Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO)

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The chart shows the growth of an initial investment of CA$10,000 in Franklin U.S. Large Cap Multifactor Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) has returned -1.15% so far this year and 14.56% over the past 12 months.

Based on dividend-adjusted daily data since Jun 28, 2017, FLUS.TO's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Feb 2020 at -8.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FLUS.TO closed higher 46% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 12, 2020 at -7.5%.

Franklin U.S. Large Cap Multifactor Index ETF has an annualized alpha of 5.60%, beta of 0.72, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since June 29, 2017.

• This ETF captured 101.52% of S&P 500 Index gains but only 87.74% of its losses — a favorable profile for investors.
• This ETF generated an annualized alpha of 5.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

FLUS.TO has an expense ratio of 0.29%, placing it in the medium range.

FLUS.TO ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) and compare them to a chosen benchmark (S&P 500 Index).

Franklin U.S. Large Cap Multifactor Index ETF provided a 0.72% dividend yield over the last twelve months, with an annual payout of CA$0.39 per share.

The table displays the monthly dividend distributions for Franklin U.S. Large Cap Multifactor Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Franklin U.S. Large Cap Multifactor Index 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 U.S. Large Cap Multifactor Index ETF was 28.25%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.

The current Franklin U.S. Large Cap Multifactor Index ETF drawdown is 6.17%.

The chart below shows the rolling one-month volatility.