Franklin FTSE Taiwan ETF

10-Year Study

FLTW.US · · US · ETF

Executive Summary: Franklin FTSE Taiwan ETF has compounded at 16.9% annually over the last 10 years, with a maximum drawdown of 36.5% and an annualized volatility of 21.0%.

1Y CAGR
+75.2%
3Y CAGR
+31.3%
5Y CAGR
+15.5%
10Y CAGR
+16.9%

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 →
36.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.5%
% 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.
20268.511.1-7.114.5————————28.2%
2025-0.7-1.1-6.9-0.010.79.22.11.58.66.3-3.33.432.0%
2024-3.13.65.7-3.56.98.1-2.21.00.30.3-2.01.316.7%
202311.2-2.24.3-3.25.71.82.1-5.3-2.2-2.512.06.530.0%
2022-2.4-1.6-3.4-8.42.0-11.71.8-1.5-14.7-3.122.1-6.4-27.5%
20214.85.62.57.8-3.02.7-0.72.5-4.10.42.85.429.5%
2020-7.2-1.6-12.512.40.48.79.9-1.92.30.49.69.229.8%
20194.6-0.34.23.6-7.55.51.0-1.53.96.22.06.631.2%
20185.7-2.91.6-4.70.8-2.25.51.2-2.3-12.33.2-1.8-9.3%
2017———————————-0.4-0.4%

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 21.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.7% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-019964.675566712307
2018-01-0110530.056671230792
2018-02-0110219.886277194582
2018-03-0110384.765327856383
2018-04-019901.87129164765
2018-05-019980.36474973376
2018-06-019762.475277650996
2018-07-0110295.622242507228
2018-08-0110420.089761144076
2018-09-0110176.669709417314
2018-10-018920.298950251026
2018-11-019202.989502510269
2018-12-019035.78084588468
2019-01-019447.693214666058
2019-02-019420.688802677621
2019-03-019813.536436938994
2019-04-0110169.110375779705
2019-05-019408.803057964398
2019-06-019930.729879811348
2019-07-0110028.38315837517
2019-08-019879.14574775597
2019-09-0110265.00456412597
2019-10-0110900.939449262132
2019-11-0111118.876464323748
2019-12-0111857.266468887874
2020-01-0111000.541989958923
2020-02-0110823.301764795375
2020-03-019475.74357218926
2020-04-0110650.578122622852
2020-05-0110695.981667427355
2020-06-0111624.733759318424
2020-07-0112771.660581165374
2020-08-0112528.763502205993
2020-09-0112813.022972767381
2020-10-0112861.374182260763
2020-11-0114091.02578731173
2020-12-0115387.522820629849
2021-01-0116118.54366347178
2021-02-0117026.614559561844
2021-03-0117449.651985394798
2021-04-0118804.626882701963
2021-05-0118248.088772250114
2021-06-0118747.38513616309
2021-07-0118625.009508595773
2021-08-0119090.074927734673
2021-09-0118303.666514529137
2021-10-0118370.321770880877
2021-11-0118891.915791875854
2021-12-0119920.175338506007
2022-01-0119434.476266544956
2022-02-0119123.925528677926
2022-03-0118469.401338810287
2022-04-0116923.54138140879
2022-05-0117266.231172980377
2022-06-0115242.231477255438
2022-07-0115520.690704396775
2022-08-0115292.817206754908
2022-09-0113050.595238095237
2022-10-0112646.194659972614
2022-11-0115435.018256503881
2022-12-0114440.704396774683
2023-01-0116060.446143313557
2023-02-0115707.201810436634
2023-03-0116382.835082914957
2023-04-0115866.185531720677
2023-05-0116766.554465236575
2023-06-0117075.298569907198
2023-07-0117437.95641259699
2023-08-0116511.296211775443
2023-09-0116152.156549520767
2023-10-0115746.472310969115
2023-11-0117634.831888026776
2023-12-0118779.429103909933
2024-01-0118198.40635934885
2024-02-0118851.694431766315
2024-03-0119927.30678533394
2024-04-0119224.003499163246
2024-05-0120541.942415944013
2024-06-0122201.525178761603
2024-07-0121718.631142552866
2024-08-0121945.934124448504
2024-09-0122014.396013996655
2024-10-0122073.729651605052
2024-11-0121640.090141487908
2024-12-0121913.081926061157
2025-01-0121750.96036817283
2025-02-0121514.719306252853
2025-03-0120023.296059637913
2025-04-0120020.966453674122
2025-05-0122165.059713981438
2025-06-0124207.315913585884
2025-07-0124712.887950707438
2025-08-0125093.231781530503
2025-09-0127240.795679294082
2025-10-0128952.34291799787
2025-11-0127987.553248136315
2025-12-0128925.14833409402
2026-01-0131378.366042902784
2026-02-0134849.00349916324
2026-03-0132381.522896698614
2026-04-0137078.76920736345
Annual Return Matrix
YearAnnual Return
2018-0.09321876207697766
20190.31225697824314014
20200.29772935954547086
20210.29456674545426464
2022-0.27507142124092765
20230.30045104365575814
20240.16686624523100058
20250.31999453256702504
20260.281886916502301
Total Factor Risk
0.21001301978341222
VTI.US Exposure
0.033931293403804914
VEA.US Exposure
0.22136612355769186
VWO.US Exposure
0.2109283189709182
QQQ.US Exposure
0.14407693871398664
VTV.US Exposure
-0.061964810113408694
IJR.US Exposure
0.025532088058300505
QUAL.US Exposure
0.005804306812566427
SHV.US Exposure
0.2472467132295259
TLT.US Exposure
0.05355816795859751
LQD.US Exposure
0.009393684579869816
HYG.US Exposure
-0.04045311013569611
GLD.US Exposure
0.007746579360355217
USO.US Exposure
-0.007706169927309321
VNQ.US Exposure
0.04647349222130517
BTC-USD.CC Exposure
-0.002771232101214349
CPER.US Exposure
0.0074774872413109865
VIX.INDX Exposure
-0.03759593455043946
UUP.US Exposure
-0.01823983476974332
TIP.US Exposure
-0.004357397021655027
Idiosyncratic Exposure
0.15955329451123312
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.0%

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 →16.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.04%
Market Cap$45.9B
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 →
+11.1%
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 →
+28.1%
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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE Taiwan ETF a high-risk investment?

Franklin FTSE Taiwan ETF (FLTW.US) has an annualized volatility of 21.0% and experienced a maximum drawdown of 36.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLTW.US has generated a Compound Annual Growth Rate (CAGR) of 16.9%. 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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