FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF
Symbol: FLQL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 26/04/2017
Latest date: 11/06/2026
Current price: $76.79
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.68%
Ann. -36.05% (Sharpe / Sortino numerator)
Volatility
20.27%
Sharpe ratio
-1.958
VaR 95%
-1.66%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.95%
Ann. -8.05% (Sharpe / Sortino numerator)
Volatility
16.26%
Sharpe ratio
-0.718
VaR 95%
-1.67%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.56%
Ann. 0.05% (Sharpe / Sortino numerator)
Volatility
14.81%
Sharpe ratio
-0.242
VaR 95%
-1.65%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
26.77%
Ann. 21.04% (Sharpe / Sortino numerator)
Volatility
18.51%
Sharpe ratio
0.941
VaR 95%
-1.63%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
43.80%
Ann. 15.06% (Sharpe / Sortino numerator)
Volatility
16.71%
Sharpe ratio
0.684
VaR 95%
-1.69%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
82.35%
Ann. 19.70% (Sharpe / Sortino numerator)
Volatility
15.20%
Sharpe ratio
1.057
VaR 95%
-1.52%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.
Average daily return
0.098%
Best day
3.329%
Worst day
-2.568%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $75.62 | $77.08 | $75.49 | $76.79 | 57,000 |
| 10/06/2026 | $76.10 | $76.56 | $75.19 | $75.20 | 101,200 |
| 09/06/2026 | $76.94 | $77.12 | $74.88 | $76.33 | 50,900 |
| 08/06/2026 | $76.79 | $77.08 | $76.40 | $76.40 | 40,700 |
| 05/06/2026 | $77.69 | $77.74 | $76.15 | $76.26 | 68,800 |
| 04/06/2026 | $77.58 | $78.37 | $77.50 | $78.27 | 36,000 |
| 03/06/2026 | $77.92 | $78.13 | $77.71 | $77.93 | 104,500 |
| 02/06/2026 | $77.50 | $78.18 | $77.49 | $77.99 | 48,200 |
| 01/06/2026 | $77.41 | $77.59 | $77.08 | $77.37 | 64,000 |
| 29/05/2026 | $77.90 | $78.00 | $77.48 | $77.65 | 158,600 |