FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF
Symbol: FLQL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 26/04/2017
Latest Date: 17/04/2026
Current Price: $74.11
Expense Ratio: 0.15%
Assets Under Management
$1.7B
0.65% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
8.42%
Volatility
20.27%
Sharpe Ratio
-1.958
VaR 95%
-1.66%
CVaR 95%:
-1.88%
Max Drawdown:
-7.56%
Sortino Ratio:
-3.889
Calmar Ratio:
-4.77
Return
6.48%
Volatility
16.26%
Sharpe Ratio
-0.718
VaR 95%
-1.67%
CVaR 95%:
-1.94%
Max Drawdown:
-9.18%
Sortino Ratio:
-1.161
Calmar Ratio:
-0.88
Return
8.49%
Volatility
14.81%
Sharpe Ratio
-0.242
VaR 95%
-1.65%
CVaR 95%:
-1.97%
Max Drawdown:
-9.18%
Sortino Ratio:
-0.362
Calmar Ratio:
0.01
Return
39.80%
Volatility
18.51%
Sharpe Ratio
0.941
VaR 95%
-1.63%
CVaR 95%:
-2.65%
Max Drawdown:
-9.18%
Sortino Ratio:
1.183
Calmar Ratio:
2.29
Return
49.23%
Volatility
16.71%
Sharpe Ratio
0.684
VaR 95%
-1.69%
CVaR 95%:
-2.42%
Max Drawdown:
-19.32%
Sortino Ratio:
0.883
Calmar Ratio:
0.78
Return
83.72%
Volatility
15.20%
Sharpe Ratio
1.057
VaR 95%
-1.52%
CVaR 95%:
-2.16%
Max Drawdown:
-19.32%
Sortino Ratio:
1.412
Calmar Ratio:
1.02
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.14%
Best Day
4.597%
10/04/2026
Worst Day
-2.52%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $73.63 | $74.35 | $73.59 | $74.11 | 189,400 |
| 16/04/2026 | $72.98 | $73.04 | $72.73 | $73.00 | 54,600 |
| 15/04/2026 | $72.80 | $73.02 | $72.44 | $72.97 | 273,400 |
| 14/04/2026 | $72.11 | $72.71 | $72.01 | $72.71 | 93,900 |
| 13/04/2026 | $71.16 | $71.88 | $71.04 | $71.88 | 66,800 |
| 10/04/2026 | $71.73 | $71.73 | $71.37 | $71.44 | 26,100 |
| 02/04/2026 | $67.26 | $68.53 | $67.26 | $68.30 | 94,100 |
| 01/04/2026 | $68.19 | $68.75 | $68.19 | $68.44 | 116,700 |
| 31/03/2026 | $66.33 | $67.75 | $66.31 | $67.64 | 1,392,400 |
| 30/03/2026 | $66.65 | $66.65 | $65.30 | $65.51 | 598,400 |