- Issuer
- Franklin
- Inception Date
- Sep 2, 2025
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Franklin European Quality Dividend UCITS ETF
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FRXD.L Performance Chart
Franklin European Quality Dividend UCITS ETF (FRXD.L) is up 11.1% since the beginning of the year. FRXD.L is currently trading at €36 per share. Investors who bought €1,000 worth of FRXD.L shares 5 years ago would now be looking at an investment worth €1,778.
Loading charts...
Returns By Period
Franklin European Quality Dividend UCITS ETF (FRXD.L) has returned 11.06% so far this year and 19.06% over the past 12 months.
Franklin European Quality Dividend UCITS ETF
- 1D
- -0.85%
- 1M
- -1.52%
- 6M
- 10.24%
- YTD
- 11.06%
- 1Y
- 19.06%
- 3Y*
- 19.64%
- 5Y*
- 12.20%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
FRXD.L Monthly Returns History
Based on dividend-adjusted daily data since Sep 8, 2017, FRXD.L's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Mar 2020 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FRXD.L closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +6.6%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.60% | 6.12% | -0.24% | 2.10% | 0.19% | -0.01% | -0.03% | 11.06% | |||||
| 2025 | 5.15% | 3.31% | 2.93% | 1.21% | 3.50% | -1.47% | 1.30% | 2.09% | -0.01% | -0.40% | 1.42% | 2.89% | 24.01% |
| 2024 | 1.19% | -2.04% | 3.76% | 1.09% | 4.19% | -1.00% | 2.31% | 2.54% | 1.61% | -2.26% | 2.56% | -1.60% | 12.76% |
| 2023 | 2.41% | 0.63% | -1.24% | 2.62% | -2.94% | 0.26% | 3.63% | -1.06% | 0.73% | -2.24% | 4.87% | 2.53% | 10.32% |
| 2022 | 1.76% | -2.18% | 2.76% | 1.35% | -0.52% | -4.73% | 1.00% | -2.75% | -6.12% | 6.29% | 5.38% | -1.47% | -0.01% |
| 2021 | -0.47% | 1.72% | 6.63% | 0.60% | 3.09% | 0.03% | 2.98% | 0.57% | -3.01% | 1.73% | -1.86% | 4.42% | 17.27% |
Benchmark Metrics
Franklin European Quality Dividend UCITS ETF has an annualized alpha of 4.74%, beta of 0.31, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since September 08, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (44.29%) than losses (41.91%) - typical of diversified or defensive assets.
- Beta of 0.31 may look defensive, but with R2 of 0.20 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.20 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.74%
- Beta
- 0.31
- R²
- 0.20
- Upside Capture
- 44.29%
- Downside Capture
- 41.91%
Expense Ratio
FRXD.L has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
FRXD.L ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin European Quality Dividend UCITS ETF (FRXD.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRXD.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.71 | 3.01 | +2.71 |
| Martin ratioReturn relative to average drawdown | 13.52 | 11.10 | +2.42 |
Dividends
Dividend History
Franklin European Quality Dividend UCITS ETF provided a 3.98% dividend yield over the last twelve months, with an annual payout of €1.44 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | €1.44 | €1.43 | €1.21 | €1.30 | €1.30 | €1.21 | €0.83 | €1.12 | €1.18 |
Dividend yield | 3.98% | 4.28% | 4.30% | 5.00% | 5.20% | 4.63% | 3.53% | 4.42% | 5.53% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin European Quality Dividend UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.76 | €0.00 | €0.87 | |||||
| 2025 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.70 | €0.00 | €0.00 | €0.21 | €0.00 | €0.00 | €0.37 | €1.43 |
| 2024 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.56 | €0.00 | €0.00 | €0.26 | €0.00 | €0.00 | €0.24 | €1.21 |
| 2023 | €0.00 | €0.00 | €0.12 | €0.00 | €0.00 | €0.71 | €0.00 | €0.00 | €0.28 | €0.00 | €0.00 | €0.19 | €1.30 |
| 2022 | €0.00 | €0.00 | €0.13 | €0.00 | €0.00 | €0.76 | €0.00 | €0.00 | €0.21 | €0.00 | €0.00 | €0.20 | €1.30 |
| 2021 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.54 | €0.00 | €0.00 | €0.28 | €0.00 | €0.00 | €0.24 | €1.21 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin European Quality Dividend 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 European Quality Dividend UCITS ETF was 35.42%, occurring on Mar 23, 2020. Recovery took 261 trading sessions.
The current Franklin European Quality Dividend UCITS ETF drawdown is 2.31%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.42%Mar 2020 | 1mo 2d | 1y 14d | 1y 1moFeb 2020 - Apr 2021 | COVID crash2020 |
-14.39%Sep 2022 | 5mo 13d | 10mo 1d | 1y 3moApr 2022 - Jul 2023 | Bear market2022 |
-13.29%Dec 2018 | 3mo 10d | 6mo 9d | 9mo 19dSep 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-10.26%Apr 2025 | 7d | 21d | 28dApr 2025 - Apr 2025 | 2025 selloff2025 |
-9.94%Mar 2022 | 1mo 15d | 1mo 2d | 2mo 17dJan 2022 - Apr 2022 | Bear market2022 |
Drawdown Indicators
| FRXD.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.42% | -51.17% | +15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -7.57% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -10.26% | -23.99% | +13.73% |
Max Drawdown (5Y)Largest decline over 5 years | -14.39% | -23.99% | +9.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -2.31% | -0.52% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -8.90% | +5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.04% | -0.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FRXD.L
Add Franklin European Quality Dividend UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FRXD.L