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FLQS vs. DUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLQS vs. DUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) and Dimensional U.S. Small Cap Growth ETF (DUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLQS

1D
0.25%
1M
4.39%
6M
11.05%
YTD
14.75%
1Y
21.76%
3Y*
12.66%
5Y*
7.46%
10Y*

DUSG

1D
0.22%
1M
-0.04%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLQS vs. DUSG - Yearly Performance Comparison


Correlation

The correlation between FLQS and DUSG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.82

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Return for Risk

FLQS vs. DUSG — Risk / Return Rank

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

FLQS
FLQS Risk / Return Rank: 5454
Overall Rank
FLQS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FLQS Sortino Ratio Rank: 5757
Sortino Ratio Rank
FLQS Omega Ratio Rank: 5050
Omega Ratio Rank
FLQS Calmar Ratio Rank: 5959
Calmar Ratio Rank
FLQS Martin Ratio Rank: 5252
Martin Ratio Rank

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLQS vs. DUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) and Dimensional U.S. Small Cap Growth ETF (DUSG). 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.

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.


FLQSDUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

7.26

FLQS vs. DUSG - Sharpe Ratio Comparison


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Drawdowns

FLQS vs. DUSG - Drawdown Comparison

The maximum FLQS drawdown since its inception was -42.16%, which is greater than DUSG's maximum drawdown of -4.19%. Use the drawdown chart below to compare losses from any high point for FLQS and DUSG.


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Drawdown Indicators


FLQSDUSGDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-4.19%

-37.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-23.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.05%

Current Drawdown

Current decline from peak

-0.16%

-2.34%

+2.18%

Average Drawdown

Average peak-to-trough decline

-7.92%

-1.13%

-6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

Volatility

FLQS vs. DUSG - Volatility Comparison


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Volatility by Period


FLQSDUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

14.71%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.19%

14.71%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

14.71%

+6.88%

FLQS vs. DUSG - Expense Ratio Comparison

FLQS has a 0.35% expense ratio, which is higher than DUSG's 0.32% expense ratio.


Dividends

FLQS vs. DUSG - Dividend Comparison

FLQS's dividend yield for the trailing twelve months is around 1.33%, more than DUSG's 0.14% yield.


PositionTTM202520242023202220212020201920182017
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLQS
Franklin LibertyQ U.S. Small Cap Equity ETF
1.33%1.16%1.29%1.75%1.40%0.95%1.20%1.41%1.27%1.02%

Frequently Asked Questions


FLQS and DUSG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DUSG is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DUSG is cheaper with a 0.32% expense ratio, compared with 0.35% for FLQS.

FLQS has the higher dividend yield at 1.33%, compared with 0.14% for DUSG.

They also come from different issuers: Franklin Templeton and Dimensional Fund Advisors. Their fees differ too: 0.35% for FLQS and 0.32% for DUSG.

Portfolio Optimizer

Find the right allocation for FLQS and DUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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