Franklin FTSE Japan Hedged ETF

10-Year Study

FLJH.US · · US · ETF

Executive Summary: Franklin FTSE Japan Hedged ETF has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 18.4% and an annualized volatility of 21.7%.

1Y CAGR
+41.3%
3Y CAGR
+27.1%
5Y CAGR
+19.3%
10Y CAGR
+13.8%

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 →
18.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +36.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.7%
% 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.
20264.99.1-7.05.4————————12.2%
20250.5-2.90.8-0.44.62.63.54.23.67.71.4-2.225.3%
20247.66.54.7-1.02.62.1-2.3-0.6-1.30.91.11.323.4%
20236.50.32.83.43.39.31.40.30.9-0.14.4-0.736.0%
2022-4.0-1.33.1-1.81.2-1.94.70.0-4.45.23.8-6.6-2.7%
20210.83.54.8-3.12.50.3-1.82.23.9-0.4-4.44.212.7%
2020-2.9-9.2-6.47.45.60.2-3.67.31.7-2.410.34.210.6%
20196.12.70.02.4-7.84.10.6-2.56.83.42.80.720.3%
20182.1-4.7-2.84.9-1.6-0.71.6-1.97.4-10.92.8-10.2-14.7%
2017———————————1.11.1%

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 21.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 45.2% of variance. Idiosyncratic stock-specific factors contribute 8.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-0110109.964235274278
2018-01-0110318.439561829411
2018-02-019836.072485051189
2018-03-019556.840618610306
2018-04-0110024.171052354219
2018-05-019866.49709455519
2018-06-019795.951348730669
2018-07-019955.241394332452
2018-08-019762.856681117772
2018-09-0110490.166457043684
2018-10-019343.376499272761
2018-11-019601.177636155398
2018-12-018622.109486435402
2019-01-019150.6404626227
2019-02-019395.653426457466
2019-03-019399.728778307885
2019-04-019625.981070693302
2019-05-018878.856653011897
2019-06-019243.319584876228
2019-07-019297.70445267322
2019-08-019069.414484362595
2019-09-019687.743730633296
2019-10-0110018.40934801397
2019-11-0110303.61371285633
2019-12-0110375.986340544832
2020-01-0110075.323744545703
2020-02-019151.483638867614
2020-03-018563.579002100914
2020-04-019195.75039172563
2020-05-019708.47181332078
2020-06-019727.162220083053
2020-07-019374.925343769983
2020-08-0110058.67101370864
2020-09-0110232.505849535199
2020-10-019986.368650707214
2020-11-0111014.200493258104
2020-12-0111480.547221382949
2021-01-0111572.804755514024
2021-02-0111972.962148413071
2021-03-0112542.527701852881
2021-04-0112154.947687940472
2021-05-0112464.112311075824
2021-06-0112503.109212403122
2021-07-0112272.781568167286
2021-08-0112548.640729628512
2021-09-0113042.250156338929
2021-10-0112986.178936052109
2021-11-0112410.921942959129
2021-12-0112935.65862604431
2022-01-0112417.52682354429
2022-02-0112255.004602337003
2022-03-0112634.433912548573
2022-04-0112411.765119204043
2022-05-0112558.68857988041
2022-06-0112319.999437882503
2022-07-0112896.87251877824
2022-08-0112900.666811880352
2022-09-0112333.20919905283
2022-10-0112975.498703616524
2022-11-0113469.88104188478
2022-12-0112580.330103499884
2023-01-0113401.091913237164
2023-02-0113440.440137999845
2023-03-0113810.172921394895
2023-04-0114274.200914846228
2023-05-0114747.995699801151
2023-06-0116115.27624561724
2023-07-0116339.20980332914
2023-08-0116387.34111397635
2023-09-0116528.573134999544
2023-10-0116507.704522937907
2023-11-0117230.79841763925
2023-12-0117112.68347866413
2024-01-0118418.69321734976
2024-02-0119619.51671948229
2024-03-0120547.22138294957
2024-04-0120351.253170694003
2024-05-0120872.617148799527
2024-06-0121314.3712364477
2024-07-0120828.350395941514
2024-08-0120705.176399496908
2024-09-0120437.397677049445
2024-10-0120622.19380405989
2024-11-0120854.41859484679
2024-12-0121119.035406375817
2025-01-0121218.108615153284
2025-02-0120593.45554704572
2025-03-0120755.134592008093
2025-04-0120662.17441100626
2025-05-0121619.03891961017
2025-06-0122175.254182505498
2025-07-0122948.79812252756
2025-08-0123923.861185084214
2025-09-0124787.55471862506
2025-10-0126705.359087683304
2025-11-0127074.60001826882
2025-12-0126468.707621610607
2026-01-0127775.630801228228
2026-02-0130296.0251266521
2026-03-0128162.086580147414
2026-04-0129686.830289701305
Annual Return Matrix
YearAnnual Return
2018-0.14716716243640715
20190.20341621233976315
20200.1064535789259835
20210.12674582287777714
2022-0.027468916180967917
20230.3602730085678223
20240.23411593703037603
20250.25331044303376316
20260.12158216087071927
Total Factor Risk
0.2170955029964811
VTI.US Exposure
-0.11025514334952449
VEA.US Exposure
0.45240962446155497
VWO.US Exposure
0.0013064310889146578
QQQ.US Exposure
0.2951952176784701
VTV.US Exposure
0.07759502590196381
IJR.US Exposure
0.010921848124259932
QUAL.US Exposure
-0.15546190018860867
SHV.US Exposure
0.19097759186205365
TLT.US Exposure
-0.0019026780045681597
LQD.US Exposure
0.018960207552618555
HYG.US Exposure
-0.014672898234423524
GLD.US Exposure
-0.00022781346726637137
USO.US Exposure
0.00038325263812791986
VNQ.US Exposure
-0.011342909705493806
BTC-USD.CC Exposure
-0.0085849382104107
CPER.US Exposure
-0.003931573316328125
VIX.INDX Exposure
0.04718388810708568
UUP.US Exposure
0.12423141714496122
TIP.US Exposure
0.0006660401319839552
Idiosyncratic Exposure
0.08654930978462928
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.7%

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 →15.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.06%
Market Cap$32.5B
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 →
+2.6%
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 →
+13.2%
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 →
2.5% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE Japan Hedged ETF a high-risk investment?

Franklin FTSE Japan Hedged ETF (FLJH.US) has an annualized volatility of 21.7% and experienced a maximum drawdown of 18.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FLJH.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. 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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