FRANKLIN U.S. SMALL CAP MULTIFACTOR INDEX ETF
Symbol: FLQS
Exchange: BATS
Sector: Technology
Category: Small Blend
Inception date: 26/04/2017
Latest date: 11/06/2026
Current price: $47.14
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.79%
Ann. -40.67% (Sharpe / Sortino numerator)
Volatility
17.74%
Sharpe ratio
-2.498
VaR 95%
-1.76%
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
8.92%
Ann. -0.16% (Sharpe / Sortino numerator)
Volatility
16.23%
Sharpe ratio
-0.234
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
6.91%
Ann. -2.20% (Sharpe / Sortino numerator)
Volatility
15.47%
Sharpe ratio
-0.377
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
16.81%
Ann. 8.90% (Sharpe / Sortino numerator)
Volatility
19.26%
Sharpe ratio
0.274
VaR 95%
-1.76%
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
24.72%
Ann. 5.81% (Sharpe / Sortino numerator)
Volatility
18.86%
Sharpe ratio
0.115
VaR 95%
-1.70%
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
40.34%
Ann. 9.72% (Sharpe / Sortino numerator)
Volatility
18.12%
Sharpe ratio
0.336
VaR 95%
-1.62%
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
0.067%
Best day
3.265%
Worst day
-2.261%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $46.73 | $47.20 | $46.56 | $47.14 | 1,600 |
| 10/06/2026 | $46.26 | $46.67 | $46.26 | $46.35 | 1,100 |
| 09/06/2026 | $46.51 | $46.51 | $46.30 | $46.38 | 600 |
| 08/06/2026 | $45.96 | $45.96 | $45.96 | $45.96 | 200 |
| 05/06/2026 | $46.25 | $46.25 | $45.66 | $45.74 | 1,200 |
| 04/06/2026 | $46.17 | $46.19 | $45.98 | $46.11 | 5,800 |
| 03/06/2026 | $45.61 | $45.63 | $45.49 | $45.62 | 19,900 |
| 02/06/2026 | $45.78 | $45.99 | $45.69 | $45.99 | 1,000 |
| 01/06/2026 | $45.19 | $45.64 | $45.19 | $45.64 | 1,900 |
| 29/05/2026 | $45.62 | $45.62 | $45.62 | $45.62 | 100 |