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Franklin FTSE Germany ETF (FLGR) Sharpe Ratio: 0.27

ETF · Currency in USD · Last updated Jun 3, 2026

FLGR is a passive ETF by Franklin Templeton tracking the investment results of the FTSE Germany RIC Capped Index. FLGR launched on Nov 2, 2017 and has a 0.09% expense ratio.

FLGR's Sharpe Ratio of 0.27 indicates that for each unit of volatility, it generates 0.27 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FLGR Sharpe Ratio Rank

FLGR Sharpe Ratio Rank: 12.613
Concerning

FLGR ranks above 12.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

FLGR Sharpe Ratio Market Positioning

The chart shows FLGR's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.87+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Franklin FTSE Germany ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how FLGR's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFNLiShares MSCI Finland ETF2.75
EWOiShares MSCI Austria ETF2.43
FDDFirst Trust STOXX European Select Dividend Index Fund2.15
NORWGlobal X MSCI Norway ETF2.12
ENORiShares MSCI Norway ETF2.11
OPPEWisdomTree European Opportunities Fund2.09
EWPiShares MSCI Spain ETF1.84
FEPFirst Trust Europe AlphaDEX Fund1.83
FEUZFirst Trust Eurozone AlphaDEX ETF1.79
EWNiShares MSCI Netherlands ETF1.78
FLGRFranklin FTSE Germany ETF0.27

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FLGR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FLGR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FLGR fit in your portfolio?

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