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Franklin LibertyQ U.S. Equity UCITS ETF (FLXU.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BF2B0P08

Issuer

Franklin Templeton

Inception Date

Sep 6, 2017

Leveraged

1x

Index Tracked

Russell 1000 TR USD

Asset Class

Equity

Expense Ratio

FLXU.L has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for FLXU.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.


Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Franklin LibertyQ U.S. Equity 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%SeptemberOctoberNovemberDecember2025February
6.84%
13.89%
FLXU.L (Franklin LibertyQ U.S. Equity UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Franklin LibertyQ U.S. Equity UCITS ETF had a return of 3.67% year-to-date (YTD) and 12.39% in the last 12 months.


FLXU.L

YTD

3.67%

1M

-1.72%

6M

6.84%

1Y

12.39%

5Y*

11.19%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.96%3.67%
20241.80%3.71%4.43%-3.21%-1.17%3.41%1.54%-0.99%-0.33%2.36%5.97%-5.09%12.49%
20230.56%0.09%-0.31%-0.65%-1.74%3.45%2.50%0.40%0.16%-2.60%1.68%4.90%8.52%
2022-6.39%-1.45%6.94%0.35%-1.94%-2.02%5.38%2.21%-2.75%5.39%0.05%-2.97%1.92%
2021-0.78%-0.18%7.27%3.27%-1.15%4.55%2.28%3.09%-2.82%2.98%3.99%3.61%28.91%
2020-0.94%-6.36%-7.88%7.99%5.74%0.46%-0.92%3.90%2.04%-3.02%5.92%-0.07%5.69%
20194.08%3.17%3.68%2.23%-1.71%4.84%6.91%-1.68%1.58%-4.08%3.26%0.25%24.32%
2018-1.56%0.36%-4.10%2.87%5.42%1.49%3.32%4.72%0.11%-3.19%1.49%-7.88%2.24%
20170.55%3.26%2.65%1.79%8.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLXU.L is 50, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLXU.L is 5050
Overall Rank
The Sharpe Ratio Rank of FLXU.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FLXU.L is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FLXU.L is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FLXU.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FLXU.L is 4949
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 LibertyQ U.S. Equity UCITS ETF (FLXU.L) 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 FLXU.L, currently valued at 1.13, compared to the broader market0.002.004.001.131.74
The chart of Sortino ratio for FLXU.L, currently valued at 1.77, compared to the broader market0.005.0010.001.772.36
The chart of Omega ratio for FLXU.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.32
The chart of Calmar ratio for FLXU.L, currently valued at 1.81, compared to the broader market0.005.0010.0015.001.812.62
The chart of Martin ratio for FLXU.L, currently valued at 5.00, compared to the broader market0.0020.0040.0060.0080.00100.005.0010.69
FLXU.L
^GSPC

The current Franklin LibertyQ U.S. Equity UCITS ETF Sharpe ratio is 1.13. 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 LibertyQ U.S. Equity 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 Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.13
1.52
FLXU.L (Franklin LibertyQ U.S. Equity UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Franklin LibertyQ U.S. Equity 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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.51%
-2.49%
FLXU.L (Franklin LibertyQ U.S. Equity UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin LibertyQ U.S. Equity 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 U.S. Equity UCITS ETF was 24.72%, occurring on Mar 23, 2020. Recovery took 127 trading sessions.

The current Franklin LibertyQ U.S. Equity UCITS ETF drawdown is 2.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.72%Feb 20, 202023Mar 23, 2020127Oct 8, 2020150
-12.75%Sep 5, 201879Dec 24, 201868Apr 2, 2019147
-11.13%Jan 4, 202238Feb 24, 202238Apr 21, 202276
-9.83%Apr 22, 202237Jun 16, 202231Jul 29, 202268
-9%Jan 10, 201854Mar 26, 201838May 22, 201892

Volatility

Volatility Chart

The current Franklin LibertyQ U.S. Equity UCITS ETF volatility is 2.42%, 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%SeptemberOctoberNovemberDecember2025February
2.42%
3.63%
FLXU.L (Franklin LibertyQ U.S. Equity UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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