Franklin Templeton ETF Trust - Franklin Liberty U.S. Core Bond ETF

10-Year Study

FLCB.US · · US · ETF

Executive Summary: Franklin Templeton ETF Trust - Franklin Liberty U.S. Core Bond ETF has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 17.7% and an annualized volatility of 7.3%.

1Y CAGR
+4.9%
3Y CAGR
+3.9%
5Y CAGR
-0.0%
10Y CAGR
+0.7%

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 →
17.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +7.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.3-2.20.5————————-0.1%
20250.51.90.30.2-0.61.6-0.31.21.10.70.5-0.26.9%
2024-0.3-1.30.9-2.61.90.92.21.51.4-2.51.1-1.51.6%
20233.1-2.42.50.6-1.0-0.3-0.2-0.6-2.6-1.64.63.85.7%
2022-2.1-1.4-2.9-3.70.1-1.41.9-2.4-4.1-1.53.8-0.5-13.5%
2021-0.7-1.6-0.90.70.11.00.8-0.2-0.9-0.0-0.30.2-1.7%
20202.01.4-1.41.91.30.51.5-0.70.0-0.41.00.17.3%
2019—————————0.20.0-0.00.2%

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 7.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.3% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-0110020.858919624929
2019-11-0110023.246973507225
2019-12-0110023.100766126674
2020-01-0110223.307405891184
2020-02-0110367.126732557459
2020-03-0110225.25683763183
2020-04-0110419.468974793848
2020-05-0110551.348032048658
2020-06-0110601.98452151198
2020-07-0110759.839756710919
2020-08-0110683.324560890502
2020-09-0110685.127785250601
2020-10-0110641.509250053612
2020-11-0110751.213521258554
2020-12-0110758.767569253565
2021-01-0110688.490555003216
2021-02-0110521.52172641675
2021-03-0110421.75955708911
2021-04-0110494.083474667135
2021-05-0110508.021911612766
2021-06-0110616.06916583816
2021-07-0110702.916349884008
2021-08-0110679.571904789755
2021-09-0110585.804238064604
2021-10-0110581.223073474084
2021-11-0110549.78848665614
2021-12-0110572.5481022282
2022-01-0110352.067372360958
2022-02-0110209.417704739068
2022-03-019911.203384213502
2022-04-019546.80585609295
2022-05-019558.551182330351
2022-06-019422.042224691502
2022-07-019603.72926291986
2022-08-019373.98873228454
2022-09-018985.710665341054
2022-10-018851.199875236369
2022-11-019188.987660097084
2022-12-019141.177846657698
2023-01-019428.71902840322
2023-02-019200.879193715034
2023-03-019429.986159034643
2023-04-019487.933017525393
2023-05-019390.412694699497
2023-06-019360.147766925942
2023-07-019341.920580150887
2023-08-019289.04224418582
2023-09-019046.77661461684
2023-10-018904.468097549565
2023-11-019312.240481899527
2023-12-019664.112911086419
2024-01-019637.259488858997
2024-02-019512.593329044585
2024-03-019595.103027467492
2024-04-019349.425892352381
2024-05-019523.168996237597
2024-06-019611.039631947287
2024-07-019823.722634851942
2024-08-019974.072557849388
2024-09-0110112.530947228885
2024-10-019856.911710236467
2024-11-019966.323566680312
2024-12-019817.5819248689
2025-01-019864.124607676862
2025-02-0110047.273719710705
2025-03-0110076.174045265807
2025-04-0110098.836189250833
2025-05-0110035.528393473303
2025-06-0110194.114665574987
2025-07-0110164.23962414956
2025-08-0110281.839093904127
2025-09-0110399.73097841979
2025-10-0110472.103631791335
2025-11-0110523.519893950914
2025-12-0110499.834298302045
2026-01-0110531.415092500538
2026-02-0110670.117160847612
2026-03-0110435.990408795837
2026-04-0110487.942764684096
Annual Return Matrix
YearAnnual Return
20200.07339712732541748
2021-0.017308624415080853
2022-0.13538555149905973
20230.057206529968117925
20240.015880300157340654
20250.06949291369852806
2026-0.0011325448840533436
Total Factor Risk
0.07262721611637886
VTI.US Exposure
0.009501648183838
VEA.US Exposure
0.0042337072666578865
VWO.US Exposure
0.0033530556833411707
QQQ.US Exposure
0.00036511694913255875
VTV.US Exposure
0.01235844358615181
IJR.US Exposure
-0.0018738412126133982
QUAL.US Exposure
-0.02953248713408056
SHV.US Exposure
0.4931968301804082
TLT.US Exposure
0.09690167147432445
LQD.US Exposure
0.34790138486423017
HYG.US Exposure
-0.015347389366827231
GLD.US Exposure
0.0018020671460370651
USO.US Exposure
0.006764851943488172
VNQ.US Exposure
-0.0044257399965310674
BTC-USD.CC Exposure
-0.0002693959478395926
CPER.US Exposure
-0.0035617221423366063
VIX.INDX Exposure
-0.0012011779409622355
UUP.US Exposure
0.00501421056913611
TIP.US Exposure
0.06243571507889093
Idiosyncratic Exposure
0.01238305081555406
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
7.3%

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
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.60.70%Solid

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 →
+1.3%
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 →
+2.3%
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 →
1.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Templeton ETF Trust - Franklin Liberty U.S. Core Bond ETF a high-risk investment?

Franklin Templeton ETF Trust - Franklin Liberty U.S. Core Bond ETF (FLCB.US) has an annualized volatility of 7.3% and experienced a maximum drawdown of 17.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLCB.US has generated a Compound Annual Growth Rate (CAGR) of 0.7%. It has had a positive return in 57% 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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