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

ETF Info

ISINUS35473P7107
CUSIP35473P710
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionDeveloped Asia Pacific (South Korea)
CategoryAsia Pacific Equities
Index TrackedFTSE South Korea RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

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


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


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE South Korea ETF

Popular comparisons: FLKR vs. EWY, FLKR vs. MCHI, FLKR vs. VOO, FLKR vs. FLJP, FLKR vs. LLY, FLKR vs. HFXI, FLKR vs. VGR, FLKR vs. SCHD, FLKR vs. PFE, 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
15.54%
21.14%
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE South Korea ETF had a return of -3.29% year-to-date (YTD) and 9.37% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-3.29%6.33%
1 month-6.67%-2.81%
6 months15.53%21.13%
1 year9.37%24.56%
5 years (annualized)3.00%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.90%8.13%4.59%
2023-5.12%-7.62%15.00%6.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLKR is 25, 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 FLKR is 2525
Franklin FTSE South Korea ETF(FLKR)
The Sharpe Ratio Rank of FLKR is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 2626Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 2626Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 2525Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 2626Martin 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.


FLKR
Sharpe ratio
The chart of Sharpe ratio for FLKR, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.000.31
Sortino ratio
The chart of Sortino ratio for FLKR, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.000.58
Omega ratio
The chart of Omega ratio for FLKR, currently valued at 1.07, compared to the broader market1.001.502.001.07
Calmar ratio
The chart of Calmar ratio for FLKR, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.000.15
Martin ratio
The chart of Martin ratio for FLKR, currently valued at 0.88, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current Franklin FTSE South Korea ETF Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.31
1.91
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE South Korea ETF granted a 2.36% dividend yield in the last twelve months. The annual payout for that period amounted to $0.52 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.52$0.52$0.61$0.59$0.30$0.45$0.38$0.27

Dividend yield

2.36%2.28%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
2021$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.40
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
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
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
2017$0.27

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-30.69%
-3.48%
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 30.69%.


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
-4.35%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 6.86%, 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%NovemberDecember2024FebruaryMarchApril
6.86%
3.59%
FLKR (Franklin FTSE South Korea ETF)
Benchmark (^GSPC)