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Franklin LibertyQ Global Equity SRI UCITS ETF (FLX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF2B0N83
IssuerFranklin Templeton
Inception DateSep 6, 2017
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Expense Ratio

FLXG.L has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for FLXG.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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 LibertyQ Global Equity SRI UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Franklin LibertyQ Global Equity SRI 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.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
60.93%
126.16%
FLXG.L (Franklin LibertyQ Global Equity SRI UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin LibertyQ Global Equity SRI UCITS ETF had a return of 6.17% year-to-date (YTD) and 11.10% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.17%11.29%
1 month2.04%4.87%
6 months11.58%17.88%
1 year11.10%29.16%
5 years (annualized)7.67%13.20%
10 years (annualized)N/A10.97%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.22%3.85%3.01%-1.91%6.17%
20233.07%-1.41%0.05%-0.34%-0.74%-1.77%4.38%-2.82%0.25%-2.86%4.02%4.42%6.01%
2022-5.75%-1.63%3.10%-0.86%-2.06%-4.39%5.40%0.37%-3.06%1.94%3.73%-2.13%-5.83%
2021-1.29%-1.97%6.01%3.29%0.27%3.06%0.59%3.32%-2.11%1.72%1.09%3.71%18.80%
2020-1.68%-5.52%-7.42%5.65%6.00%1.78%-1.85%2.19%1.03%-2.60%8.64%0.47%5.59%
20193.70%1.63%1.89%3.52%-1.51%4.90%6.03%-3.16%2.12%-2.04%1.60%0.60%20.59%
2018-1.22%-1.09%-4.07%3.12%2.10%1.05%4.05%0.95%0.32%-4.76%1.72%-6.18%-4.50%
2017-0.90%3.66%0.53%1.77%5.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLXG.L is 55, 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 FLXG.L is 5555
FLXG.L (Franklin LibertyQ Global Equity SRI UCITS ETF)
The Sharpe Ratio Rank of FLXG.L is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of FLXG.L is 4545Sortino Ratio Rank
The Omega Ratio Rank of FLXG.L is 6868Omega Ratio Rank
The Calmar Ratio Rank of FLXG.L is 6767Calmar Ratio Rank
The Martin Ratio Rank of FLXG.L is 5555Martin 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 LibertyQ Global Equity SRI UCITS ETF (FLXG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLXG.L
Sharpe ratio
The chart of Sharpe ratio for FLXG.L, currently valued at 1.00, compared to the broader market0.002.004.001.00
Sortino ratio
The chart of Sortino ratio for FLXG.L, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.59
Omega ratio
The chart of Omega ratio for FLXG.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for FLXG.L, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.0014.001.38
Martin ratio
The chart of Martin ratio for FLXG.L, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.004.54
^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 LibertyQ Global Equity SRI UCITS ETF Sharpe ratio is 1.00. 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 LibertyQ Global Equity SRI 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
1.00
2.06
FLXG.L (Franklin LibertyQ Global Equity SRI UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin LibertyQ Global Equity SRI UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
FLXG.L (Franklin LibertyQ Global Equity SRI UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin LibertyQ Global Equity SRI 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 LibertyQ Global Equity SRI UCITS ETF was 22.82%, occurring on Mar 23, 2020. Recovery took 148 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.82%Feb 20, 202023Mar 23, 2020148Nov 9, 2020171
-13.81%Jan 4, 2022113Jun 16, 2022387Dec 28, 2023500
-12.12%Aug 29, 201884Dec 24, 201881Apr 23, 2019165
-9.52%Jan 10, 201853Mar 23, 201878Jul 17, 2018131
-6.16%Sep 7, 202120Oct 4, 202123Nov 4, 202143

Volatility

Volatility Chart

The current Franklin LibertyQ Global Equity SRI UCITS ETF volatility is 4.04%, 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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
4.04%
3.80%
FLXG.L (Franklin LibertyQ Global Equity SRI UCITS ETF)
Benchmark (^GSPC)