Franklin Responsibly Sourced Gold ETF

10-Year Study

FGDL.US · · US · ETF

Executive Summary: Franklin Responsibly Sourced Gold ETF has compounded at 28.8% annually over the last 10 years, with a maximum drawdown of 11.2% and an annualized volatility of 14.4%.

1Y CAGR
+49.7%
3Y CAGR
+35.9%
5Y CAGR
+28.8%
10Y CAGR
+28.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
11.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +64.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 10.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.08.5-11.22.7————————10.8%
20257.21.69.55.20.2-0.30.34.412.23.26.51.564.1%
2024-1.40.58.73.11.5-0.15.42.25.35.2-3.7-1.627.3%
20235.7-5.27.80.9-1.9-1.72.4-1.2-4.77.42.51.412.9%
2022——————-2.5-2.9-3.0-1.78.43.00.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.4%. The dominant macroeconomic risk driver is GLD.US, accounting for 99.6% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-06-0110000
2022-07-019750.723439437785
2022-08-019470.855725506408
2022-09-019191.401405539478
2022-10-019032.658123191402
2022-11-019795.36998759818
2022-12-0110090.946672178587
2023-01-0110666.391070690366
2023-02-0110109.136006614302
2023-03-0110897.064902852419
2023-04-0110995.039272426624
2023-05-0110785.448532451424
2023-06-0110607.275733774286
2023-07-0110857.792476229846
2023-08-0110722.199255890862
2023-09-0110213.724679619678
2023-10-0110969.408846630839
2023-11-0111242.248863166596
2023-12-0111394.377842083504
2024-01-0111231.087226126498
2024-02-0111285.65522943365
2024-03-0112263.331955353451
2024-04-0112649.524596940884
2024-05-0112840.843323687473
2024-06-0112830.50847457627
2024-07-0113518.39603141794
2024-08-0113815.212897891688
2024-09-0114550.723439437783
2024-10-0115307.978503513848
2024-11-0114741.628772219923
2024-12-0114505.994212484498
2025-01-0115543.613063249275
2025-02-0115795.783381562629
2025-03-0117292.26953286482
2025-04-0118189.334435717235
2025-05-0118230.67383216205
2025-06-0118176.932616783793
2025-07-0118222.405952873087
2025-08-0119028.52418354692
2025-09-0121355.932203389828
2025-10-0122029.764365440264
2025-11-0123455.973542786276
2025-12-0123811.49235221166
2026-01-0126672.178586192636
2026-02-0128949.979330301776
2026-03-0125700.70276973956
2026-04-0126391.07069036792
Annual Return Matrix
YearAnnual Return
20230.12916837361736988
20240.27308348147879413
20250.6414933029353092
20260.10833333333333339
Total Factor Risk
0.14400036707093802
VTI.US Exposure
0.0043529467698926625
VEA.US Exposure
-0.011939758747783101
VWO.US Exposure
0.003756087152265044
QQQ.US Exposure
-0.000843434881420346
VTV.US Exposure
-0.00012376977238537503
IJR.US Exposure
-0.0019052047342466014
QUAL.US Exposure
-0.0010896771158186627
SHV.US Exposure
0.006061681263112963
TLT.US Exposure
0.0009924296670779183
LQD.US Exposure
0.0017528238734558408
HYG.US Exposure
0.0007334041655135084
GLD.US Exposure
0.9955561265125957
USO.US Exposure
0.000897333056422219
VNQ.US Exposure
0.004418555782292911
BTC-USD.CC Exposure
0.0005807996919998483
CPER.US Exposure
-0.0014343971424117341
VIX.INDX Exposure
-0.00005101085091555709
UUP.US Exposure
0.000609407537947621
TIP.US Exposure
-0.0031194716614006725
Idiosyncratic Exposure
0.0007951294338056545
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Responsibly Sourced Gold ETF a high-risk investment?

Franklin Responsibly Sourced Gold ETF (FGDL.US) has an annualized volatility of 14.4% and experienced a maximum drawdown of 11.2% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of FGDL.US?

Over the past 10 years, FGDL.US has generated a Compound Annual Growth Rate (CAGR) of 28.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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