Franklin Liberty Systematic Style Premia ETF (FLSP)
FLSP is an actively managed ETF by Franklin Templeton. FLSP launched on Dec 18, 2019 and has a 0.65% expense ratio.
ETF Info
Dec 18, 2019
Developed Markets (Broad)
1x
No Index (Active)
Multi-Cap
Blend
Expense Ratio
FLSP has an expense ratio of 0.65%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Franklin Liberty Systematic Style Premia ETF (FLSP) returned 0.59% year-to-date (YTD) and 4.94% over the past 12 months.
FLSP
0.59%
0.21%
0.64%
4.94%
4.95%
3.93%
N/A
^GSPC (Benchmark)
-0.67%
10.48%
-1.79%
10.08%
13.71%
14.60%
10.64%
Monthly Returns
The table below presents the monthly returns of FLSP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.25% | 2.10% | 0.82% | -1.67% | -0.37% | 0.59% | |||||||
| 2024 | 4.90% | 3.48% | 1.94% | -1.61% | 4.03% | -3.49% | 0.27% | 0.72% | 0.77% | -1.02% | 1.21% | 0.27% | 11.75% |
| 2023 | -0.87% | -0.50% | 1.47% | 1.18% | -0.35% | 1.94% | 0.61% | 3.04% | -0.63% | 0.20% | -0.47% | -2.42% | 3.14% |
| 2022 | -1.25% | -5.20% | 4.61% | 3.06% | 2.22% | -3.43% | -1.21% | 0.47% | 0.14% | 0.47% | -4.55% | 5.77% | 0.44% |
| 2021 | 0.77% | -3.17% | 2.54% | 0.86% | 1.92% | -0.13% | 2.73% | 0.22% | -0.73% | 1.61% | 1.44% | 3.00% | 11.45% |
| 2020 | 1.16% | -3.18% | -5.28% | -4.60% | 2.96% | 0.09% | 0.15% | -0.39% | -0.95% | -2.86% | -3.29% | 0.19% | -15.19% |
| 2019 | 0.92% | 0.92% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FLSP is 43, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Franklin Liberty Systematic Style Premia ETF (FLSP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Franklin Liberty Systematic Style Premia ETF provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.28 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.28 | $0.26 | $0.46 | $0.26 | $1.59 | $0.01 |
Dividend yield | 1.18% | 1.18% | 1.19% | 2.18% | 1.20% | 8.08% | 0.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Liberty Systematic Style Premia ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.26 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $1.59 |
| 2019 | $0.01 | $0.01 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Liberty Systematic Style Premia 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 Liberty Systematic Style Premia ETF was 22.75%, occurring on Mar 24, 2021. Recovery took 650 trading sessions.
The current Franklin Liberty Systematic Style Premia ETF drawdown is 2.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.75% | Feb 19, 2020 | 277 | Mar 24, 2021 | 650 | Oct 23, 2023 | 927 |
| -6.69% | Oct 24, 2023 | 3 | Oct 26, 2023 | 2 | Oct 30, 2023 | 5 |
| -6.66% | Apr 2, 2025 | 4 | Apr 7, 2025 | — | — | — |
| -6.08% | Oct 31, 2023 | 34 | Dec 18, 2023 | 31 | Feb 2, 2024 | 65 |
| -4.65% | Jun 3, 2024 | 44 | Aug 5, 2024 | 141 | Feb 27, 2025 | 185 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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