 202115
-3.13%May 10, 20213May 12, 20214May 18, 20217

Volatility

Volatility Chart

The current Franklin FTSE Germany ETF volatility is 3.90%, 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%NovemberDecember2024FebruaryMarchApril
3.90%
3.30%
FLGR (Franklin FTSE Germany ETF)
Benchmark (^GSPC)