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FLQD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FLQD and BTC-USD is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FLQD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ Global Dividend ETF (FLQD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February0
49.98%
FLQD
BTC-USD

Key characteristics

Returns By Period


FLQD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

2.89%

1M

-7.26%

6M

49.98%

1Y

87.36%

5Y*

57.48%

10Y*

82.18%

*Annualized

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Risk-Adjusted Performance

FLQD vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLQD
The Risk-Adjusted Performance Rank of FLQD is 9090
Overall Rank
The Sharpe Ratio Rank of FLQD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FLQD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FLQD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLQD is 9999
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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.

FLQD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ Global Dividend ETF (FLQD) and Bitcoin (BTC-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
No data
FLQD
BTC-USD


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.21
1.48
FLQD
BTC-USD

Drawdowns

FLQD vs. BTC-USD - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-9.44%
FLQD
BTC-USD

Volatility

FLQD vs. BTC-USD - Volatility Comparison

The current volatility for Franklin LibertyQ Global Dividend ETF (FLQD) is 0.00%, while Bitcoin (BTC-USD) has a volatility of 9.00%. This indicates that FLQD experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
9.00%
FLQD
BTC-USD
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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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