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Franklin FTSE Switzerland ETF (FLSW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P6943

CUSIP

35473P694

Issuer

Franklin Templeton

Inception Date

Feb 6, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

FTSE Switzerland RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLSW has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for FLSW: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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:
FLSW vs. FLJH FLSW vs. QQQ FLSW vs. EWL FLSW vs. FLGR FLSW vs. SPY FLSW vs. EXS1.DE FLSW vs. NOVN.SW FLSW vs. HEAE.L FLSW vs. VOO FLSW vs. UNA.AS
Popular comparisons:
FLSW vs. FLJH FLSW vs. QQQ FLSW vs. EWL FLSW vs. FLGR FLSW vs. SPY FLSW vs. EXS1.DE FLSW vs. NOVN.SW FLSW vs. HEAE.L FLSW vs. VOO FLSW vs. UNA.AS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE Switzerland 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%JulyAugustSeptemberOctoberNovemberDecember
-4.51%
8.53%
FLSW (Franklin FTSE Switzerland ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Switzerland ETF had a return of -1.59% year-to-date (YTD) and 0.16% in the last 12 months.


FLSW

YTD

-1.59%

1M

-2.35%

6M

-4.51%

1Y

0.16%

5Y*

5.36%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.42%-1.23%1.75%-4.70%8.26%-0.02%5.02%4.75%-1.46%-5.10%-1.78%-1.59%
20237.15%-4.26%4.68%5.71%-3.55%2.02%3.18%-3.29%-5.65%-3.86%8.54%6.41%16.79%
2022-6.42%-2.60%2.16%-5.62%-1.71%-6.62%4.62%-6.26%-7.32%4.25%9.47%-2.17%-18.14%
2021-1.16%-2.07%1.80%4.59%5.69%1.82%3.61%1.40%-8.27%6.93%-0.73%6.50%20.82%
20200.51%-7.28%-5.94%5.05%4.04%3.21%3.29%3.36%-1.53%-5.37%9.64%5.01%13.25%
20195.34%3.77%2.45%2.27%-0.50%6.86%-1.43%0.96%0.52%2.36%1.05%4.49%31.66%
20180.92%-3.92%-0.39%1.13%-2.78%6.50%0.18%-0.26%-8.22%4.29%-4.60%-7.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLSW is 15, meaning it’s performing worse than 85% of other 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 FLSW is 1515
Overall Rank
The Sharpe Ratio Rank of FLSW is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSW is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FLSW is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FLSW is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FLSW is 1515
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 Switzerland ETF (FLSW) 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 FLSW, currently valued at 0.12, compared to the broader market0.002.004.000.122.10
The chart of Sortino ratio for FLSW, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.0010.000.252.80
The chart of Omega ratio for FLSW, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.39
The chart of Calmar ratio for FLSW, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.113.09
The chart of Martin ratio for FLSW, currently valued at 0.33, compared to the broader market0.0020.0040.0060.0080.00100.000.3313.49
FLSW
^GSPC

The current Franklin FTSE Switzerland ETF Sharpe ratio is 0.12. 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 Switzerland 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.12
2.10
FLSW (Franklin FTSE Switzerland ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Switzerland ETF provided a 2.00% dividend yield over the last twelve months, with an annual payout of $0.64 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.64$0.78$0.59$0.68$0.70$0.32$0.61

Dividend yield

2.00%2.36%2.02%1.86%2.28%1.15%2.85%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Switzerland 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$0.64$0.00$0.00$0.00$0.00$0.00$0.00$0.64
2023$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.05$0.78
2022$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.05$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.01$0.68
2020$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.06$0.70
2019$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.02$0.32
2018$0.61$0.00$0.00$0.00$0.00$0.00$0.00$0.61

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.47%
-2.62%
FLSW (Franklin FTSE Switzerland ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Switzerland 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 Switzerland ETF was 28.16%, occurring on Sep 26, 2022. Recovery took 450 trading sessions.

The current Franklin FTSE Switzerland ETF drawdown is 12.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.16%Dec 30, 2021186Sep 26, 2022450Jul 12, 2024636
-26.83%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-12.79%Sep 3, 202477Dec 19, 2024
-12.63%Feb 16, 201892Dec 24, 201832Mar 18, 2019124
-9.22%Sep 18, 202031Oct 30, 202011Nov 16, 202042

Volatility

Volatility Chart

The current Franklin FTSE Switzerland ETF volatility is 3.91%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.79%
FLSW (Franklin FTSE Switzerland ETF)
Benchmark (^GSPC)
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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.

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