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Franklin STOXX Europe 600 Paris Aligned Climate UC...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMDPBY65
WKNA2P5CM
IssuerFranklin Templeton
Inception DateJul 29, 2020
CategoryEurope Equities
Leveraged1x
Index TrackedSTOXX® Europe 600 Paris-Aligned
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

FLXP.DE has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for FLXP.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Franklin STOXX Europe 600 Paris Aligned Climate 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%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
2.59%
13.42%
FLXP.DE (Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF had a return of 8.12% year-to-date (YTD) and 20.83% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.12%21.88%
1 month-3.81%0.89%
6 months1.90%15.85%
1 year20.83%38.63%
5 years (annualized)N/A13.69%
10 years (annualized)N/A11.18%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.39%2.63%3.03%-2.01%3.89%-0.34%0.64%2.29%-0.61%8.12%
20236.85%1.50%1.94%2.30%-2.28%1.94%1.66%-2.66%-2.82%-4.24%7.85%3.63%15.96%
2022-4.82%-3.77%1.25%0.06%-2.21%-6.77%8.63%-5.88%-6.78%5.32%7.79%-3.05%-11.25%
2021-2.10%1.88%6.83%2.61%2.98%1.64%1.63%2.33%-3.67%4.98%-2.60%5.91%24.15%
2020-2.84%2.94%-0.10%-5.64%12.11%2.72%8.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLXP.DE is 41, 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 FLXP.DE is 4141
Combined Rank
The Sharpe Ratio Rank of FLXP.DE is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of FLXP.DE is 3030Sortino Ratio Rank
The Omega Ratio Rank of FLXP.DE is 3131Omega Ratio Rank
The Calmar Ratio Rank of FLXP.DE is 6868Calmar Ratio Rank
The Martin Ratio Rank of FLXP.DE is 4343Martin 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 STOXX Europe 600 Paris Aligned Climate UCITS ETF (FLXP.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLXP.DE
Sharpe ratio
The chart of Sharpe ratio for FLXP.DE, currently valued at 1.45, compared to the broader market-2.000.002.004.006.001.45
Sortino ratio
The chart of Sortino ratio for FLXP.DE, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for FLXP.DE, currently valued at 1.26, compared to the broader market1.001.502.002.503.003.501.26
Calmar ratio
The chart of Calmar ratio for FLXP.DE, currently valued at 2.43, compared to the broader market0.005.0010.0015.002.43
Martin ratio
The chart of Martin ratio for FLXP.DE, currently valued at 8.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.006.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.001.502.002.503.003.501.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.07

Sharpe Ratio

The current Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF Sharpe ratio is 1.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin STOXX Europe 600 Paris Aligned Climate 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctober
1.45
3.05
FLXP.DE (Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

0

Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF doesn't pay dividends

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-4.40%
-1.17%
FLXP.DE (Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin STOXX Europe 600 Paris Aligned Climate 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 STOXX Europe 600 Paris Aligned Climate UCITS ETF was 20.91%, occurring on Sep 29, 2022. Recovery took 143 trading sessions.

The current Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF drawdown is 4.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.91%Jan 6, 2022189Sep 29, 2022143Apr 21, 2023332
-10.08%Aug 1, 202364Oct 27, 202331Dec 11, 202395
-8.39%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-7.11%Jun 7, 202442Aug 5, 202418Aug 29, 202460
-5.9%Aug 16, 202136Oct 4, 202119Oct 29, 202155

Volatility

Volatility Chart

The current Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF volatility is 3.09%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctober
3.09%
2.88%
FLXP.DE (Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF)
Benchmark (^GSPC)