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Franklin FTSE Saudi Arabia ETF (FLSA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Franklin Templeton

Inception Date

Oct 9, 2018

Region

Middle East (Saudi Arabia)

Leveraged

1x

Index Tracked

FTSE Saudi Arabia RIC Capped Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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.


Popular comparisons:
FLSA vs. KSA FLSA vs. KWT FLSA vs. VOO FLSA vs. AAPL FLSA vs. SPY FLSA vs. VOOG FLSA vs. SCHD FLSA vs. QQQM FLSA vs. VWO FLSA vs. SCHX
Popular comparisons:
FLSA vs. KSA FLSA vs. KWT FLSA vs. VOO FLSA vs. AAPL FLSA vs. SPY FLSA vs. VOOG FLSA vs. SCHD FLSA vs. QQQM FLSA vs. VWO FLSA vs. SCHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE Saudi Arabia 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%JuneJulyAugustSeptemberOctoberNovember
0.55%
12.92%
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Saudi Arabia ETF had a return of -0.81% year-to-date (YTD) and 5.44% in the last 12 months.


FLSA

YTD

-0.81%

1M

-1.14%

6M

0.55%

1Y

5.44%

5Y (annualized)

9.58%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.23%5.85%-0.26%-2.18%-6.82%1.54%4.08%0.64%1.22%-1.75%-0.81%
20232.67%-6.73%6.43%6.49%-3.58%4.78%1.73%-2.43%-4.75%-2.30%3.70%7.57%12.99%
202211.52%2.93%2.67%6.40%-6.33%-10.11%6.84%-0.70%-7.65%4.70%-8.36%-2.85%-3.58%
20210.72%3.76%10.94%4.99%1.58%3.18%0.82%3.52%2.28%3.59%-8.55%5.21%35.72%
2020-3.67%-9.44%-9.65%6.97%4.50%1.37%-0.30%7.54%2.77%-3.46%8.97%0.17%3.72%
20198.15%-0.46%4.60%6.15%-8.97%3.48%-0.47%-7.13%0.32%-5.85%1.87%6.73%6.88%
20183.95%-2.81%4.38%5.45%

Expense Ratio

FLSA features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for FLSA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLSA is 13, indicating that it is in the bottom 13% of ETFs on our website 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 FLSA is 1313
Combined Rank
The Sharpe Ratio Rank of FLSA is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FLSA is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FLSA is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FLSA is 1212
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 FTSE Saudi Arabia ETF (FLSA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FLSA, currently valued at 0.39, compared to the broader market0.002.004.000.392.54
The chart of Sortino ratio for FLSA, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.0012.000.633.40
The chart of Omega ratio for FLSA, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.47
The chart of Calmar ratio for FLSA, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.273.66
The chart of Martin ratio for FLSA, currently valued at 0.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.9516.26
FLSA
^GSPC

The current Franklin FTSE Saudi Arabia ETF Sharpe ratio is 0.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin FTSE Saudi Arabia ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.39
2.54
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Saudi Arabia ETF provided a 3.32% dividend yield over the last twelve months, with an annual payout of $1.18 per share.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$1.18$1.12$0.63$0.68$0.57$0.83

Dividend yield

3.32%3.09%1.90%1.95%2.16%3.18%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.54
2023$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.64$1.12
2022$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.30$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.33$0.68
2020$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.18$0.57
2019$0.47$0.00$0.00$0.00$0.00$0.00$0.36$0.83

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.18%
-0.88%
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Saudi Arabia 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 FTSE Saudi Arabia ETF was 38.32%, occurring on Mar 12, 2020. Recovery took 237 trading sessions.

The current Franklin FTSE Saudi Arabia ETF drawdown is 14.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.32%May 6, 2019198Mar 12, 2020237Mar 9, 2021435
-27.25%Apr 19, 2022230Mar 17, 2023
-10.83%Nov 15, 202111Nov 30, 202129Jan 12, 202240
-5.37%Apr 29, 202110May 12, 202114Jun 2, 202124
-3.88%Jun 30, 202113Jul 19, 202110Aug 2, 202123

Volatility

Volatility Chart

The current Franklin FTSE Saudi Arabia ETF volatility is 3.32%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.32%
3.96%
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)