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Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) Sharpe Ratio: 1.76

ETF · Currency in USD · Last updated Jul 16, 2026

FRUE.L is a passive ETF by Franklin Templeton tracking the investment results of the Russell 1000 TR USD. FRUE.L launched on Sep 6, 2017 and has a 0.25% expense ratio.

FRUE.L's Sharpe Ratio of 1.76 indicates that for each unit of volatility, it generates 1.76 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FRUE.L Sharpe Ratio Rank

FRUE.L Sharpe Ratio Rank: 66.366
Above Average

FRUE.L ranks above 66.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

FRUE.L Sharpe Ratio Market Positioning

The chart shows FRUE.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.47+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Franklin LibertyQ U.S. Equity UCITS ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how FRUE.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD2.44
USFM.LUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis2.38
FLXU.LFranklin LibertyQ U.S. Equity UCITS ETF2.10
FUQA.LFidelity US Quality Income ETF Acc2.08
UFSD.LiShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)2.01
ISDU.LiShares MSCI USA Islamic UCITS ETF2.01
FUSD.LFidelity US Quality Income UCITS ETF Income USD Shares1.98
FEX.LFirst Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD1.96
BBSU.LJPMorgan BetaBuilders US Equity UCITS ETF (Acc)1.93
FUSA.LFidelity US Quality Income ETF Acc1.92
FRUE.LFranklin LibertyQ U.S. Equity UCITS ETF1.76

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FRUE.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FRUE.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FRUE.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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