Franklin LibertyQ U.S. Equity ETF

10-Year Study

FLQL.US · · US · ETF

Executive Summary: Franklin LibertyQ U.S. Equity ETF has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 21.1% and an annualized volatility of 11.4%.

1Y CAGR
+25.1%
3Y CAGR
+22.3%
5Y CAGR
+13.6%
10Y CAGR
+14.3%

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 →
21.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.8%
% 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.
20262.70.2-5.17.9————————5.3%
20253.5-0.7-6.10.06.35.62.02.53.91.50.3-0.119.6%
20243.05.33.1-5.05.54.40.52.71.7-1.15.3-2.824.3%
20234.2-2.23.90.90.77.02.0-0.6-4.8-1.98.84.323.6%
2022-5.5-2.84.3-7.31.1-7.47.5-4.1-7.99.64.5-5.7-14.8%
2021-1.81.66.33.81.42.03.12.0-5.95.9-0.36.426.6%
2020-1.3-7.5-13.311.25.00.05.55.1-1.6-2.810.02.610.7%
20197.64.01.82.6-5.66.31.7-0.82.31.22.82.629.1%
20183.3-1.7-2.2-1.94.10.82.73.80.5-5.52.7-8.6-2.8%
2017————1.10.31.10.32.92.43.82.415.0%

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 11.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 62.7% of variance. Idiosyncratic stock-specific factors contribute 3.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-04-0110000
2017-05-0110106.125021119973
2017-06-0110132.427952344204
2017-07-0110246.407320982524
2017-08-0110277.824711055908
2017-09-0110576.107257508436
2017-10-0110825.208802348998
2017-11-0111232.447588212997
2017-12-0111503.87922570746
2018-01-0111881.024901021521
2018-02-0111682.976615050207
2018-03-0111425.883728257842
2018-04-0111211.807093571764
2018-05-0111674.80261385379
2018-06-0111772.616639343887
2018-07-0112085.0552772539
2018-08-0112545.310908866735
2018-09-0112605.451465155464
2018-10-0111914.26888354103
2018-11-0112231.730650677895
2018-12-0111182.353290377967
2019-01-0112028.248252179352
2019-02-0112508.36807664382
2019-03-0112738.3360656112
2019-04-0113064.748135734084
2019-05-0112332.010575970262
2019-06-0113106.44010831693
2019-07-0113330.152018156326
2019-08-0113224.39231552558
2019-09-0113525.369085836146
2019-10-0113683.095343559206
2019-11-0114069.23698667044
2019-12-0114435.103453629667
2020-01-0114249.475996292016
2020-02-0113180.96508011891
2020-03-0111429.6282427724
2020-04-0112708.790932795098
2020-05-0113342.161863489613
2020-06-0113347.550311205687
2020-07-0114086.772274153258
2020-08-0114805.216748026138
2020-09-0114563.878221081617
2020-10-0114157.461401818371
2020-11-0115569.46302748565
2020-12-0115975.605857881972
2021-01-0115693.123336088443
2021-02-0115946.10638987702
2021-03-0116947.85535214419
2021-04-0117586.660395365932
2021-05-0117840.511080566423
2021-06-0118189.709891454742
2021-07-0118750.56510203802
2021-08-0119128.71540319745
2021-09-0118006.365674674755
2021-10-0119065.28698050569
2021-11-0119009.804234954583
2021-12-0120221.839652582115
2022-01-0119103.873745930123
2022-02-0118570.691410905667
2022-03-0119360.144666121734
2022-04-0117939.421061524197
2022-05-0118144.227739546182
2022-06-0116799.94702881906
2022-07-0118056.596966943245
2022-08-0117319.93223342025
2022-09-0115949.759574769278
2022-10-0117474.598948796047
2022-11-0118267.52272965975
2022-12-0117222.894509719754
2023-01-0117945.859799896796
2023-02-0117542.091539680438
2023-03-0118225.602433021137
2023-04-0118385.931584979928
2023-05-0118516.304620822237
2023-06-0119805.92455259901
2023-07-0120206.450611223496
2023-08-0120093.475868430545
2023-09-0119119.445446533355
2023-10-0118751.02175014955
2023-11-0120402.39831588176
2023-12-0121284.322813683004
2024-01-0121917.693744377517
2024-02-0123072.876472119347
2024-03-0123798.99263426596
2024-04-0122601.250302529374
2024-05-0123848.173635877927
2024-06-0124908.73887491038
2024-07-0125038.70092745231
2024-08-0125706.457460945167
2024-09-0126135.84368021846
2024-10-0125857.197002561792
2024-11-0127219.05866558289
2024-12-0126462.255750341345
2025-01-0127391.854310986495
2025-02-0127197.82452839666
2025-03-0125529.049669615088
2025-04-0125538.09130222342
2025-05-0127152.890354221938
2025-06-0128665.171905181585
2025-07-0129239.315575810433
2025-08-0129976.802275934187
2025-09-0131131.61968518679
2025-10-0131586.578198705858
2025-11-0131677.58816733413
2025-12-0131659.413572495167
2026-01-0132499.646097713558
2026-02-0132554.44387109737
2026-03-0130887.678264006536
2026-04-0133335.312141816634
Annual Return Matrix
YearAnnual Return
2018-0.02794934899968249
20190.2908824358152393
20200.1067191800322671
20210.26579485200588837
2022-0.14830229071069845
20230.23581566395074782
20240.24327449747800345
20250.19639889626895424
20260.05293523727102256
Total Factor Risk
0.11386724650278376
VTI.US Exposure
0.6271165724428942
VEA.US Exposure
0.023338971820475826
VWO.US Exposure
-0.014671178945295613
QQQ.US Exposure
0.09441334877338044
VTV.US Exposure
0.22522087039201868
IJR.US Exposure
-0.10242609948320056
QUAL.US Exposure
0.14625116404532001
SHV.US Exposure
0.01671259901834892
TLT.US Exposure
0.018937967803873614
LQD.US Exposure
-0.04349825926204007
HYG.US Exposure
-0.013394163746065184
GLD.US Exposure
0.004602015432441293
USO.US Exposure
0.0025908296409454207
VNQ.US Exposure
-0.0582317054758992
BTC-USD.CC Exposure
-0.012216068734262604
CPER.US Exposure
-0.01670902095404786
VIX.INDX Exposure
0.041610944270681335
UUP.US Exposure
-0.006444265176512283
TIP.US Exposure
0.03522615024257218
Idiosyncratic Exposure
0.031569327894371314
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.4%

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 →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 →0.00%
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$70.320.70%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 →
+4.2%
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 →
+7.1%
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 →
0.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin LibertyQ U.S. Equity ETF a high-risk investment?

Franklin LibertyQ U.S. Equity ETF (FLQL.US) has an annualized volatility of 11.4% and experienced a maximum drawdown of 21.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FLQL.US has generated a Compound Annual Growth Rate (CAGR) of 14.3%. 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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