SQLV vs. FLQS
Compare and contrast key facts about Royce Quant Small-Cap Quality Value ETF (SQLV) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS).
SQLV and FLQS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SQLV is an actively managed fund by Franklin Templeton. It was launched on Jul 12, 2017. FLQS is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Small Cap Equity Index. It was launched on Apr 26, 2017.
Performance
SQLV vs. FLQS - Performance Comparison
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SQLV vs. FLQS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SQLV Royce Quant Small-Cap Quality Value ETF | 2.33% | 2.50% | 4.76% | 21.21% | -12.86% | 37.14% | 7.13% | 17.41% | -10.55% | 8.51% |
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF | -0.70% | 5.04% | 8.34% | 21.28% | -16.88% | 26.58% | 10.51% | 18.34% | -5.86% | 8.48% |
Returns By Period
In the year-to-date period, SQLV achieves a 2.33% return, which is significantly higher than FLQS's -0.70% return.
SQLV
- 1D
- 1.41%
- 1M
- -3.07%
- YTD
- 2.33%
- 6M
- 3.74%
- 1Y
- 17.85%
- 3Y*
- 8.87%
- 5Y*
- 5.25%
- 10Y*
- —
FLQS
- 1D
- 1.70%
- 1M
- -5.45%
- YTD
- -0.70%
- 6M
- -2.00%
- 1Y
- 9.91%
- 3Y*
- 9.43%
- 5Y*
- 4.39%
- 10Y*
- —
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SQLV vs. FLQS - Expense Ratio Comparison
SQLV has a 0.60% expense ratio, which is higher than FLQS's 0.35% expense ratio.
Return for Risk
SQLV vs. FLQS — Risk / Return Rank
SQLV
FLQS
SQLV vs. FLQS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Quant Small-Cap Quality Value ETF (SQLV) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). 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.
| SQLV | FLQS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.52 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.88 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.11 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.87 | +0.50 |
Martin ratioReturn relative to average drawdown | 4.69 | 3.00 | +1.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SQLV | FLQS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.52 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.23 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.35 | -0.01 |
Correlation
The correlation between SQLV and FLQS is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SQLV vs. FLQS - Dividend Comparison
SQLV's dividend yield for the trailing twelve months is around 1.11%, less than FLQS's 1.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SQLV Royce Quant Small-Cap Quality Value ETF | 1.11% | 1.15% | 1.11% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF | 1.45% | 1.16% | 1.29% | 1.75% | 1.40% | 0.95% | 1.20% | 1.41% | 1.27% | 1.02% |
Drawdowns
SQLV vs. FLQS - Drawdown Comparison
The maximum SQLV drawdown since its inception was -48.34%, which is greater than FLQS's maximum drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for SQLV and FLQS.
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Drawdown Indicators
| SQLV | FLQS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -42.16% | -6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -12.41% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -28.05% | +1.19% |
Current DrawdownCurrent decline from peak | -5.16% | -6.55% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -8.14% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 3.59% | +0.20% |
Volatility
SQLV vs. FLQS - Volatility Comparison
Royce Quant Small-Cap Quality Value ETF (SQLV) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) have volatilities of 5.25% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SQLV | FLQS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 5.22% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.90% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.07% | 19.33% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 19.35% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.50% | 21.81% | +1.69% |