Franklin FTSE Latin America ETF

10-Year Study

FLLA.US · · US · ETF

Executive Summary: Franklin FTSE Latin America ETF has compounded at 7.9% annually over the last 10 years, with a maximum drawdown of 46.2% and an annualized volatility of 32.9%.

1Y CAGR
+58.3%
3Y CAGR
+20.7%
5Y CAGR
+11.5%
10Y CAGR
+7.9%

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 →
46.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +51.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -26.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.65.6-3.07.2————————25.8%
20259.3-0.96.15.93.05.0-5.37.75.80.35.70.851.8%
2024-4.4-0.40.8-4.4-2.2-6.90.82.80.9-6.8-4.8-5.6-26.9%
202310.9-7.21.02.90.111.84.8-7.6-2.6-4.214.07.732.7%
20227.84.312.4-12.17.7-16.84.42.3-3.810.10.4-4.77.7%
2021-6.6-3.45.74.27.34.2-5.7-0.3-9.5-6.3-2.95.8-8.9%
2020-5.6-11.6-35.55.87.26.49.6-5.6-5.2-1.622.111.1-15.1%
201914.9-3.9-2.91.8-2.35.8-0.6-6.22.94.3-4.711.419.7%
2018——————————-3.4-0.9-4.2%

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 32.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 38.4% of variance. Idiosyncratic stock-specific factors contribute 14.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-019662.802519486288
2018-12-019578.546971591508
2019-01-0111006.801210662243
2019-02-0110572.785808607854
2019-03-0110263.751416918887
2019-04-0110453.117718048594
2019-05-0110207.481357976158
2019-06-0110797.626477128812
2019-07-0110730.190682093295
2019-08-0110059.80354214487
2019-09-0110353.348181129662
2019-10-0110793.659010093173
2019-11-0110289.876509758686
2019-12-0111465.73455244581
2020-01-0110820.45835835328
2020-02-019566.204950173209
2020-03-016166.411122085183
2020-04-016521.311635764784
2020-05-016993.169957175292
2020-06-017440.5130100137685
2020-07-018152.036987945188
2020-08-017692.596504019116
2020-09-017294.142452281582
2020-10-017176.231783787901
2020-11-018761.916355000525
2020-12-019734.418865742051
2021-01-019090.959793840984
2021-02-018785.726172270997
2021-03-019284.821266326864
2021-04-019676.671045689905
2021-05-0110382.007558176982
2021-06-0110817.106071599574
2021-07-0110203.636481214093
2021-08-0110170.250691892015
2021-09-019206.222512425487
2021-10-018626.141497504666
2021-11-018379.91837580463
2021-12-018868.26174563962
2022-01-019563.375343767735
2022-02-019970.706045768991
2022-03-0111205.975792857756
2022-04-019851.162697722722
2022-05-0110608.263510454548
2022-06-018822.85319385112
2022-07-019214.468937237341
2022-08-019431.00793864869
2022-09-019071.64513901103
2022-10-019988.483864351152
2022-11-0110029.950581615762
2022-12-019553.67622421404
2023-01-0110590.847890407944
2023-02-019831.229519239741
2023-03-019928.615232566193
2023-04-0110220.776830373674
2023-05-0110230.51718483757
2023-06-0111436.492314370504
2023-07-0111984.16993384338
2023-08-0111078.01495084515
2023-09-0110789.239073502347
2023-10-0110331.181630753585
2023-11-0111775.056559639459
2023-12-0112681.434434044184
2024-01-0112125.364953116716
2024-02-0112073.878152673056
2024-03-0112166.556399494302
2024-04-0111625.934407494071
2024-05-0111373.644738937715
2024-06-0110592.620991546624
2024-07-0110682.657975200884
2024-08-0110979.25176862655
2024-09-0111074.584652099169
2024-10-0110317.21302630845
2024-11-019824.655337205128
2024-12-019272.224001260198
2025-01-0110139.0938166349
2025-02-0110045.82379312941
2025-03-0110660.314226156643
2025-04-0111285.7776031257
2025-05-0111620.455736722388
2025-06-0112205.90341948313
2025-07-0111564.968035532118
2025-08-0112458.906340540272
2025-09-0113178.553595781457
2025-10-0113217.909531426543
2025-11-0113965.668965312101
2025-12-0114075.701537043164
2026-01-0116126.582205526116
2026-02-0117026.398513549837
2026-03-0116523.90356771412
2026-04-0117710.02535846587
Annual Return Matrix
YearAnnual Return
20190.19702232357907845
2020-0.1509991077139008
2021-0.08897882164806614
20220.07728848090342244
20230.3273879223479188
2024-0.26883476396264183
20250.5180502040427539
20260.25819841461245985
Total Factor Risk
0.3291008544981439
VTI.US Exposure
-0.09907426044069019
VEA.US Exposure
0.03172646326903483
VWO.US Exposure
0.0650889676927219
QQQ.US Exposure
0.07058431591945677
VTV.US Exposure
0.1154969995190324
IJR.US Exposure
0.02781843326377266
QUAL.US Exposure
-0.028427320551542245
SHV.US Exposure
0.3837627606023794
TLT.US Exposure
0.07315176299088405
LQD.US Exposure
-0.013821204391887113
HYG.US Exposure
0.18428299301241516
GLD.US Exposure
0.023158195447123227
USO.US Exposure
0.005455499617408128
VNQ.US Exposure
-0.009115831396805425
BTC-USD.CC Exposure
-0.00022335225167335583
CPER.US Exposure
0.02470022563058486
VIX.INDX Exposure
0.011763089473400547
UUP.US Exposure
-0.002926670256265927
TIP.US Exposure
-0.0046090498399575155
Idiosyncratic Exposure
0.14120798269060778
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.9%

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 →10.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.03%
Market Cap$23.8B
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 →
+7.1%
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 →
+25.8%
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 →
0.5% 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 →
1.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE Latin America ETF a high-risk investment?

Franklin FTSE Latin America ETF (FLLA.US) has an annualized volatility of 32.9% and experienced a maximum drawdown of 46.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLLA.US has generated a Compound Annual Growth Rate (CAGR) of 7.9%. It has had a positive return in 63% 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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