Franklin Liberty U.S. Treasury Bond ETF

10-Year Study

FLGV.US · · US · ETF

Executive Summary: Franklin Liberty U.S. Treasury Bond ETF has compounded at -0.8% annually over the last 10 years, with a maximum drawdown of 17.0% and an annualized volatility of 6.0%.

1Y CAGR
+3.7%
3Y CAGR
+2.8%
5Y CAGR
-0.2%
10Y CAGR
-0.8%

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 →
17.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.11.4-2.00.2————————-0.2%
20250.42.10.40.6-1.01.4-0.41.20.70.70.6-0.56.2%
2024-0.2-1.40.6-2.41.51.12.21.31.1-2.50.8-1.40.6%
20232.5-2.12.70.5-1.0-0.8-0.3-0.4-2.2-1.13.33.24.2%
2022-1.7-0.9-2.5-2.80.1-0.71.6-2.2-3.3-1.52.5-0.6-11.5%
2021-1.0-2.0-0.90.60.20.61.3-0.2-1.10.10.5-0.5-2.4%
2020——————1.2-1.10.1-1.10.20.2-0.4%

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 6.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 44.7% of variance. Idiosyncratic stock-specific factors contribute 2.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110122.230152778979
2020-08-0110010.948397689981
2020-09-0110025.601362165455
2020-10-019919.438628570448
2020-11-019940.508017089973
2020-12-019963.248302833055
2021-01-019861.431689075156
2021-02-019663.25791719355
2021-03-019573.60221852262
2021-04-019634.161967305456
2021-05-019653.445193498834
2021-06-019712.170529447463
2021-07-019835.403220560578
2021-08-019820.465220676379
2021-09-019716.268248520853
2021-10-019725.586851271919
2021-11-019770.140834297748
2021-12-019725.451928554938
2022-01-019561.0463640919
2022-02-019477.62927740754
2022-03-019236.08187289172
2022-04-018974.992119083683
2022-05-018987.6569839215
2022-06-018924.232584604586
2022-07-019062.81251139248
2022-08-018859.003258875056
2022-09-018567.119852117554
2022-10-018442.550443225593
2022-11-018656.278749261053
2022-12-018604.329035583141
2023-01-018815.903045786516
2023-02-018633.358864404636
2023-03-018870.261710755716
2023-04-018913.002725617587
2023-05-018827.708336758524
2023-06-018756.049184066038
2023-07-018726.456432650511
2023-08-018692.119941470346
2023-09-018498.630936510193
2023-10-018403.975055559566
2023-11-018684.176478198991
2023-12-018964.039253754068
2024-01-018942.517740103463
2024-02-018816.018310889103
2024-03-018871.44027409148
2024-04-018660.348768968704
2024-05-018792.469382372052
2024-06-018891.803775548644
2024-07-019087.602550200185
2024-08-019205.689413981496
2024-09-019310.464498705815
2024-10-019078.090051888954
2024-11-019151.984811454886
2024-12-019019.944615564971
2025-01-019055.809933028295
2025-02-019244.752667895686
2025-03-019281.309575974536
2025-04-019335.640541578
2025-05-019242.487574600646
2025-06-019370.158418927353
2025-07-019332.18794966793
2025-08-019439.62485408689
2025-09-019507.3355068698
2025-10-019573.42440646514
2025-11-019631.401859538839
2025-12-019582.040696265554
2026-01-019593.714638632287
2026-02-019728.164329078472
2026-03-019537.498679365724
2026-04-019559.048113976993
Annual Return Matrix
YearAnnual Return
2021-0.023867354004466712
2022-0.11527720266449126
20230.04180572554621609
20240.006236626171342241
20250.062317021296407926
2026-0.0023995496384733306
Total Factor Risk
0.05963560993915476
VTI.US Exposure
-0.022992755523996083
VEA.US Exposure
0.005891816609805526
VWO.US Exposure
-0.0073226234924709714
QQQ.US Exposure
0.01535901638519903
VTV.US Exposure
0.008348328347633804
IJR.US Exposure
0.000549480049788984
QUAL.US Exposure
-0.01830831819230503
SHV.US Exposure
0.4466088063073605
TLT.US Exposure
0.15923409058941318
LQD.US Exposure
0.2621159500245779
HYG.US Exposure
-0.016831764277495803
GLD.US Exposure
0.008562435326637906
USO.US Exposure
0.012506734591790972
VNQ.US Exposure
-0.0013783681551923072
BTC-USD.CC Exposure
0.0014327160969502281
CPER.US Exposure
-0.00571754354443768
VIX.INDX Exposure
-0.00030540736609918466
UUP.US Exposure
0.00787075196579924
TIP.US Exposure
0.12297743379717282
Idiosyncratic Exposure
0.021399220459866846
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.0%

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 →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 →3.99%
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
$63
Avg Yield on Cost
0.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$63.260.63%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 →
-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 →
+0.2%
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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Liberty U.S. Treasury Bond ETF a high-risk investment?

Franklin Liberty U.S. Treasury Bond ETF (FLGV.US) has an annualized volatility of 6.0% and experienced a maximum drawdown of 17.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLGV.US has generated a Compound Annual Growth Rate (CAGR) of -0.8%. It has had a positive return in 50% 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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