- Issuer
- Franklin
- Inception Date
- Jul 29, 2020
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
PARI.L Performance Chart
Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF (PARI.L) is up 9.2% since the beginning of the year. PARI.L is currently trading at €43 per share. Investors who bought €1,000 worth of PARI.L shares 5 years ago would now be looking at an investment worth €1,376.
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Returns By Period
Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF (PARI.L) has returned 9.19% so far this year and 12.95% over the past 12 months.
Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF
- 1D
- 0.21%
- 1M
- 1.42%
- 6M
- 5.33%
- YTD
- 9.19%
- 1Y
- 12.95%
- 3Y*
- 8.40%
- 5Y*
- 6.59%
- 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%
PARI.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 31, 2020, PARI.L's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2026 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PARI.L closed higher 53% of trading days. The best single day was Mar 9, 2022 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.67% | 4.14% | -9.35% | 5.28% | 3.89% | 3.43% | -0.42% | 9.19% | |||||
| 2025 | 5.92% | 1.88% | -5.69% | -0.29% | 3.63% | -2.97% | -2.48% | 1.06% | -0.19% | 3.14% | 1.01% | 1.18% | 5.82% |
| 2024 | 2.51% | 2.31% | 3.03% | -2.24% | 3.72% | -0.26% | 0.45% | 2.34% | -0.28% | -4.69% | 0.51% | -0.05% | 7.25% |
| 2023 | 6.74% | 1.59% | 1.91% | 2.10% | 1.13% | -1.38% | 1.16% | -2.35% | -2.86% | -3.47% | 6.99% | 3.84% | 15.81% |
| 2022 | -4.58% | -3.62% | 1.33% | -0.19% | -2.20% | -6.52% | 8.63% | -5.85% | -6.89% | 5.50% | 7.67% | -2.92% | -10.70% |
| 2021 | -1.55% | 1.29% | 7.15% | 2.60% | 3.58% | 1.12% | 1.62% | 1.96% | -3.15% | 4.77% | -2.05% | 4.71% | 23.80% |
Benchmark Metrics
Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF has an annualized alpha of 5.04%, beta of 0.32, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since July 31, 2020.
- This ETF participated in 82.62% of S&P 500 Index downside but only 66.96% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.32 may look defensive, but with R2 of 0.14 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 0.14 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
- 5.04%
- Beta
- 0.32
- R²
- 0.14
- Upside Capture
- 66.96%
- Downside Capture
- 82.62%
Expense Ratio
PARI.L has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
PARI.L ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF (PARI.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.
| PARI.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.01 | -1.80 |
| Martin ratioReturn relative to average drawdown | 4.10 | 11.10 | -7.00 |
Dividends
Dividend History
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.
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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 21.18%, occurring on Sep 29, 2022. Recovery took 158 trading sessions.
The current Franklin STOXX Europe 600 Paris Aligned Climate UCITS ETF drawdown is 2.01%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.18%Sep 2022 | 8mo 26d | 7mo 21d | 1y 4moJan 2022 - May 2023 | Bear market2022 |
-16.04%Apr 2025 | 1mo 6d | 9mo 3d | 10mo 9dMar 2025 - Jan 2026 | 2025 selloff2025 |
-10.78%Mar 2026 | 18d | 2mo 24d | 3mo 12dMar 2026 - Jun 2026 | — |
-9.81%Oct 2023 | 2mo 28d | 1mo 12d | 4mo 10dJul 2023 - Dec 2023 | — |
-8.50%Oct 2020 | 15d | 12d | 27dOct 2020 - Nov 2020 | — |
Drawdown Indicators
| PARI.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -51.17% | +29.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -7.57% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -23.99% | +7.95% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -23.99% | +2.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -2.01% | -0.52% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -8.90% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.04% | +1.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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