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Franklin LibertyQ Emerging Markets ETF (FLQE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P2074
CUSIP35473P207
IssuerFranklin Templeton
Inception DateJun 1, 2016
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities
Index TrackedLibertyQ Emerging Markets
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin LibertyQ Emerging Markets ETF has a high expense ratio of 0.45%, indicating higher-than-average management fees.


Expense ratio chart for FLQE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

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Franklin LibertyQ Emerging Markets ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin LibertyQ Emerging Markets 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%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10
10.07%
21.30%
FLQE (Franklin LibertyQ Emerging Markets ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A6.92%
1 monthN/A-2.83%
6 monthsN/A23.86%
1 yearN/A23.33%
5 years (annualized)N/A11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.42%
2023-3.79%-2.58%6.87%4.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLQE is 45, 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 FLQE is 4545
Franklin LibertyQ Emerging Markets ETF(FLQE)
The Sharpe Ratio Rank of FLQE is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of FLQE is 2929Sortino Ratio Rank
The Omega Ratio Rank of FLQE is 5454Omega Ratio Rank
The Calmar Ratio Rank of FLQE is 2222Calmar Ratio Rank
The Martin Ratio Rank of FLQE is 8787Martin 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 Emerging Markets ETF (FLQE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLQE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10
0.45
2.54
FLQE (Franklin LibertyQ Emerging Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin LibertyQ Emerging Markets ETF granted a 4.63% dividend yield in the last twelve months. The annual payout for that period amounted to $1.13 per share.


PeriodTTM20232022202120202019201820172016
Dividend$1.13$1.10$0.66$1.22$0.11$1.78$0.16$0.17$0.09

Dividend yield

4.63%4.45%2.93%4.06%0.37%5.98%0.56%0.52%0.35%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.54$0.00$0.00$0.23
2022$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.30$0.00$0.00$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.99
2020$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$1.49
2018$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.11
2017$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.11
2016$0.09

Drawdowns

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10
-20.90%
-0.26%
FLQE (Franklin LibertyQ Emerging Markets ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin LibertyQ Emerging Markets 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 Emerging Markets ETF was 38.61%, occurring on Mar 23, 2020. Recovery took 225 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.61%Jan 29, 2018541Mar 23, 2020225Feb 11, 2021766
-35.2%Feb 17, 2022172Oct 24, 2022
-10.67%Aug 16, 201654Nov 11, 201658Feb 15, 2017112
-8.22%Jun 3, 2021120Nov 26, 202153Feb 16, 2022173
-5.08%Feb 18, 202125Mar 24, 202121Apr 23, 202146

Volatility

Volatility Chart

The current Franklin LibertyQ Emerging Markets ETF volatility is 0.32%, 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.


0.00%2.00%4.00%6.00%8.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10
0.32%
1.98%
FLQE (Franklin LibertyQ Emerging Markets ETF)
Benchmark (^GSPC)