Franklin FTSE China ETF

10-Year Study

FLCH.US · · US · ETF

Executive Summary: Franklin FTSE China ETF has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 28.4%.

1Y CAGR
+17.3%
3Y CAGR
+14.7%
5Y CAGR
-3.9%
10Y CAGR
+1.2%

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 →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.8-4.0-5.54.6————————-1.6%
20253.39.82.3-5.32.55.74.56.77.4-3.3-2.0-1.932.6%
2024-9.76.62.14.64.5-3.3-1.40.322.7-3.3-3.80.518.0%
202313.4-10.73.9-4.3-9.03.911.2-9.5-3.5-3.92.1-2.1-11.2%
2022-0.2-5.8-9.7-5.22.38.7-10.4-0.4-14.1-15.830.82.4-22.7%
20218.4-0.6-6.2-0.20.40.6-13.4-0.2-4.82.4-5.5-2.6-20.9%
2020-5.82.7-7.35.11.77.89.56.5-2.15.02.92.030.1%
201913.32.62.62.1-13.17.5-1.3-3.9-0.44.22.68.124.3%
201812.3-7.4-0.8-2.22.2-5.0-1.0-4.8-2.1-10.87.9-7.4-19.5%
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 28.4%. The dominant macroeconomic risk driver is VWO.US, accounting for 93.8% of variance. Idiosyncratic stock-specific factors contribute 9.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110203.152463839526
2018-01-0111455.657521331485
2018-02-0110608.746736910927
2018-03-0110525.221132025415
2018-04-0110290.610357554022
2018-05-0110517.261800419761
2018-06-019987.01870916697
2018-07-019891.222468056078
2018-08-019415.794535539837
2018-09-019220.222387515221
2018-10-018222.700203247217
2018-11-018869.348519232684
2018-12-018211.519237420229
2019-01-019303.416353583832
2019-02-019544.754658340953
2019-03-019796.563274317417
2019-04-0110004.412401425821
2019-05-018697.323795676863
2019-06-019349.83613703155
2019-07-019224.949816611323
2019-08-018866.51126627908
2019-09-018835.289460263008
2019-10-019203.864186048415
2019-11-019447.554398701719
2019-12-0110209.207062681198
2020-01-019614.551436095551
2020-02-019877.555233304485
2020-03-019159.669665865842
2020-04-019630.681482617703
2020-05-019795.263983075558
2020-06-0110560.328807036418
2020-07-0111558.992850400562
2020-08-0112305.403749971687
2020-09-0112048.590818237446
2020-10-0112652.511507399655
2020-11-0113018.676214469398
2020-12-0113281.489342781068
2021-01-0114400.911860486269
2021-02-0114317.4024980606
2021-03-0113436.395622613754
2021-04-0113412.17976901708
2021-05-0113465.623989827147
2021-06-0113543.006645506588
2021-07-0111725.293178221922
2021-08-0111700.221573697716
2021-09-0111141.118015477392
2021-10-0111411.894958915096
2021-11-0110785.096713013316
2021-12-0110509.769921719084
2022-01-0110492.833824692852
2022-02-019883.080113104845
2022-03-018925.684590447714
2022-04-018464.557736099541
2022-05-018655.105545059778
2022-06-019404.04212978661
2022-07-018422.670219209465
2022-08-018388.990501342398
2022-09-017204.6926654318795
2022-10-016064.304701824132
2022-11-017929.426047578919
2022-12-018119.2301574754165
2023-01-019204.86542367007
2023-02-018218.319247188954
2023-03-018539.92526551879
2023-04-018174.8593896294915
2023-05-017436.036389254251
2023-06-017725.225080472844
2023-07-018588.60637847349
2023-08-017775.702637824522
2023-09-017501.368951355378
2023-10-017210.355802773859
2023-11-017360.031790770681
2023-12-017208.773522019781
2024-01-016512.599810479614
2024-02-016943.778545118324
2024-03-017087.504940605237
2024-04-017415.380441443235
2024-05-017747.748408739772
2024-06-017491.826921873548
2024-07-017389.613482812652
2024-08-017414.940818606652
2024-09-019095.118755879095
2024-10-018796.621627168923
2024-11-018466.464425072189
2024-12-018506.415432735543
2025-01-018784.261583677046
2025-02-019648.31067464015
2025-03-019874.840686539637
2025-04-019347.811070686668
2025-05-019583.587168637396
2025-06-0110125.100391529975
2025-07-0110584.590746480299
2025-08-0111298.315033009445
2025-09-0112133.327329300488
2025-10-0111732.148222082824
2025-11-0111498.905038440307
2025-12-0111275.719413217488
2026-01-0111699.743545988458
2026-02-0111228.34280083194
2026-03-0110607.704443486378
2026-04-0111090.94957668674
Annual Return Matrix
YearAnnual Return
2018-0.19519783061928575
20190.243278712197059
20200.3009325074158118
2021-0.20869040734264543
2022-0.22745881042585614
2023-0.11213583280643591
20240.18000869450982315
20250.32555475363038755
2026-0.016386523090860194
Total Factor Risk
0.2837883669163394
VTI.US Exposure
-0.02266958922272759
VEA.US Exposure
-0.10466166448276265
VWO.US Exposure
0.9381908258307505
QQQ.US Exposure
-0.0301131493544167
VTV.US Exposure
0.015342289737850142
IJR.US Exposure
-0.01607525039030162
QUAL.US Exposure
0.0335765413034616
SHV.US Exposure
0.08292843236157325
TLT.US Exposure
-0.02802245950181576
LQD.US Exposure
0.07875855818518133
HYG.US Exposure
-0.01318649285990461
GLD.US Exposure
-0.018244239133603325
USO.US Exposure
0.002058471522044414
VNQ.US Exposure
-0.017419822968611345
BTC-USD.CC Exposure
0.0005816665891858505
CPER.US Exposure
-0.009376823015766582
VIX.INDX Exposure
-0.0018132239375985243
UUP.US Exposure
0.0018329207571083092
TIP.US Exposure
0.009345413465139583
Idiosyncratic Exposure
0.09896759511521364
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.4%

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 →12.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.36%
Market Cap$61.1B
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 →
+0.6%
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 →
-1.9%
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 →
9.9% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE China ETF a high-risk investment?

Franklin FTSE China ETF (FLCH.US) has an annualized volatility of 28.4% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, FLCH.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 44% 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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