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

ETF Info

ISIN

US35473P6943

CUSIP

35473P694

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.


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.


Performance

Performance Chart


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Returns By Period

Franklin FTSE Switzerland ETF (FLSW) returned 18.11% year-to-date (YTD) and 13.83% over the past 12 months.


FLSW

YTD

18.11%

1M

5.14%

6M

15.16%

1Y

13.83%

5Y*

10.20%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

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
20257.41%4.09%0.03%4.46%1.10%18.11%
2024-1.42%-1.23%1.75%-4.70%8.26%-0.02%5.02%4.75%-1.46%-5.10%-1.78%-4.86%-1.77%
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%9.48%-2.17%-18.14%
2021-1.16%-2.07%1.80%4.59%5.69%1.83%3.61%1.40%-8.27%6.93%-0.73%6.50%20.83%
20200.51%-7.28%-5.94%5.05%4.04%3.22%3.29%3.35%-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%-3.91%-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

With an overall rank of 78, FLSW is among the top 22% 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 FLSW is 7878
Overall Rank
The Sharpe Ratio Rank of FLSW is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLSW is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FLSW is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FLSW is 6969
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Franklin FTSE Switzerland ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.93
  • 5-Year: 0.69
  • All Time: 0.54

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Franklin FTSE Switzerland ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Franklin FTSE Switzerland ETF provided a 1.72% dividend yield over the last twelve months, with an annual payout of $0.65 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.65$0.65$0.78$0.59$0.67$0.70$0.32$0.61

Dividend yield

1.72%2.04%2.36%2.02%1.86%2.28%1.15%2.86%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.01$0.65
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$0.67
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.


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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 0.15%.


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, 202451Mar 7, 2025128
-12.63%Feb 16, 201892Dec 24, 201832Mar 18, 2019124
-12.24%Mar 10, 202521Apr 7, 202514Apr 28, 202535

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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