- ISIN
- US35473P7446
- CUSIP
- 35473P744
- 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 Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $4B
Share Price Chart
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Performance
FLJP Performance Chart
Franklin FTSE Japan ETF (FLJP) is up 16.2% since the beginning of the year. FLJP is currently trading at $40 per share. Investors who bought $1,000 worth of FLJP shares 5 years ago would now be looking at an investment worth $1,541.
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Returns By Period
Franklin FTSE Japan ETF (FLJP) has returned 16.23% so far this year and 32.70% over the past 12 months.
Franklin FTSE Japan ETF
- 1D
- 0.33%
- 1M
- 6.40%
- YTD
- 16.23%
- 6M
- 17.97%
- 1Y
- 32.70%
- 3Y*
- 18.66%
- 5Y*
- 9.03%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
FLJP Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2017, FLJP's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +11.5%, while the worst month was Oct 2018 at -9.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FLJP closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.18% | 8.26% | -8.64% | 5.25% | 4.49% | 0.63% | 16.23% | ||||||
| 2025 | 1.75% | 0.34% | 0.65% | 3.95% | 3.93% | 2.05% | -1.24% | 6.39% | 2.31% | 3.15% | 0.03% | 0.90% | 26.79% |
| 2024 | 2.93% | 4.17% | 3.40% | -5.61% | 2.42% | -0.62% | 4.38% | 1.47% | -0.13% | -5.13% | 2.43% | -2.27% | 6.99% |
| 2023 | 7.32% | -4.36% | 4.77% | 0.52% | 0.52% | 4.90% | 2.66% | -2.45% | -2.36% | -2.12% | 6.03% | 3.74% | 20.00% |
| 2022 | -4.02% | -1.44% | -2.50% | -7.86% | 1.72% | -6.94% | 6.12% | -4.31% | -8.68% | 2.12% | 11.47% | -1.76% | -16.57% |
| 2021 | -0.60% | 1.49% | 1.23% | -1.84% | 1.71% | -0.87% | -0.50% | 1.86% | 2.59% | -2.78% | -3.20% | 2.13% | 0.99% |
Benchmark Metrics
Franklin FTSE Japan ETF has an annualized alpha of -0.42%, beta of 0.68, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.
- This ETF participated in 73.89% of S&P 500 Index downside but only 60.49% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.42%
- Beta
- 0.68
- R²
- 0.53
- Upside Capture
- 60.49%
- Downside Capture
- 73.89%
Expense Ratio
FLJP has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
FLJP ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and compare them to S&P 500 Index.
| FLJP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.93 | -0.46 |
| Martin ratioReturn relative to average drawdown | 8.62 | 13.52 | -4.90 |
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 ETF provided a 4.43% dividend yield over the last twelve months, with an annual payout of $1.77 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.77 | $1.77 | $1.30 | $0.84 | $0.46 | $0.70 | $0.45 | $0.59 | $0.34 | $0.03 |
Dividend yield | 4.43% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin FTSE Japan 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 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.52 | $1.77 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $1.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.84 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.70 |
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 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 ETF was 32.49%, occurring on Oct 14, 2022. Recovery took 348 trading sessions.
The current Franklin FTSE Japan ETF drawdown is 0.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -32.49%Oct 2022 | 1y 28d | 1y 4mo | 2y 5moSep 2021 - Mar 2024 |
COVID crash2020 | -31.07%Mar 2020 | 2y 1mo | 7mo 25d | 2y 9moJan 2018 - Nov 2020 |
2025 selloff2025 | -14.17%Apr 2025 | 6mo 12d | 21d | 7mo 3dSep 2024 - Apr 2025 |
2026 correction2026 | -13.30%Mar 2026 | 1mo 6d | — | 3mo 22dFeb 2026 - now |
2024 correction2024 | -11.41%Aug 2024 | 20d | 17d | 1mo 7dJul 2024 - Aug 2024 |
Drawdown Indicators
| FLJP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.49% | -56.78% | +24.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -9.10% | -4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -18.90% | +4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -32.49% | -25.43% | -7.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.07% | -0.74% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -10.72% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 1.97% | +1.83% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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