- Issuer
- Franklin
- Inception Date
- Jun 4, 2019
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Franklin FTSE Brazil UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
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
FLXB.L Performance Chart
Franklin FTSE Brazil UCITS ETF (FLXB.L) is up 17.2% since the beginning of the year. FLXB.L is currently trading at $35 per share. Investors who bought $1,000 worth of FLXB.L shares 5 years ago would now be looking at an investment worth $1,389.
Loading charts...
Returns By Period
Franklin FTSE Brazil UCITS ETF (FLXB.L) has returned 17.17% so far this year and 39.35% over the past 12 months.
Franklin FTSE Brazil UCITS ETF
- 1D
- 0.13%
- 1M
- 1.17%
- 6M
- 13.24%
- YTD
- 17.17%
- 1Y
- 39.35%
- 3Y*
- 12.11%
- 5Y*
- 6.80%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
FLXB.L Monthly Returns History
Based on dividend-adjusted daily data since Jun 4, 2019, FLXB.L's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +22.4%, while the worst month was Mar 2020 at -34.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FLXB.L closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Mar 18, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 17.35% | 5.89% | -2.55% | 4.93% | -8.72% | -3.08% | 4.23% | 17.17% | |||||
| 2025 | 11.21% | -3.27% | 7.31% | 3.24% | 1.63% | 5.49% | -5.97% | 9.29% | 3.88% | 0.82% | 6.46% | -0.63% | 45.49% |
| 2024 | -5.07% | -0.48% | -1.89% | -3.70% | -4.27% | -4.10% | 0.73% | 6.91% | 0.99% | -7.62% | -6.29% | -6.58% | -27.92% |
| 2023 | 6.96% | -9.17% | 0.82% | 1.81% | 2.15% | 15.86% | 4.67% | -7.67% | -1.23% | -3.98% | 13.90% | 8.30% | 33.43% |
| 2022 | 11.81% | 3.71% | 15.81% | -10.45% | 4.05% | -19.25% | 5.74% | 8.00% | -5.83% | 7.24% | -2.31% | -2.55% | 10.93% |
| 2021 | -7.26% | -6.33% | 3.88% | 6.80% | 8.20% | 5.72% | -4.74% | -2.80% | -10.66% | -9.66% | -3.88% | 5.35% | -16.59% |
Benchmark Metrics
Franklin FTSE Brazil UCITS ETF has an annualized alpha of -1.79%, beta of 0.53, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since June 04, 2019.
- This ETF participated in 132.51% of S&P 500 Index downside but only 83.31% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.53 may look defensive, but with R2 of 0.11 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 0.11 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.79%
- Beta
- 0.53
- R²
- 0.11
- Upside Capture
- 83.31%
- Downside Capture
- 132.51%
Expense Ratio
FLXB.L has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
FLXB.L ranks 55 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FLXB.L) 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.
| FLXB.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.35 | -0.13 |
| Martin ratioReturn relative to average drawdown | 5.73 | 10.19 | -4.47 |
Dividends
Dividend History
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 Brazil UCITS 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 Brazil UCITS ETF was 56.54%, occurring on Mar 23, 2020. Recovery took 1419 trading sessions.
The current Franklin FTSE Brazil UCITS ETF drawdown is 12.54%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-56.54%Mar 2020 | 2mo 17d | 5y 7mo | 5y 10moJan 2020 - Nov 2025 | COVID crash2020 |
-17.78%Jun 2026 | 2mo 4d | — | 3mo 2dApr 2026 - now | — |
-17.28%Aug 2019 | 1mo 17d | 4mo 2d | 5mo 19dJul 2019 - Dec 2019 | — |
-9.53%Mar 2026 | 22d | 19d | 1mo 11dFeb 2026 - Apr 2026 | — |
-8.06%Dec 2025 | 12d | 29d | 1mo 11dDec 2025 - Jan 2026 | — |
Drawdown Indicators
| FLXB.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.54% | -56.78% | +0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -17.78% | -9.10% | -8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -18.90% | -9.89% |
Max Drawdown (5Y)Largest decline over 5 years | -32.17% | -25.43% | -6.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -12.54% | -0.49% | -12.05% |
Average DrawdownAverage peak-to-trough decline | -18.96% | -10.70% | -8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 2.09% | +4.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FLXB.L
Add Franklin FTSE Brazil UCITS 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 FLXB.L