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Franklin LibertyQ Global Dividend ETF (FLQD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P3064

CUSIP

35473P306

Inception Date

Jun 1, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

LibertyQ Global Dividend Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLQD has an expense ratio of 0.45%, placing it in 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.


Performance

Performance Chart


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S&P 500

Returns By Period


FLQD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.01%0.00%0.00%3.01%
20236.52%-2.30%2.99%0.66%0.44%5.61%3.42%-1.82%-5.45%-2.35%9.62%4.35%22.72%
2022-0.68%-2.07%1.98%-3.38%-0.02%-8.05%4.15%-4.20%-10.13%7.37%5.57%-6.80%-16.55%
2021-1.63%2.12%5.51%1.78%3.87%-0.16%0.74%2.43%-3.61%3.86%-3.36%7.13%19.66%
2020-1.60%-9.10%-14.99%7.63%1.87%3.78%3.39%5.18%-1.67%-3.16%13.21%4.04%5.54%
20196.77%2.54%0.95%2.59%-3.95%6.05%-0.34%-2.06%3.33%2.69%0.76%3.39%24.60%
20183.14%-4.53%-0.48%-1.30%-1.57%-0.19%4.18%-0.81%0.58%-5.42%4.07%-6.21%-8.83%
20172.06%4.20%1.18%0.18%2.00%-0.27%1.58%0.18%1.36%-0.39%1.35%2.85%17.44%
20160.66%1.73%-0.99%0.74%-2.25%-0.72%1.86%0.96%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, FLQD is among the top 10% of 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 FLQD is 9090
Overall Rank
The Sharpe Ratio Rank of FLQD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FLQD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FLQD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLQD is 9999
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 LibertyQ Global Dividend ETF (FLQD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Franklin LibertyQ Global Dividend ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Franklin LibertyQ Global Dividend ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.23 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.23$0.71$0.12$1.09$0.91$1.05$0.96$1.01$0.42

Dividend yield

0.00%1.91%0.40%2.98%2.90%3.40%3.74%3.47%1.63%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin LibertyQ Global Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.12$0.23$0.35
2023$0.00$0.00$0.04$0.00$0.00$0.24$0.00$0.00$0.20$0.00$0.00$0.23$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.02$0.00$0.00$0.05$0.12
2021$0.00$0.00$0.08$0.00$0.00$0.43$0.00$0.00$0.20$0.00$0.00$0.37$1.09
2020$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.42$0.00$0.00$0.25$0.91
2019$0.00$0.00$0.12$0.00$0.00$0.24$0.00$0.00$0.34$0.00$0.00$0.34$1.05
2018$0.00$0.00$0.13$0.00$0.00$0.24$0.00$0.00$0.30$0.00$0.00$0.29$0.96
2017$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.45$0.00$0.00$0.22$1.01
2016$0.21$0.00$0.00$0.21$0.42

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 Franklin LibertyQ Global Dividend 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 LibertyQ Global Dividend ETF was 35.21%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Jan 21, 202044Mar 23, 2020164Nov 16, 2020208
-23.5%Jan 13, 2022188Oct 12, 2022302Dec 26, 2023490
-16.1%Jan 29, 2018212Dec 24, 2018109Jun 20, 2019321
-6.47%Jul 25, 201914Aug 14, 201940Oct 15, 201954
-6.26%Aug 12, 201657Nov 4, 201654Feb 3, 2017111
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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