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Franklin FTSE Taiwan ETF (FLTW)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35473P6869
CUSIP
35473P686
Inception Date
Nov 2, 2017
Region
Developed Asia Pacific (Taiwan)
Leveraged
1x (No leverage)
Index Tracked
FTSE Taiwan 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 Taiwan 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 Taiwan ETF (FLTW) has returned 11.95% so far this year and 61.71% over the past 12 months.


Franklin FTSE Taiwan ETF

1D
2.71%
1M
-7.08%
YTD
11.95%
6M
18.87%
1Y
61.71%
3Y*
25.50%
5Y*
13.10%
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 Nov 6, 2017, FLTW's average daily return is +0.06%, while the average monthly return is +1.33%. At this rate, your investment would double in approximately 4.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +22.1%, while the worst month was Sep 2022 at -14.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FLTW closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -10.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.48%11.06%-7.08%11.95%
2025-0.74%-1.09%-6.93%-0.01%10.71%9.21%2.09%1.54%8.56%6.28%-3.33%3.35%32.00%
2024-3.10%3.59%5.71%-3.53%6.86%8.08%-2.18%1.05%0.31%0.27%-1.96%1.26%16.68%
202311.22%-2.20%4.30%-3.15%5.67%1.84%2.12%-5.31%-2.18%-2.51%11.99%6.49%30.05%
2022-2.44%-1.60%-3.42%-8.37%2.03%-11.72%1.83%-1.47%-14.66%-3.10%22.05%-6.44%-27.51%
20214.75%5.64%2.48%7.77%-2.96%2.74%-0.65%2.50%-4.12%0.36%2.84%5.44%29.46%

Benchmark Metrics

Franklin FTSE Taiwan ETF has an annualized alpha of 7.18%, beta of 0.74, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since November 07, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.71%) than losses (77.48%) — typical of diversified or defensive assets.
  • R² of 0.45 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
7.18%
Beta
0.74
0.45
Upside Capture
92.71%
Downside Capture
77.48%

Expense Ratio

FLTW has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

FLTW ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FLTW Risk / Return Rank: 9393
Overall Rank
FLTW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9191
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
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 Taiwan ETF (FLTW) and compare them to a chosen benchmark (S&P 500 Index).


FLTWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.25

0.90

+1.36

Sortino ratio

Return per unit of downside risk

2.94

1.39

+1.55

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

3.80

1.40

+2.40

Martin ratio

Return relative to average drawdown

15.55

6.61

+8.94

Explore FLTW 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 Taiwan ETF provided a 2.24% dividend yield over the last twelve months, with an annual payout of $1.53 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.53$1.53$0.89$1.18$1.03$1.07$0.79$0.87$0.24

Dividend yield

2.24%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Taiwan 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$0.07$0.00$0.00$0.00$0.00$0.00$1.46$1.53
2024$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.70$0.89
2023$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$1.01$1.18
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$1.03$1.03
2021$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$1.02$1.07

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 Taiwan 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 Taiwan ETF was 38.00%, occurring on Oct 24, 2022. Recovery took 365 trading sessions.

The current Franklin FTSE Taiwan ETF drawdown is 8.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38%Jan 14, 2022195Oct 24, 2022365Apr 9, 2024560
-28.94%Jan 14, 202046Mar 19, 202074Jul 6, 2020120
-26.45%Jul 12, 2024186Apr 8, 202543Jun 10, 2025229
-19.26%Jan 26, 2018236Jan 3, 2019201Oct 21, 2019437
-12.9%Apr 30, 202112May 17, 202155Aug 4, 202167

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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