Franklin Liberty U.S. Low Volatility ETF (FLLV)
FLLV is an actively managed ETF by Franklin Templeton. FLLV launched on Sep 20, 2016 and has a 0.29% expense ratio.
ETF Info
| ISIN | US35473P5044 |
|---|---|
| CUSIP | 35473P504 |
| Issuer | Franklin Templeton |
| Inception Date | Sep 20, 2016 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
FLLV features an expense ratio of 0.29%, falling within the medium range.
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.
Popular comparisons: FLLV vs. PSET, FLLV vs. USMV, FLLV vs. KBWD, FLLV vs. JPST, FLLV vs. FNDX, FLLV vs. RWL, FLLV vs. LGLV
Performance
Performance Chart
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.
Returns By Period
Franklin Liberty U.S. Low Volatility ETF had a return of 13.34% year-to-date (YTD) and 19.90% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.34% | 24.72% |
| 1 month | -0.76% | 2.30% |
| 6 months | 7.66% | 12.31% |
| 1 year | 19.90% | 32.12% |
| 5 years (annualized) | 11.01% | 13.81% |
| 10 years (annualized) | N/A | 11.31% |
Monthly Returns
The table below presents the monthly returns of FLLV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.10% | 2.11% | 2.77% | -4.58% | 2.32% | 0.90% | 4.20% | 2.20% | 1.50% | -1.27% | 13.34% | ||
| 2023 | 3.10% | -2.82% | 2.07% | 1.31% | -2.53% | 5.51% | 2.58% | -0.92% | -4.20% | -1.81% | 7.55% | 3.94% | 13.87% |
| 2022 | -5.04% | -3.40% | 4.53% | -5.67% | 1.21% | -5.83% | 6.99% | -3.32% | -8.29% | 9.89% | 5.59% | -3.57% | -8.52% |
| 2021 | -2.90% | 1.21% | 5.56% | 4.71% | 0.68% | 1.84% | 3.30% | 1.62% | -4.61% | 5.07% | -1.26% | 6.60% | 23.34% |
| 2020 | 0.96% | -8.10% | -12.62% | 11.68% | 5.58% | -0.33% | 4.84% | 4.88% | -1.94% | -3.07% | 9.66% | 2.87% | 12.33% |
| 2019 | 7.68% | 4.50% | 2.69% | 3.54% | -3.57% | 6.11% | 2.03% | 0.21% | 1.01% | -0.03% | 2.78% | 2.16% | 32.72% |
| 2018 | 4.49% | -2.53% | -2.37% | -0.27% | 2.49% | -0.39% | 4.28% | 3.09% | 1.28% | -5.02% | 3.08% | -8.27% | -1.02% |
| 2017 | 1.29% | 3.84% | 0.04% | 0.85% | -0.27% | 3.00% | 1.17% | -0.32% | 1.29% | 2.84% | 2.40% | 2.06% | 19.66% |
| 2016 | -1.19% | -2.61% | 3.63% | 1.65% | 1.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FLLV is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Franklin Liberty U.S. Low Volatility ETF (FLLV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Franklin Liberty U.S. Low Volatility ETF provided a 2.95% dividend yield over the last twelve months, with an annual payout of $1.72 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.72 | $0.91 | $0.00 | $0.72 | $0.00 | $0.50 | $0.00 | $0.43 | $0.13 |
Dividend yield | 2.95% | 1.75% | 0.00% | 1.41% | 0.00% | 1.31% | 0.00% | 1.44% | 0.50% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.34 | $0.17 | $0.25 | $0.20 | $0.22 | $0.00 | $1.33 | |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.40 | $0.91 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.25 | $0.72 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.18 | $0.50 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.43 |
| 2016 | $0.13 | $0.13 |
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.
Worst Drawdowns
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 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.95% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -18.4% | Dec 30, 2021 | 189 | Sep 30, 2022 | 292 | Nov 30, 2023 | 481 |
| -15.01% | Oct 3, 2018 | 47 | Dec 24, 2018 | 37 | Feb 20, 2019 | 84 |
| -7.73% | Jan 30, 2018 | 19 | Mar 23, 2018 | 36 | Jul 18, 2018 | 55 |
| -6.82% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Franklin Liberty U.S. Low Volatility ETF volatility is 2.45%, 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.