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Franklin Emerging Markets UCITS ETF (FLXE.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF2B0K52
WKNA2DTF1
IssuerFranklin Templeton
Inception DateOct 17, 2017
CategoryEmerging Markets Equities
Index TrackedMSCI EM NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

FLXE.L has a high expense ratio of 0.45%, indicating higher-than-average management fees.


Expense ratio chart for FLXE.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

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.


Franklin Emerging Markets UCITS ETF

Popular comparisons: FLXE.L vs. MFEM

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Franklin Emerging Markets UCITS 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%20.00%40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
14.83%
114.39%
FLXE.L (Franklin Emerging Markets UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin Emerging Markets UCITS ETF had a return of 8.48% year-to-date (YTD) and 12.15% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.48%11.29%
1 month4.43%4.87%
6 months12.62%17.88%
1 year12.15%29.16%
5 years (annualized)3.45%13.20%
10 years (annualized)N/A10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.43%4.14%0.70%1.67%8.48%
20233.83%-3.23%0.79%0.73%-3.61%1.45%4.27%-3.68%3.81%-4.00%3.37%3.17%6.48%
2022-0.39%-2.43%-1.94%-0.16%-1.38%-5.68%0.77%4.13%-4.23%-3.13%7.56%-2.43%-9.58%
2021-0.45%-0.25%4.27%0.61%1.15%0.33%-3.34%2.81%1.06%-1.51%0.99%2.58%8.34%
2020-6.56%-4.10%-10.91%5.53%3.71%2.23%-0.65%1.32%-0.55%-1.42%6.25%5.05%-1.63%
20193.87%-3.37%2.42%1.04%-0.75%3.93%2.05%-4.19%2.65%-2.23%-1.33%4.10%7.98%
20180.39%-0.62%-2.49%-0.12%-0.13%-3.61%4.56%-2.04%1.10%-4.48%2.24%-0.88%-6.24%
2017-0.07%-1.79%3.82%1.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLXE.L is 49, 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 FLXE.L is 4949
FLXE.L (Franklin Emerging Markets UCITS ETF)
The Sharpe Ratio Rank of FLXE.L is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of FLXE.L is 4444Sortino Ratio Rank
The Omega Ratio Rank of FLXE.L is 4242Omega Ratio Rank
The Calmar Ratio Rank of FLXE.L is 5151Calmar Ratio Rank
The Martin Ratio Rank of FLXE.L is 6363Martin 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 Emerging Markets UCITS ETF (FLXE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLXE.L
Sharpe ratio
The chart of Sharpe ratio for FLXE.L, currently valued at 0.98, compared to the broader market0.002.004.000.98
Sortino ratio
The chart of Sortino ratio for FLXE.L, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.53
Omega ratio
The chart of Omega ratio for FLXE.L, currently valued at 1.18, compared to the broader market0.501.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for FLXE.L, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.0014.000.86
Martin ratio
The chart of Martin ratio for FLXE.L, currently valued at 5.53, compared to the broader market0.0020.0040.0060.0080.005.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.0014.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39

Sharpe Ratio

The current Franklin Emerging Markets UCITS ETF Sharpe ratio is 0.98. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin Emerging Markets UCITS 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 Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.98
2.04
FLXE.L (Franklin Emerging Markets UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin Emerging Markets UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.42%
0
FLXE.L (Franklin Emerging Markets UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Emerging Markets 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 Emerging Markets UCITS ETF was 26.37%, occurring on Mar 23, 2020. Recovery took 213 trading sessions.

The current Franklin Emerging Markets UCITS ETF drawdown is 0.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.37%Jan 14, 202050Mar 23, 2020213Feb 11, 2021263
-16.31%Feb 11, 2022180Oct 31, 2022380May 3, 2024560
-12.79%Jan 25, 2018181Oct 11, 2018191Jul 16, 2019372
-7.27%Jul 31, 201919Aug 27, 201994Jan 10, 2020113
-5.86%Feb 16, 20219Feb 26, 202147May 7, 202156

Volatility

Volatility Chart

The current Franklin Emerging Markets UCITS ETF volatility is 3.45%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
3.45%
3.72%
FLXE.L (Franklin Emerging Markets UCITS ETF)
Benchmark (^GSPC)