Franklin FTSE Canada ETF

10-Year Study

FLCA.US · · US · ETF

Executive Summary: Franklin FTSE Canada ETF has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 17.4%.

1Y CAGR
+32.4%
3Y CAGR
+23.6%
5Y CAGR
+11.8%
10Y CAGR
+11.7%

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 →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -15.5%
% 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.
20260.46.7-5.45.9————————7.3%
20252.90.2-1.33.95.73.0-0.45.63.40.03.93.434.6%
2024-0.91.53.8-3.53.6-2.45.14.32.6-2.06.7-5.613.0%
20238.9-4.9-0.13.1-5.36.22.7-3.7-3.6-4.710.26.814.7%
2022-0.6-0.16.0-8.01.9-10.24.5-4.0-8.37.26.8-5.7-11.9%
2021-0.95.46.04.36.4-0.9-0.10.5-2.37.7-4.14.228.7%
2020-0.1-7.2-19.810.44.03.84.95.5-4.3-3.714.23.06.3%
201912.62.6-0.73.7-3.95.5-0.7-0.02.7-0.83.02.228.4%
20180.7-3.4-4.71.43.7-0.52.4-1.0-0.5-6.70.6-8.2-15.5%
2017———————————3.83.8%

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 17.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 73.7% of variance. Idiosyncratic stock-specific factors contribute 7.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110376.92579089733
2018-01-0110453.663412913087
2018-02-0110102.12082010271
2018-03-019625.328315496492
2018-04-019762.681798580892
2018-05-0110122.260770708377
2018-06-0110075.46356188012
2018-07-0110315.62389744796
2018-08-0110212.180014896703
2018-09-0110160.923595593715
2018-10-019485.181700576268
2018-11-019546.38558939982
2018-12-018763.867654553294
2019-01-019867.448743580699
2019-02-0110123.632835469836
2019-03-0110053.951546512995
2019-04-0110428.770237955232
2019-05-0110021.31600611549
2019-06-0110572.543024030736
2019-07-0110499.921596299344
2019-08-0110498.45152691207
2019-09-0110783.105962601434
2019-10-0110697.841938139481
2019-11-0111013.955858716534
2019-12-0111254.557215100553
2020-01-0111239.660511976166
2020-02-0110428.427221764869
2020-03-018359.598573052648
2020-04-019227.625543925673
2020-05-019598.27903877063
2020-06-019961.04316123721
2020-07-0110452.144341212905
2020-08-0111031.890705241287
2020-09-0110558.871378729076
2020-10-0110169.057979536634
2020-11-0111614.08718491513
2020-12-0111964.502724528598
2021-01-0111858.559724018973
2021-02-0112496.373828844722
2021-03-0113248.853345877924
2021-04-0113823.307460112117
2021-05-0114707.94621506135
2021-06-0114575.002940138775
2021-07-0114553.833940962013
2021-08-0114625.034301619038
2021-09-0114294.121682543417
2021-10-0115396.869732251364
2021-11-0114770.816182523817
2021-12-0115394.811635109178
2022-01-0115305.57842330158
2022-02-0115296.660002352111
2022-03-0116215.845387902307
2022-04-0114926.2515190717
2022-05-0115204.829667960328
2022-06-0113654.788506017485
2022-07-0114271.825630169746
2022-08-0113700.703673213375
2022-09-0112559.929828687915
2022-10-0113467.060645262458
2022-11-0114379.091693127915
2022-12-0113558.204947273513
2023-01-0114762.1917754518
2023-02-0114046.16997922302
2023-03-0114032.498333921361
2023-04-0114465.727782351327
2023-05-0113699.2336038261
2023-06-0114545.601552393273
2023-07-0114932.376808185345
2023-08-0114375.220510408091
2023-09-0113864.126386765456
2023-10-0113214.894743031871
2023-11-0114568.583637147674
2023-12-0115552.942098867066
2024-01-0115407.895252655926
2024-02-0115641.832294484298
2024-03-0116231.428123407428
2024-04-0115663.785330667608
2024-05-0116222.068681641775
2024-06-0115840.683680269709
2024-07-0116642.31251715081
2024-08-0117358.726331882866
2024-09-0117808.910580579406
2024-10-0117460.4551334823
2024-11-0118624.211062762162
2024-12-0117578.207691403033
2025-01-0118084.940609196754
2025-02-0118116.155082519897
2025-03-0117873.152612803326
2025-04-0118577.21784468227
2025-05-0119642.52812732761
2025-06-0120233.643027950922
2025-07-0120149.261045121333
2025-08-0121281.753498765145
2025-09-0122003.900584107567
2025-10-0122012.27997961504
2025-11-0122879.865929671883
2025-12-0123668.117135128778
2026-01-0123761.221529656203
2026-02-0125348.896467913288
2026-03-0123981.73193774746
2026-04-0125402.799012113373
Annual Return Matrix
YearAnnual Return
2018-0.15544662926654207
20190.28419981436543185
20200.06308071440389407
20210.28670718621243263
2022-0.11930036764120755
20230.14712398575997976
20240.13021752281090881
20250.3464465519260038
20260.07329192546583863
Total Factor Risk
0.17364758600266203
VTI.US Exposure
0.7369159644527191
VEA.US Exposure
0.2547427856440447
VWO.US Exposure
-0.05831073081013236
QQQ.US Exposure
-0.18032895445020555
VTV.US Exposure
-0.06754421815542087
IJR.US Exposure
0.00870384589169764
QUAL.US Exposure
-0.04538958516903792
SHV.US Exposure
0.17046359397162025
TLT.US Exposure
-0.01682844997683912
LQD.US Exposure
0.032756183190423505
HYG.US Exposure
-0.03660538717912955
GLD.US Exposure
0.037351229665631445
USO.US Exposure
0.0017841616899443343
VNQ.US Exposure
0.005354550834546926
BTC-USD.CC Exposure
0.017268701986359207
CPER.US Exposure
0.01231267133973611
VIX.INDX Exposure
-0.006370276588462589
UUP.US Exposure
0.004964200822833243
TIP.US Exposure
0.050318690564927916
Idiosyncratic Exposure
0.07844102227474357
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.4%

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 →16.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.73%
Market Cap$59.3B
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 →
+3.6%
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 →
+12.0%
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 →
0.3% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE Canada ETF a high-risk investment?

Franklin FTSE Canada ETF (FLCA.US) has an annualized volatility of 17.4% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FLCA.US has generated a Compound Annual Growth Rate (CAGR) of 11.7%. 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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