Franklin FTSE United Kingdom ETF

10-Year Study

FLGB.US · · US · ETF

Executive Summary: Franklin FTSE United Kingdom ETF has compounded at 8.4% annually over the last 10 years, with a maximum drawdown of 30.1% and an annualized volatility of 15.0%.

1Y CAGR
+26.3%
3Y CAGR
+20.3%
5Y CAGR
+11.7%
10Y CAGR
+8.4%

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 →
30.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +33.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.85.3-6.65.2————————8.4%
20255.04.00.31.75.21.9-0.14.11.51.51.03.833.8%
2024-1.81.34.41.14.4-2.44.93.20.4-4.71.6-3.48.8%
20236.6-1.00.25.3-5.73.53.3-3.7-1.6-3.86.64.614.3%
20221.6-1.6-0.3-4.52.8-8.33.7-6.2-9.77.312.8-1.4-6.0%
2021-0.34.13.13.74.0-2.30.81.2-2.84.2-5.26.117.1%
2020-4.0-10.5-18.66.72.21.61.13.5-4.9-4.216.25.5-9.5%
20197.73.41.22.7-6.44.9-2.4-3.84.23.51.65.323.2%
20187.5-6.60.54.2-0.0-1.30.5-4.22.4-7.7-1.8-4.2-11.2%
2017———————————0.40.4%

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 15.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 64.8% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110035.776920378814
2018-01-0110790.923562582628
2018-02-0110073.820252003345
2018-03-0110121.684699025984
2018-04-0110548.957181016107
2018-05-0110546.528883252839
2018-06-0110410.544208509835
2018-07-0110466.449019237514
2018-08-0110022.178452904513
2018-09-0110266.735018751853
2018-10-019471.980141920514
2018-11-019300.812130696382
2018-12-018909.046758222485
2019-01-019593.556916601463
2019-02-019920.405795537328
2019-03-0110040.363705042766
2019-04-0110309.257210695301
2019-05-019651.512289884791
2019-06-0110120.335644713057
2019-07-019878.369263146533
2019-08-019507.649137954293
2019-09-019910.26090710412
2019-10-0110261.770498880285
2019-11-0110425.653616814612
2019-12-0110978.388149906914
2020-01-0110538.704368237866
2020-02-019427.51531176645
2020-03-017678.16960310822
2020-04-018188.867603809728
2020-05-018365.647680975637
2020-06-018497.369344089793
2020-07-018594.069557240373
2020-08-018893.88338774519
2020-09-018462.186007608665
2020-10-018108.787739794403
2020-11-019424.871165313114
2020-12-019939.562366780885
2021-01-019908.372231066021
2021-02-0110313.466260151634
2021-03-0110633.947602730485
2021-04-0111030.083911178262
2021-05-0111466.31411380622
2021-06-0111200.550414159674
2021-07-0111286.51215497936
2021-08-0111418.395704611066
2021-09-0111096.457383374254
2021-10-0111567.1154520681
2021-11-0110969.754202304184
2021-12-0111643.148153144644
2022-01-0111831.098400021585
2022-02-0111638.561368480696
2022-03-0111601.86709116909
2022-04-0111079.297412513826
2022-05-0111386.450098480964
2022-06-0110444.000755470413
2022-07-0110832.906132800907
2022-08-0110158.16312764752
2022-09-019169.52216496236
2022-10-019837.25008768853
2022-11-0111099.964924587865
2022-12-0110945.147451636403
2023-01-0111672.233764131344
2023-02-0111557.456223187546
2023-03-0111581.361465612605
2023-04-0112191.295901572998
2023-05-0111500.040471629387
2023-06-0111905.512235922617
2023-07-0112298.033078811752
2023-08-0111844.534980978335
2023-09-0111659.768502279901
2023-10-0111215.497935946902
2023-11-0111959.474408439683
2023-12-0112513.719882362464
2024-01-0112289.77686641664
2024-02-0112451.501497450286
2024-03-0113003.912257507485
2024-04-0113148.261068990636
2024-05-0113725.548390578204
2024-06-0113396.541024741655
2024-07-0114048.781803955428
2024-08-0114492.135013355639
2024-09-0114547.60812670318
2024-10-0113870.436823786526
2024-11-0114089.577206378328
2024-12-0113611.526320049645
2025-01-0114287.132719963305
2025-02-0114855.84005612066
2025-03-0114895.87998812832
2025-04-0115149.879934166149
2025-05-0115934.651809081832
2025-06-0116238.512802525429
2025-07-0116217.305668726223
2025-08-0116880.0151094083
2025-09-0117129.158459919596
2025-10-0117378.355772603405
2025-11-0117553.30113590373
2025-12-0118212.23322450962
2026-01-0119086.420419286078
2026-02-0120090.116828103495
2026-03-0118757.25116693198
2026-04-0119733.966489490867
Annual Return Matrix
YearAnnual Return
2018-0.11227134392239946
20190.2322741644356685
2020-0.09462461783470799
20210.17139444610331434
2022-0.05994948207540607
20230.14331213331361248
20240.08772822534045122
20250.33800080874715555
20260.0835555555555556
Total Factor Risk
0.14964071461208778
VTI.US Exposure
-0.08374746327716628
VEA.US Exposure
0.6482537899499281
VWO.US Exposure
0.09895426769406551
QQQ.US Exposure
0.0280007743381398
VTV.US Exposure
0.23407080611575562
IJR.US Exposure
-0.0454036446141784
QUAL.US Exposure
-0.1161604271098115
SHV.US Exposure
0.08067850026508598
TLT.US Exposure
0.010925322064700845
LQD.US Exposure
-0.060600779571081204
HYG.US Exposure
0.09462192400179878
GLD.US Exposure
-0.010517285399223709
USO.US Exposure
0.002907849714115261
VNQ.US Exposure
-0.02435087455108538
BTC-USD.CC Exposure
0.000005558997969256186
CPER.US Exposure
0.013619225330558512
VIX.INDX Exposure
0.017910217203546946
UUP.US Exposure
0.0319713753472043
TIP.US Exposure
0.026297165245224744
Idiosyncratic Exposure
0.052563698254452874
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.0%

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 →13.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.17%
Market Cap$77.4B
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 →
+2.7%
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 →
+10.9%
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 →
1.8% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE United Kingdom ETF a high-risk investment?

Franklin FTSE United Kingdom ETF (FLGB.US) has an annualized volatility of 15.0% and experienced a maximum drawdown of 30.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FLGB.US has generated a Compound Annual Growth Rate (CAGR) of 8.4%. It has had a positive return in 67% 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.

Run a Full Backtest on Franklin FTSE United Kingdom ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest