Summary
USPX
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 19.86% Volatility 18.61% Sharpe 0.70
Official loaded data — not a live quote.

FRANKLIN U.S. EQUITY INDEX ETF

Symbol: USPX

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 01/06/2016

Latest date: 21/07/2026

Current price: $65.43

Expense ratio: 0.03%

Assets under management
$2.0B
0.60% 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

0.59%

Ann. -38.24% (Sharpe / Sortino numerator)

Volatility

17.95%

Sharpe ratio

-2.332

VaR 95%

-1.67%

CVaR 95%: -1.75%
Max drawdown: -7.54%
Sortino ratio: -4.425
Calmar ratio: -5.07

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

6.65%

Ann. -16.91% (Sharpe / Sortino numerator)

Volatility

14.77%

Sharpe ratio

-1.391

VaR 95%

-1.59%

CVaR 95%: -1.80%
Max drawdown: -9.40%
Sortino ratio: -2.141
Calmar ratio: -1.80

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

9.71%

Ann. -4.70% (Sharpe / Sortino numerator)

Volatility

13.77%

Sharpe ratio

-0.605

VaR 95%

-1.57%

CVaR 95%: -1.88%
Max drawdown: -9.40%
Sortino ratio: -0.858
Calmar ratio: -0.50

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

19.86%

Ann. 16.72% (Sharpe / Sortino numerator)

Volatility

18.61%

Sharpe ratio

0.703

VaR 95%

-1.61%

CVaR 95%: -2.65%
Max drawdown: -9.40%
Sortino ratio: 0.894
Calmar ratio: 1.78

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

38.06%

Ann. 13.54% (Sharpe / Sortino numerator)

Volatility

16.68%

Sharpe ratio

0.594

VaR 95%

-1.65%

CVaR 95%: -2.44%
Max drawdown: -19.21%
Sortino ratio: 0.758
Calmar ratio: 0.70

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

71.82%

Ann. 18.57% (Sharpe / Sortino numerator)

Volatility

15.16%

Sharpe ratio

0.986

VaR 95%

-1.47%

CVaR 95%: -2.16%
Max drawdown: -19.21%
Sortino ratio: 1.303
Calmar ratio: 0.97

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

2.969%

31/03/2026
Worst day

-2.697%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $65.04 $65.44 $65.04 $65.43 37,600
20/07/2026 $65.38 $65.38 $64.81 $64.85 32,300
17/07/2026 $64.73 $65.28 $64.73 $64.94 40,300
16/07/2026 $66.08 $66.08 $65.41 $65.56 27,500
15/07/2026 $66.02 $66.03 $65.59 $65.98 64,400
14/07/2026 $65.60 $65.87 $65.60 $65.74 34,900
13/07/2026 $65.70 $65.85 $65.43 $65.49 51,100
10/07/2026 $65.74 $66.03 $65.64 $65.99 28,200
09/07/2026 $65.47 $65.75 $65.47 $65.74 23,800
08/07/2026 $65.02 $65.21 $64.69 $65.19 39,000