FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF
Symbol: FLQL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 26/04/2017
Latest Date: 02/04/2026
Current Price: $68.30
Expense Ratio: 0.15%
Assets Under Management
$1.8B
1.55% 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
-4.00%
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
-2.04%
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
0.02%
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
20.95%
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
32.24%
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
71.13%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.083%
Best Day
9.281%
09/04/2025
Worst Day
-5.989%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $66.70 | $66.74 | $65.81 | $65.95 | 129,400 |
| 26/03/2026 | $67.90 | $68.00 | $66.94 | $66.97 | 100,100 |
| 25/03/2026 | $68.52 | $68.64 | $68.20 | $68.38 | 42,400 |
| 24/03/2026 | $67.45 | $68.25 | $67.45 | $67.97 | 55,700 |
| 23/03/2026 | $68.03 | $68.69 | $67.86 | $67.86 | 50,700 |
| 20/03/2026 | $68.08 | $68.08 | $66.71 | $67.16 | 86,200 |