PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin FTSE Taiwan UCITS ETF USD Capitalisation ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE000CM02H85

WKN

A3C9A1

Issuer

Franklin Templeton

Inception Date

Mar 21, 2022

Leveraged

1x

Index Tracked

FTSE Taiwan 30/18 Capped

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FLXT.DE vs. FLXI.DE FLXT.DE vs. ARGT FLXT.DE vs. DXJ FLXT.DE vs. XMTW.L
Popular comparisons:
FLXT.DE vs. FLXI.DE FLXT.DE vs. ARGT FLXT.DE vs. DXJ FLXT.DE vs. XMTW.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Franklin FTSE Taiwan UCITS ETF USD Capitalisation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.03%
17.16%
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Taiwan UCITS ETF USD Capitalisation had a return of 31.50% year-to-date (YTD) and 38.51% in the last 12 months.


FLXT.DE

YTD

31.50%

1M

0.46%

6M

11.03%

1Y

38.51%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.56%3.96%7.00%-1.86%3.86%11.46%-3.69%-1.36%0.05%3.47%31.50%
202310.29%0.37%1.28%-5.34%9.58%0.21%0.00%-2.89%0.12%-2.97%9.49%4.31%25.56%
20221.47%-10.22%5.18%0.41%-12.71%-5.15%15.58%-8.11%-15.39%

Expense Ratio

FLXT.DE has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for FLXT.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLXT.DE is 57, 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 FLXT.DE is 5757
Combined Rank
The Sharpe Ratio Rank of FLXT.DE is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FLXT.DE is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FLXT.DE is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FLXT.DE is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FLXT.DE is 5050
Martin 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 FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FLXT.DE, currently valued at 1.88, compared to the broader market0.002.004.001.882.53
The chart of Sortino ratio for FLXT.DE, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.443.39
The chart of Omega ratio for FLXT.DE, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.47
The chart of Calmar ratio for FLXT.DE, currently valued at 2.07, compared to the broader market0.005.0010.0015.002.073.65
The chart of Martin ratio for FLXT.DE, currently valued at 7.29, compared to the broader market0.0020.0040.0060.0080.00100.007.2916.21
FLXT.DE
^GSPC

The current Franklin FTSE Taiwan UCITS ETF USD Capitalisation Sharpe ratio is 1.88. 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 FTSE Taiwan UCITS ETF USD Capitalisation 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.88
2.85
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin FTSE Taiwan UCITS ETF USD Capitalisation 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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.75%
0
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Taiwan UCITS ETF USD Capitalisation. 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 Taiwan UCITS ETF USD Capitalisation was 23.22%, occurring on Oct 25, 2022. Recovery took 160 trading sessions.

The current Franklin FTSE Taiwan UCITS ETF USD Capitalisation drawdown is 0.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.22%Jun 1, 2022105Oct 25, 2022160Jun 12, 2023265
-18.68%Jul 12, 202417Aug 5, 2024
-9.79%Jun 14, 2023100Oct 31, 202329Dec 11, 2023129
-7.31%Apr 10, 20249Apr 22, 202415May 14, 202424
-6.3%Jan 2, 202412Jan 17, 20246Jan 25, 202418

Volatility

Volatility Chart

The current Franklin FTSE Taiwan UCITS ETF USD Capitalisation volatility is 6.18%, 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%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.18%
5.69%
FLXT.DE (Franklin FTSE Taiwan UCITS ETF USD Capitalisation)
Benchmark (^GSPC)