Franklin Liberty U.S. Low Volatility ETF (FLLV)

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

Franklin Liberty U.S. Low Volatility ETF (FLLV) has returned 7.36% so far this year and 21.14% over the past 12 months.

Based on dividend-adjusted daily data since Sep 22, 2016, FLLV's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FLLV closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.5%.

Franklin Liberty U.S. Low Volatility ETF has an annualized alpha of 3.22%, beta of 0.76, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 23, 2016.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.71%) than losses (84.34%) — typical of diversified or defensive assets.
• This ETF generated an annualized alpha of 3.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

FLLV has an expense ratio of 0.29%, placing it in the medium range.

FLLV ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for Franklin Liberty U.S. Low Volatility ETF (FLLV) and compare them to a chosen benchmark (S&P 500 Index).

Franklin Liberty U.S. Low Volatility ETF provided a 4.80% dividend yield over the last twelve months, with an annual payout of $3.10 per share. The fund has been increasing its distributions for 9 consecutive years.

The table displays the monthly dividend distributions for Franklin Liberty U.S. Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Franklin Liberty U.S. Low Volatility 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 Liberty U.S. Low Volatility ETF was 33.95%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Franklin Liberty U.S. Low Volatility ETF drawdown is 2.97%.

The chart below shows the rolling one-month volatility.