Franklin Liberty Ultra Short Bond ETF

10-Year Study

FLUD.US · · US · ETF

Executive Summary: Franklin Liberty Ultra Short Bond ETF has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 1.4% and an annualized volatility of 6.0%.

1Y CAGR
+3.8%
3Y CAGR
+5.1%
5Y CAGR
+3.5%
10Y CAGR
+3.1%

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 →
1.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-3.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +5.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · 0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.4-0.1-0.30.3————————0.4%
20250.70.40.50.30.40.60.30.50.60.30.40.45.4%
20240.60.40.40.50.60.40.50.40.40.30.50.35.4%
20230.40.40.30.40.60.50.40.50.50.50.50.85.9%
2022-0.2-0.2-0.4-0.10.0-0.20.30.1-0.10.10.50.50.2%
20210.10.0-0.00.00.10.1-0.00.1-0.0-0.1-0.1-0.00.1%
2020———————0.10.10.20.10.00.4%

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 98.9% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0110013.038430058816
2020-09-0110020.081085711021
2020-10-0110038.306336486667
2020-11-0110044.63520947142
2020-12-0110044.87313702724
2021-01-0110053.010259436205
2021-02-0110053.05784494737
2021-03-0110052.439233302244
2021-04-0110055.770219083694
2021-05-0110066.42937358433
2021-06-0110075.80371928355
2021-07-0110073.376858214211
2021-08-0110081.085711022706
2021-09-0110079.658145687801
2021-10-0110068.094866475058
2021-11-0110057.959152597217
2021-12-0110053.914384148315
2022-01-0110031.596779412605
2022-02-0110007.756438319659
2022-03-019969.592858366485
2022-04-019956.364086263015
2022-05-019958.17233568723
2022-06-019941.945676380456
2022-07-019968.308049565068
2022-08-019980.48994042294
2022-09-019970.21147001161
2022-10-019976.064487884729
2022-11-0110021.175552467785
2022-12-0110069.61760283229
2023-01-0110112.825246968801
2023-02-0110151.464682033615
2023-03-0110185.726250071379
2023-04-0110227.744256428803
2023-05-0110287.892342539544
2023-06-0110337.666787216629
2023-07-0110383.253706911319
2023-08-0110433.456421188876
2023-09-0110483.373622399453
2023-10-0110533.671507699333
2023-11-0110581.352189885223
2023-12-0110668.29091878105
2024-01-0110730.865865961132
2024-02-0110771.932162095285
2024-03-0110818.851476102556
2024-04-0110872.575518206215
2024-05-0110936.91112929935
2024-06-0110982.06977939357
2024-07-0111031.749053048328
2024-08-0111077.288387231856
2024-09-0111125.96836515218
2024-10-0111163.941603060699
2024-11-0111218.47459885414
2024-12-0111249.167253554637
2025-01-0111326.255781639606
2025-02-0111366.227611016997
2025-03-0111418.571673296914
2025-04-0111447.64642061785
2025-05-0111496.088470982355
2025-06-0111562.993699678322
2025-07-0111599.777299807754
2025-08-0111658.592991605914
2025-09-0111728.210594438204
2025-10-0111761.56803776386
2025-11-0111805.013609456191
2025-12-0111852.55153510859
2026-01-0111905.704551078286
2026-02-0111893.046805108781
2026-03-0111856.405961512839
2026-04-0111896.377790890228
Annual Return Matrix
YearAnnual Return
20210.0009000857450103261
20220.0015619009754781477
20230.05945343105982204
20240.05444886525834991
20250.05363812875688989
20260.0036976220395938952
Total Factor Risk
0.05983222502665172
VTI.US Exposure
0.007875183484558897
VEA.US Exposure
0.0011212525471727612
VWO.US Exposure
0.0010473672549095427
QQQ.US Exposure
-0.0015949275532915193
VTV.US Exposure
-0.0004461193834488617
IJR.US Exposure
-0.0001923583549261476
QUAL.US Exposure
-0.0010879892637219643
SHV.US Exposure
0.988821695073454
TLT.US Exposure
-0.000059455268372109155
LQD.US Exposure
0.0000042032228382822
HYG.US Exposure
0.00027736356828890224
GLD.US Exposure
-0.0000989165504436164
USO.US Exposure
0.00010228756507384936
VNQ.US Exposure
-0.00008277533084810373
BTC-USD.CC Exposure
-0.00008921480577298104
CPER.US Exposure
-0.00012696069858609491
VIX.INDX Exposure
-0.00015901564650787911
UUP.US Exposure
0.00022633542348827836
TIP.US Exposure
0.00009392006147664472
Idiosyncratic Exposure
0.004368124654658299
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
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 →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
$76
Avg Yield on Cost
0.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$76.320.76%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 →
+0.0%
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 →
+1.0%
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 →
0.4% 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 →
0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Liberty Ultra Short Bond ETF a high-risk investment?

Franklin Liberty Ultra Short Bond ETF (FLUD.US) has an annualized volatility of 6.0% and experienced a maximum drawdown of 1.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLUD.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 100% 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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