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Franklin LibertyQ International Equity Hedged ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P1084
CUSIP35473P108
IssuerFranklin Templeton
Inception DateJun 1, 2016
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedLibertyQ International Equity Hedged Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin LibertyQ International Equity Hedged ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


Franklin LibertyQ International Equity Hedged ETF

Popular comparisons: FLQH vs. ECOW, FLQH vs. ICOW, FLQH vs. IVLU, FLQH vs. EPI, FLQH vs. LVHI, FLQH vs. WDIV, FLQH vs. FNDF, FLQH vs. SCHV, FLQH vs. VYMI, FLQH vs. COWZ

Performance

Performance Chart

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


60.00%80.00%100.00%120.00%140.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10
78.65%
144.09%
FLQH (Franklin LibertyQ International Equity Hedged 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
20240.03%
2023-3.43%-2.79%8.15%4.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FLQH is 82, placing it in the top 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FLQH is 8282
Franklin LibertyQ International Equity Hedged ETF(FLQH)
The Sharpe Ratio Rank of FLQH is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of FLQH is 7171Sortino Ratio Rank
The Omega Ratio Rank of FLQH is 9898Omega Ratio Rank
The Calmar Ratio Rank of FLQH is 7272Calmar Ratio Rank
The Martin Ratio Rank of FLQH is 9999Martin 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 International Equity Hedged ETF (FLQH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLQH
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
1.48
2.54
FLQH (Franklin LibertyQ International Equity Hedged ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin LibertyQ International Equity Hedged ETF granted a 3.08% dividend yield in the last twelve months. The annual payout for that period amounted to $0.95 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.95$0.97$0.23$0.80$1.58$0.44$1.27$1.02$2.72

Dividend yield

3.08%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin LibertyQ International Equity Hedged 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$0.04$0.00$0.00$0.47$0.00$0.00$0.15$0.00$0.00$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.04$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.65
2020$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$1.12
2019$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.24
2018$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.97
2017$0.00$0.00$0.00$0.00$0.00$0.99$0.00$0.00$0.00$0.00$0.00$0.03
2016$2.72

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 100
-0.26%
FLQH (Franklin LibertyQ International Equity Hedged ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin LibertyQ International Equity Hedged 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 International Equity Hedged ETF was 27.76%, occurring on Mar 12, 2020. Recovery took 201 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.76%Feb 20, 202016Mar 12, 2020201Jan 6, 2021217
-20.04%Jan 5, 2022194Oct 12, 202261Jan 10, 2023255
-11.66%Jul 31, 202364Oct 27, 202338Dec 21, 2023102
-10.66%Jul 31, 201874Dec 21, 201851Mar 15, 2019125
-8.88%Jan 10, 201834Mar 2, 201877Jul 30, 2018111

Volatility

Volatility Chart

The current Franklin LibertyQ International Equity Hedged ETF volatility is 0.43%, 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
0.43%
1.98%
FLQH (Franklin LibertyQ International Equity Hedged ETF)
Benchmark (^GSPC)