- Issuer
- Northern Trust
- Inception Date
- Dec 9, 2021
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Northern Trust Listed Private Equity UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
FLPE.L Performance Chart
Northern Trust Listed Private Equity UCITS ETF (FLPE.L) is down 14.0% since the beginning of the year. FLPE.L is currently trading at £22 per share.
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Returns By Period
Northern Trust Listed Private Equity UCITS ETF (FLPE.L) has returned -13.96% so far this year and -15.94% over the past 12 months.
Northern Trust Listed Private Equity UCITS ETF
- 1D
- -1.43%
- 1M
- -0.02%
- 6M
- -14.85%
- YTD
- -13.96%
- 1Y
- -15.94%
- 3Y*
- 10.46%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
FLPE.L Monthly Returns History
Based on dividend-adjusted daily data since Jan 31, 2022, FLPE.L's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, an investment would double in approximately 36.1 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2023 with a return of +15.4%, while the worst month was Feb 2022 at -30.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FLPE.L closed higher 50% of trading days. The best single day was Nov 11, 2022 with a return of +8.3%, while the worst single day was Feb 7, 2022 at -26.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.20% | -11.17% | -6.72% | 6.42% | 2.95% | -4.25% | 4.42% | -13.96% | |||||
| 2025 | 7.80% | -7.27% | -9.39% | -2.51% | 3.30% | 4.65% | 8.60% | -1.68% | -1.30% | -2.07% | -2.80% | 2.61% | -1.74% |
| 2024 | 0.60% | 3.95% | 4.23% | -1.82% | 2.28% | 0.32% | 5.66% | -3.04% | 4.86% | 4.51% | 9.92% | -3.05% | 31.38% |
| 2023 | 10.15% | 0.55% | -5.70% | 0.32% | -1.60% | 5.22% | 6.26% | -0.99% | 4.24% | -8.53% | 15.38% | 7.66% | 35.15% |
| 2022 | 0.00% | -29.98% | 2.34% | -7.93% | 1.15% | -9.21% | 12.99% | -1.78% | -9.45% | 2.35% | 5.74% | -4.98% | -37.39% |
Benchmark Metrics
Northern Trust Listed Private Equity UCITS ETF has an annualized alpha of -4.56%, beta of 0.62, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.
- This ETF participated in 152.86% of S&P 500 Index downside but only 86.27% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.62 may look defensive, but with R2 of 0.15 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.15 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -4.56%
- Beta
- 0.62
- R²
- 0.15
- Upside Capture
- 86.27%
- Downside Capture
- 152.86%
Expense Ratio
FLPE.L has an expense ratio of 0.40%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FLPE.L ranks 4 for risk / return — in the bottom 4% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Northern Trust Listed Private Equity UCITS ETF (FLPE.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLPE.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.31 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.50 | -3.07 |
| Martin ratioReturn relative to average drawdown | -1.06 | 9.11 | -10.17 |
Dividends
Dividend History
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 Northern Trust Listed Private Equity UCITS 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 Northern Trust Listed Private Equity UCITS ETF was 43.46%, occurring on Jun 16, 2022. Recovery took 582 trading sessions.
The current Northern Trust Listed Private Equity UCITS ETF drawdown is 21.58%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-43.46%Jun 2022 | 4mo 13d | 2y 3mo | 2y 8moFeb 2022 - Oct 2024 | Bear market2022 |
-30.16%Mar 2026 | 1y 1mo | — | 1y 5moFeb 2025 - now | — |
-4.68%Jan 2025 | 1mo 8d | 3d | 1mo 11dDec 2024 - Jan 2025 | — |
-3.07%Jan 2025 | 3d | 4d | 7dJan 2025 - Jan 2025 | — |
-2.85%Nov 2024 | 14d | 2d | 16dOct 2024 - Nov 2024 | — |
Drawdown Indicators
| FLPE.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.46% | -37.07% | -6.39% |
Max Drawdown (1Y)Largest decline over 1 year | -28.35% | -8.03% | -20.32% |
Max Drawdown (3Y)Largest decline over 3 years | -30.16% | -22.15% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -21.58% | -1.42% | -20.16% |
Average DrawdownAverage peak-to-trough decline | -20.81% | -5.29% | -15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.26% | 2.20% | +13.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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