Franklin FTSE Australia ETF

10-Year Study

FLAU.US · · US · ETF

Executive Summary: Franklin FTSE Australia ETF has compounded at 8.1% annually over the last 10 years, with a maximum drawdown of 31.7% and an annualized volatility of 16.3%.

1Y CAGR
+20.3%
3Y CAGR
+15.1%
5Y CAGR
+6.7%
10Y CAGR
+8.1%

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 →
31.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.67.9-8.26.1————————11.1%
20254.0-2.9-2.45.24.83.2-0.54.5-0.3-0.4-2.52.616.0%
2024-3.11.63.0-4.85.40.72.83.64.7-6.43.9-8.41.8%
202311.4-8.1-0.10.8-5.25.13.7-4.6-3.5-4.18.410.312.6%
2022-8.25.79.4-7.00.6-11.67.6-3.0-10.75.814.0-4.4-5.6%
2021-0.83.90.24.33.4-1.3-0.81.2-4.66.6-7.45.79.9%
2020-1.7-10.0-22.812.66.37.13.35.3-4.8-0.115.16.411.0%
20197.33.50.91.20.25.7-0.5-3.62.71.11.41.523.4%
20185.7-2.8-5.11.51.30.62.1-0.5-2.5-7.81.6-3.8-10.0%
2017———————————2.02.0%

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 16.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 39.7% of variance. Idiosyncratic stock-specific factors contribute 14.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110199.288452522133
2018-01-0110780.606194324168
2018-02-0110483.6868087923
2018-03-019950.136517830057
2018-04-0110097.851567886593
2018-05-0110225.599161587466
2018-06-0110289.859069472406
2018-07-0110502.6614082021
2018-08-0110452.522132436085
2018-09-0110188.20154996001
2018-10-019393.47472351692
2018-11-019545.602471110622
2018-12-019178.355718580215
2019-01-019847.8722524063
2019-02-0110197.247579911194
2019-03-0110286.825339915606
2019-04-0110413.46975923219
2019-05-0110434.26459637607
2019-06-0111033.233128326761
2019-07-0110981.990678176451
2019-08-0110588.819327615212
2019-09-0110879.395460437408
2019-10-0111002.289086847402
2019-11-0111158.00215119005
2019-12-0111324.195372183458
2020-01-0111132.51882291293
2020-02-0110023.994042858325
2020-03-017734.079814666703
2020-04-018710.940731956203
2020-05-019263.189828732178
2020-06-019919.247635069913
2020-07-0110245.511459223917
2020-08-0110787.721669102842
2020-09-0110274.524945530762
2020-10-0110264.044788880003
2020-11-0111814.115116247
2020-12-0112570.285997959127
2021-01-0112475.026889875615
2021-02-0112965.112110096803
2021-03-0112994.070437684437
2021-04-0113555.641358007668
2021-05-0114011.969442069554
2021-06-0113829.559557627072
2021-07-0113720.510769739927
2021-08-0113881.574229846383
2021-09-0113245.594197302738
2021-10-0114119.30830966105
2021-11-0113073.223199757302
2021-12-0113814.33575112386
2022-01-0112687.443117570809
2022-02-0113412.559640365149
2022-03-0114671.39193027938
2022-04-0113642.130229736067
2022-05-0113724.757991119448
2022-06-0112131.829338922751
2022-07-0113048.677569706833
2022-08-0112654.182409884443
2022-09-0111299.760059571418
2022-10-0111959.568658815742
2022-11-0113638.269119391049
2022-12-0113043.272015223805
2023-01-0114533.49513224303
2023-02-0113363.523538983423
2023-03-0113354.091397997738
2023-04-0113462.919551008026
2023-05-0112768.691910973828
2023-06-0113414.600512976089
2023-07-0113908.27104994622
2023-08-0113274.607683609585
2023-09-0112809.068093438871
2023-10-0112282.302324940014
2023-11-0113310.791803414324
2023-12-0114684.685181610083
2024-01-0114222.675749469097
2024-02-0114446.39951460327
2024-03-0114883.5323643785
2024-04-0114172.646791141507
2024-05-0114944.151796795277
2024-06-0115054.634711382
2024-07-0115474.613199481508
2024-08-0116024.435312612042
2024-09-0116777.903417082656
2024-10-0115701.150059295624
2024-11-0116316.50073085303
2024-12-0114950.274414628091
2025-01-0115549.684216332496
2025-02-0115099.69938498028
2025-03-0114743.81532860807
2025-04-0115516.3131912077
2025-05-0116259.907884938912
2025-06-0116787.831986541274
2025-07-0116712.20938249814
2025-08-0117460.382249924158
2025-09-0117410.24297415814
2025-10-0117349.071954549214
2025-11-0116908.35378802504
2025-12-0117340.798146667035
2026-01-0118318.21065114868
2026-02-0119767.781792106787
2026-03-0118154.389255081496
2026-04-0119259.990623017733
Annual Return Matrix
YearAnnual Return
2018-0.10009842732602159
20190.23379347231654024
20200.11003789539312825
20210.09896749790471837
2022-0.055816200633267754
20230.12584366595057261
20240.01808613734195763
20250.15989831796665444
20260.11067497932438464
Total Factor Risk
0.16317965673702978
VTI.US Exposure
0.27975926289002573
VEA.US Exposure
0.39690311254778265
VWO.US Exposure
-0.01492179511489615
QQQ.US Exposure
-0.037352763523898165
VTV.US Exposure
0.0143495076966594
IJR.US Exposure
0.058677264616176304
QUAL.US Exposure
-0.13363716577858675
SHV.US Exposure
0.0017020815455604137
TLT.US Exposure
0.04425987352787205
LQD.US Exposure
-0.03675766324343908
HYG.US Exposure
-0.07975277347243127
GLD.US Exposure
0.029661640089107176
USO.US Exposure
0.021254102350889502
VNQ.US Exposure
0.09544244275384917
BTC-USD.CC Exposure
0.03071422172796894
CPER.US Exposure
0.009038080944659526
VIX.INDX Exposure
0.09922696529279065
UUP.US Exposure
0.09736524396415747
TIP.US Exposure
-0.016336376405488563
Idiosyncratic Exposure
0.1404047375912411
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
16.3%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+2.5%
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 →
+9.4%
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 →
2.6% 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 →
1.24
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
56
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+11.9%
50.0% retracement+17.2%
61.8% retracement+23.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Franklin FTSE Australia ETF a high-risk investment?

Franklin FTSE Australia ETF (FLAU.US) has an annualized volatility of 16.3% and experienced a maximum drawdown of 31.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FLAU.US has generated a Compound Annual Growth Rate (CAGR) of 8.1%. It has had a positive return in 78% 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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