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Franklin FTSE Switzerland ETF (FLSW)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35473P6943
CUSIP
35473P694
Inception Date
Feb 6, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FTSE Switzerland RIC Capped Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Franklin FTSE Switzerland ETF (FLSW) has returned -2.21% so far this year and 16.22% over the past 12 months.


Franklin FTSE Switzerland ETF

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 8, 2018, FLSW's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +9.6%, while the worst month was Mar 2026 at -10.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FLSW closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +6.1%, while the worst single day was Mar 12, 2020 at -9.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.74%5.76%-10.00%-2.21%
20257.41%4.09%0.03%4.46%2.45%1.44%-3.38%4.80%-0.17%0.09%4.22%3.81%32.92%
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%1.82%3.61%1.40%-8.27%6.93%-0.73%6.50%20.82%

Benchmark Metrics

Franklin FTSE Switzerland ETF has an annualized alpha of 2.10%, beta of 0.60, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since February 09, 2018.

  • This ETF participated in 81.23% of S&P 500 Index downside but only 72.44% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R² of 0.49 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.49 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
2.10%
Beta
0.60
0.49
Upside Capture
72.44%
Downside Capture
81.23%

Expense Ratio

FLSW has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

FLSW ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FLSW Risk / Return Rank: 4747
Overall Rank
FLSW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5353
Sortino Ratio Rank
FLSW Omega Ratio Rank: 4646
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4040
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin FTSE Switzerland ETF (FLSW) and compare them to a chosen benchmark (S&P 500 Index).


FLSWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.90

+0.09

Sortino ratio

Return per unit of downside risk

1.46

1.39

+0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.08

1.40

-0.32

Martin ratio

Return relative to average drawdown

4.21

6.61

-2.40

Explore FLSW risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Franklin FTSE Switzerland ETF provided a 2.17% dividend yield over the last twelve months, with an annual payout of $0.88 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.88$0.88$0.65$0.78$0.59$0.67$0.70$0.32$0.61

Dividend yield

2.17%2.12%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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.05$0.88
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

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 10.00%.


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
-13.38%Mar 2, 202615Mar 20, 2026
-12.79%Sep 3, 202485Jan 2, 202543Mar 7, 2025128
-12.75%Feb 16, 2018215Dec 24, 201854Mar 14, 2019269

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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