PortfoliosLab logoPortfoliosLab logo
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
Assets Under Management
$3B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

FLTW Performance Chart

Franklin FTSE Taiwan ETF (FLTW) is up 79.7% since the beginning of the year. FLTW is currently trading at $109 per share. Investors who bought $1,000 worth of FLTW shares 5 years ago would now be looking at an investment worth $2,838.


Loading charts...

S&P 500 Index

Returns By Period

Franklin FTSE Taiwan ETF (FLTW) has returned 79.72% so far this year and 124.51% over the past 12 months.


Franklin FTSE Taiwan ETF

1D
1.68%
1M
15.81%
YTD
79.72%
6M
83.89%
1Y
124.51%
3Y*
44.92%
5Y*
23.20%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTW Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2017, FLTW's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, an investment would double in approximately 3.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +26.8%, 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 52% 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%26.79%16.34%8.83%79.72%
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 11.63%, beta of 0.76, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since November 06, 2017.

  • This ETF captured 104.66% of S&P 500 Index gains but only 71.73% of its losses - a favorable profile for investors.
  • R2 of 0.44 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
11.63%
Beta
0.76
0.44
Upside Capture
104.66%
Downside Capture
71.73%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FLTW ranks 96 for risk / return — in the top 96% 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: 9696
Overall Rank
FLTW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9595
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9696
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLTWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.68

1.37

+0.32

Calmar ratioReturn relative to maximum drawdown

11.52

2.78

+8.73

Martin ratioReturn relative to average drawdown

34.60

12.44

+22.17

Dividends

Dividend History

Franklin FTSE Taiwan ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of $1.46 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$1.46$1.53$0.89$1.18$1.03$1.07$0.79$0.87$0.24

Dividend yield

1.33%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$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.


Loading charts...

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.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-38.00%Oct 2022
9mo 13d1y 5mo
2y 2moJan 2022 - Apr 2024
COVID crash2020
-28.94%Mar 2020
2mo 5d3mo 19d
5mo 24dJan 2020 - Jul 2020
2025 selloff2025
-26.45%Apr 2025
9mo2mo 3d
11mo 3dJul 2024 - Jun 2025
2019 correction2019
-19.26%Jan 2019
11mo 12d9mo 21d
1y 8moJan 2018 - Oct 2019
2021 correction2021
-12.90%May 2021
17d2mo 19d
3mo 6dApr 2021 - Aug 2021

Drawdown Indicators


FLTWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-56.78%

+18.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-9.10%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-26.45%

-18.90%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-25.43%

-12.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.41%

-10.71%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.03%

+1.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with FLTW

Add Franklin FTSE Taiwan ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FLTW