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Franklin FTSE Taiwan ETF (FLTW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P6869
CUSIP35473P686
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionDeveloped Asia Pacific (Taiwan)
CategoryAsia Pacific Equities
Leveraged1x
Index TrackedFTSE Taiwan RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLTW has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for FLTW: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

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: FLTW vs. EWT, FLTW vs. EMMF, FLTW vs. VOO, FLTW vs. FXAIX, FLTW vs. XLK, FLTW vs. SPDW, FLTW vs. IVV, FLTW vs. FTEC, FLTW vs. SCHD, FLTW vs. VXUS

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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.14%
10.27%
FLTW (Franklin FTSE Taiwan ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Taiwan ETF had a return of 20.24% year-to-date (YTD) and 36.72% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date20.24%19.77%
1 month2.89%-0.67%
6 months13.14%10.27%
1 year36.72%31.07%
5 years (annualized)14.86%13.22%
10 years (annualized)N/A10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.10%3.59%5.71%-3.53%6.86%8.08%-2.18%1.05%0.31%0.27%20.24%
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%
2020-7.23%-1.61%-12.45%12.00%0.79%8.68%9.87%-1.90%2.27%0.38%9.56%9.20%29.77%
20194.56%-0.29%4.17%3.62%-7.47%5.55%0.98%-1.49%3.91%6.19%2.00%6.64%31.23%
20185.67%-2.95%1.61%-4.65%0.79%-2.18%5.46%1.21%-2.34%-12.35%3.17%-1.82%-9.32%
2017-0.89%-0.35%-1.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLTW is 56, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FLTW is 5656
Combined Rank
The Sharpe Ratio Rank of FLTW is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of FLTW is 5454Sortino Ratio Rank
The Omega Ratio Rank of FLTW is 5555Omega Ratio Rank
The Calmar Ratio Rank of FLTW is 6363Calmar Ratio Rank
The Martin Ratio Rank of FLTW is 4848Martin 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 Taiwan ETF (FLTW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLTW
Sharpe ratio
The chart of Sharpe ratio for FLTW, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for FLTW, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for FLTW, currently valued at 1.33, compared to the broader market1.001.502.002.503.003.501.33
Calmar ratio
The chart of Calmar ratio for FLTW, currently valued at 2.08, compared to the broader market0.005.0010.0015.0020.002.08
Martin ratio
The chart of Martin ratio for FLTW, currently valued at 8.14, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current Franklin FTSE Taiwan ETF Sharpe ratio is 1.93. 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 Taiwan 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.93
2.67
FLTW (Franklin FTSE Taiwan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Taiwan ETF provided a 2.45% dividend yield over the last twelve months, with an annual payout of $1.21 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$1.21$1.18$1.03$1.07$0.79$0.87$0.24

Dividend yield

2.45%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
2024$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.20
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
2020$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.77$0.79
2019$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.86$0.87
2018$0.24$0.24

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.49%
-2.59%
FLTW (Franklin FTSE Taiwan ETF)
Benchmark (^GSPC)

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 3.49%.


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
-19.27%Jan 26, 2018105Jan 3, 2019194Oct 21, 2019299
-16.33%Jul 12, 202417Aug 5, 2024
-12.9%Apr 30, 202112May 17, 202155Aug 4, 202167

Volatility

Volatility Chart

The current Franklin FTSE Taiwan ETF volatility is 5.02%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.02%
3.11%
FLTW (Franklin FTSE Taiwan ETF)
Benchmark (^GSPC)