- ISIN
- US35473P6372
- CUSIP
- 35473P637
- Issuer
- Franklin Templeton
- Inception Date
- Nov 2, 2017
- Region
- Developed Asia Pacific (Japan)
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Japan RIC Capped Hedged to USD Net Tax Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $166M
Share Price Chart
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Performance
FLJH Performance Chart
Franklin FTSE Japan Hedged ETF (FLJH) is up 19.5% since the beginning of the year. FLJH is currently trading at $45 per share. Investors who bought $1,000 worth of FLJH shares 5 years ago would now be looking at an investment worth $2,567.
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Returns By Period
Franklin FTSE Japan Hedged ETF (FLJH) has returned 19.46% so far this year and 45.59% over the past 12 months.
Franklin FTSE Japan Hedged ETF
- 1D
- 0.67%
- 1M
- 7.60%
- YTD
- 19.46%
- 6M
- 17.87%
- 1Y
- 45.59%
- 3Y*
- 27.69%
- 5Y*
- 20.75%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
FLJH Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2017, FLJH's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.3%, while the worst month was Oct 2018 at -10.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FLJH closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Dec 21, 2018 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.94% | 9.07% | -7.04% | 5.08% | 6.28% | 0.54% | 19.46% | ||||||
| 2025 | 0.47% | -2.94% | 0.79% | -0.45% | 4.63% | 2.51% | 3.49% | 4.25% | 3.61% | 7.74% | 1.38% | -2.24% | 25.26% |
| 2024 | 7.63% | 6.52% | 4.73% | -0.95% | 2.56% | 2.12% | -2.28% | -0.59% | -1.29% | 0.90% | 1.13% | 3.30% | 25.89% |
| 2023 | 6.53% | 0.29% | 2.75% | 3.36% | 3.32% | 9.27% | 1.39% | 0.30% | 0.86% | -0.13% | 4.38% | -0.69% | 36.02% |
| 2022 | -4.01% | -1.31% | 3.10% | -1.76% | 1.18% | -1.90% | 4.68% | 0.03% | -4.40% | 5.21% | 3.81% | -6.60% | -2.75% |
| 2021 | 0.80% | 3.46% | 4.76% | -3.09% | 2.54% | 0.31% | -1.84% | 2.25% | 3.93% | -0.43% | -4.43% | 4.23% | 12.68% |
Benchmark Metrics
Franklin FTSE Japan Hedged ETF has an annualized alpha of 5.87%, beta of 0.69, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.81%) than losses (60.10%) - typical of diversified or defensive assets.
- Beta of 0.69 may look defensive, but with R2 of 0.45 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.87%
- Beta
- 0.69
- R²
- 0.45
- Upside Capture
- 72.81%
- Downside Capture
- 60.10%
Expense Ratio
FLJH has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
FLJH ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and compare them to S&P 500 Index.
| FLJH | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 2.39 | +0.16 |
Sortino ratioReturn per unit of downside risk | 3.53 | 3.25 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.43 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 4.24 | 3.11 | +1.13 |
Martin ratioReturn relative to average drawdown | 16.62 | 14.38 | +2.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Franklin FTSE Japan Hedged ETF provided a 3.27% dividend yield over the last twelve months, with an annual payout of $1.47 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.47 | $1.47 | $1.59 | $6.70 | $6.48 | $0.41 | $0.00 | $0.00 | $1.26 | $0.03 |
Dividend yield | 3.27% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin FTSE Japan Hedged ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 | $1.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $1.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.38 | $6.70 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.55 | $6.48 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
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 Japan Hedged 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 Japan Hedged ETF was 31.51%, occurring on Mar 16, 2020. Recovery took 166 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.51%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 |
2024 bear market2024 | -20.39%Aug 2024 | 25d | 9mo 25d | 10mo 20dJul 2024 - May 2025 |
Bear market2022 | -15.99%Mar 2022 | 5mo 22d | 8mo 19d | 1y 2moSep 2021 - Nov 2022 |
2026 correction2026 | -10.80%Mar 2026 | 22d | 1mo 19d | 2mo 11dFeb 2026 - May 2026 |
2023 pullback2023 | -8.14%Jan 2023 | 1mo 8d | 1mo 27d | 3mo 5dNov 2022 - Mar 2023 |
Drawdown Indicators
| FLJH | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -56.78% | +25.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -9.10% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -20.39% | -18.90% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -25.43% | +5.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -10.72% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.97% | +0.78% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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