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

ETF Info

IssuerFranklin Templeton
Inception DateOct 9, 2018
RegionMiddle East (Saudi Arabia)
CategoryEmerging Markets Equities
Leveraged1x
Index TrackedFTSE Saudi Arabia RIC Capped Index
Home Pagewww.franklintempleton.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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%

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. SPY, FLSA vs. AAPL, FLSA vs. SCHD, FLSA vs. VOOG, FLSA vs. QQQM, FLSA vs. SCHX, FLSA vs. VWO

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.74%
10.27%
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Saudi Arabia ETF had a return of 0.83% year-to-date (YTD) and 8.42% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.83%19.77%
1 month1.46%-0.67%
6 months-1.74%10.27%
1 year8.42%31.07%
5 years (annualized)10.85%13.22%
10 years (annualized)N/A10.92%

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%0.83%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLSA is 17, indicating that it is in the bottom 17% 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 1717
Combined Rank
The Sharpe Ratio Rank of FLSA is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of FLSA is 1717Sortino Ratio Rank
The Omega Ratio Rank of FLSA is 1616Omega Ratio Rank
The Calmar Ratio Rank of FLSA is 2020Calmar Ratio Rank
The Martin Ratio Rank of FLSA is 1515Martin 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.


FLSA
Sharpe ratio
The chart of Sharpe ratio for FLSA, currently valued at 0.72, compared to the broader market0.002.004.006.000.72
Sortino ratio
The chart of Sortino ratio for FLSA, currently valued at 1.07, compared to the broader market0.005.0010.001.07
Omega ratio
The chart of Omega ratio for FLSA, currently valued at 1.13, compared to the broader market1.001.502.002.503.003.501.13
Calmar ratio
The chart of Calmar ratio for FLSA, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.000.46
Martin ratio
The chart of Martin ratio for FLSA, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current Franklin FTSE Saudi Arabia ETF Sharpe ratio is 0.72. 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
0.72
2.67
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Saudi Arabia ETF provided a 3.27% 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

3.27%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$0.17$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
-12.75%
-2.59%
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 12.75%.


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 3.15%, 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
3.15%
3.11%
FLSA (Franklin FTSE Saudi Arabia ETF)
Benchmark (^GSPC)