PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin LibertyQ International Equity Hedged ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P1084

CUSIP

35473P108

Issuer

Franklin Templeton

Inception Date

Jun 1, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

LibertyQ International Equity Hedged Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLQH features an expense ratio of 0.40%, falling within the medium range.


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


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


80.00%100.00%120.00%140.00%160.00%12 PMMon 1712 PMTue 1812 PMWed 1912 PMThu 2012 PMFri 21
78.65%
158.75%
FLQH (Franklin LibertyQ International Equity Hedged ETF)
Benchmark (^GSPC)

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.03%0.00%0.03%
20238.59%-3.28%2.53%2.96%-3.95%2.81%3.25%-4.24%-3.43%-2.79%8.15%4.77%15.14%
2022-2.90%-0.90%2.92%-1.23%0.43%-5.03%4.28%-5.54%-11.96%6.37%14.08%-1.26%-3.04%
2021-0.38%1.60%4.46%1.64%2.32%1.44%1.30%1.00%-3.66%2.69%-0.35%3.95%16.95%
2020-0.37%-6.31%-10.98%3.53%5.15%0.87%-1.76%2.46%0.74%-3.82%10.43%3.08%1.29%
20195.29%3.22%1.64%1.82%-2.90%4.13%0.92%-0.26%2.94%1.48%1.70%1.12%22.98%
2018-0.75%-2.19%-1.22%3.09%0.60%0.09%2.52%-0.47%0.05%-6.30%2.35%-4.29%-6.73%
2017-0.61%3.08%3.53%0.71%2.56%-1.24%-0.21%1.08%0.99%2.20%0.48%0.42%13.65%
2016-2.85%4.86%-1.57%1.01%-1.17%-0.49%4.00%3.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, FLQH is among the top 21% 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 FLQH is 7979
Overall Rank
The Sharpe Ratio Rank of FLQH is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FLQH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLQH is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FLQH 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 International Equity Hedged ETF (FLQH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
FLQH
^GSPC

There is not enough data available to calculate the Sharpe ratio for Franklin LibertyQ International Equity Hedged ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio1.501.601.701.801.9012 PMMon 1712 PMTue 1812 PMWed 1912 PMThu 2012 PMFri 21
1.49
1.88
FLQH (Franklin LibertyQ International Equity Hedged ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin LibertyQ International Equity Hedged ETF provided a 2.82% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.87$0.97$0.23$0.80$1.58$0.44$1.27$1.02$2.72

Dividend yield

2.82%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.02$0.85$0.87
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$0.97
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$0.23
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$0.80
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$1.58
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$0.44
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$1.27
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$1.02
2016$2.72$2.72

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.


0.00%12 PMMon 1712 PMTue 1812 PMWed 1912 PMThu 2012 PMFri 2100
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 0.49%, 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.


0.50%1.00%1.50%2.00%12 PMMon 1712 PMTue 1812 PMWed 1912 PMThu 2012 PMFri 21
0.49%
2.00%
FLQH (Franklin LibertyQ International Equity Hedged ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab