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Franklin FTSE South Korea ETF (FLKR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P7107

CUSIP

35473P710

Issuer

Franklin Templeton

Inception Date

Nov 2, 2017

Region

Developed Asia Pacific (South Korea)

Leveraged

1x

Index Tracked

FTSE South Korea RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


Expense ratio chart for FLKR: 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:
FLKR vs. EWY FLKR vs. FLJP FLKR vs. HFXI FLKR vs. VOO FLKR vs. VGR FLKR vs. MCHI FLKR vs. LLY FLKR vs. PFE FLKR vs. SCHD FLKR vs. VPU
Popular comparisons:
FLKR vs. EWY FLKR vs. FLJP FLKR vs. HFXI FLKR vs. VOO FLKR vs. VGR FLKR vs. MCHI FLKR vs. LLY FLKR vs. PFE FLKR vs. SCHD FLKR vs. VPU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE South Korea ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-17.11%
8.53%
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE South Korea ETF had a return of -16.90% year-to-date (YTD) and -14.92% in the last 12 months.


FLKR

YTD

-16.90%

1M

-6.36%

6M

-17.11%

1Y

-14.92%

5Y*

-0.97%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-8.90%8.13%4.59%-6.33%-1.03%6.42%0.27%-1.08%-2.27%-6.84%-2.99%-16.90%
202312.21%-7.41%3.80%-0.54%3.83%0.56%6.76%-7.38%-5.12%-7.62%15.00%6.74%19.16%
2022-7.78%0.46%-1.32%-6.61%1.42%-14.11%4.09%-4.33%-18.71%9.06%16.73%-5.41%-27.50%
20212.18%0.19%1.66%1.22%2.01%1.85%-5.01%-2.33%-6.83%-1.52%-5.17%4.64%-7.54%
2020-8.26%-4.99%-12.43%8.72%4.96%7.12%5.80%5.60%2.42%-0.62%18.38%13.56%42.64%
201910.17%-2.31%-3.99%0.83%-9.59%7.36%-6.17%-3.59%5.47%3.96%-0.27%8.83%8.87%
20183.83%-6.95%3.82%-0.46%-5.25%-5.60%-0.65%-0.34%1.24%-14.47%3.95%-1.12%-21.30%
20170.08%2.77%2.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLKR is 3, meaning it’s performing worse than 97% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLKR is 33
Overall Rank
The Sharpe Ratio Rank of FLKR is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 44
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 44
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 44
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 11
Martin 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 South Korea ETF (FLKR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FLKR, currently valued at -0.60, compared to the broader market0.002.004.00-0.602.10
The chart of Sortino ratio for FLKR, currently valued at -0.73, compared to the broader market-2.000.002.004.006.008.0010.00-0.732.80
The chart of Omega ratio for FLKR, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.39
The chart of Calmar ratio for FLKR, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.343.09
The chart of Martin ratio for FLKR, currently valued at -1.58, compared to the broader market0.0020.0040.0060.0080.00100.00-1.5813.49
FLKR
^GSPC

The current Franklin FTSE South Korea ETF Sharpe ratio is -0.60. 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 South Korea 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.60
2.10
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE South Korea ETF provided a 6.58% dividend yield over the last twelve months, with an annual payout of $1.18 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.18$0.52$0.61$0.59$0.30$0.45$0.38$0.27

Dividend yield

6.58%2.29%3.13%2.12%0.99%2.09%1.86%1.02%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE South Korea 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$1.18$0.00$0.00$0.00$0.00$0.00$0.00$1.18
2023$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.35$0.52
2022$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.54$0.61
2021$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.40$0.59
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2019$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.40$0.45
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2017$0.27$0.27

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.45%
-2.62%
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE South Korea 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 South Korea ETF was 50.06%, occurring on Sep 30, 2022. The portfolio has not yet recovered.

The current Franklin FTSE South Korea ETF drawdown is 40.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.06%Jan 11, 2021435Sep 30, 2022
-48.42%Jan 30, 2018513Mar 23, 2020171Nov 23, 2020684
-4.36%Nov 27, 20176Dec 7, 201713Dec 29, 201719
-3.53%Dec 16, 20205Dec 22, 20203Dec 28, 20208
-2.09%Dec 8, 20201Dec 8, 20202Dec 10, 20203

Volatility

Volatility Chart

The current Franklin FTSE South Korea ETF volatility is 5.99%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.99%
3.79%
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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