Summary
FLTW
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 109.00% Volatility 27.48% Sharpe 1.97
Official loaded data — not a live quote.

FRANKLIN FTSE TAIWAN ETF

Symbol: FLTW

Exchange: NYSE

Sector: Technology

Category: Greater China Region

Inception date: 02/11/2017

Latest date: 17/06/2026

Current price: $103.03

Expense ratio: 0.19%

Assets under management
$2.8B
-1.04% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

15.62%

Ann. -56.87% (Sharpe / Sortino numerator)

Volatility

37.73%

Sharpe ratio

-1.604

VaR 95%

-3.84%

CVaR 95%: -4.58%
Max drawdown: -6.46%
Sortino ratio: -2.585
Calmar ratio: -8.80

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

45.34%

Ann. 42.14% (Sharpe / Sortino numerator)

Volatility

28.87%

Sharpe ratio

1.334

VaR 95%

-3.19%

CVaR 95%: -3.97%
Max drawdown: -10.87%
Sortino ratio: 1.906
Calmar ratio: 3.88

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

79.09%

Ann. 38.75% (Sharpe / Sortino numerator)

Volatility

26.27%

Sharpe ratio

1.337

VaR 95%

-2.63%

CVaR 95%: -3.85%
Max drawdown: -10.87%
Sortino ratio: 1.827
Calmar ratio: 3.56

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

109.00%

Ann. 57.72% (Sharpe / Sortino numerator)

Volatility

27.48%

Sharpe ratio

1.968

VaR 95%

-2.63%

CVaR 95%: -3.97%
Max drawdown: -11.70%
Sortino ratio: 2.764
Calmar ratio: 4.93

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

123.01%

Ann. 26.97% (Sharpe / Sortino numerator)

Volatility

25.04%

Sharpe ratio

0.932

VaR 95%

-2.45%

CVaR 95%: -3.68%
Max drawdown: -26.45%
Sortino ratio: 1.294
Calmar ratio: 1.02

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

182.55%

Ann. 25.35% (Sharpe / Sortino numerator)

Volatility

22.38%

Sharpe ratio

0.970

VaR 95%

-2.26%

CVaR 95%: -3.29%
Max drawdown: -26.45%
Sortino ratio: 1.344
Calmar ratio: 0.96

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: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.31%

Best day

6.497%

08/04/2026
Worst day

-8.074%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $104.11 $104.80 $102.68 $103.03 140,100
16/06/2026 $103.55 $103.64 $101.62 $101.65 227,100
15/06/2026 $103.98 $104.37 $103.52 $104.25 1,220,600
12/06/2026 $99.97 $100.92 $99.12 $100.80 124,400
11/06/2026 $96.91 $100.63 $96.91 $100.21 235,500
10/06/2026 $97.02 $98.53 $95.64 $95.73 253,800
09/06/2026 $101.27 $102.00 $95.67 $99.15 615,000
08/06/2026 $98.55 $99.14 $97.79 $98.39 340,300
05/06/2026 $99.87 $99.87 $95.35 $95.86 432,000
04/06/2026 $102.89 $104.68 $101.97 $104.28 3,943,900