FLEE

Franklin FTSE Europe ETF
*Unless otherwise stated, data provided by FactSet.

FLEE Fund Description

FLEE tracks a market-cap-weighted index of large- and midcap stocks in developed European countries.

FLEE Factset Analytics Insight

FLEE provides representative equity exposure to developed European countries. The underlying index is a subset of the FTSE Global RIC Capped Index, a total market index that tracks approximately 99% of the world’s market capitalization. The fund aims to meet the Regulated Investment Company (RIC) requirements by employing a capping methodology quarterly so that no individual constituent has a weight greater than 20% and the aggregate weight of contituents with over 4.5% weight in the index are capped at 48% weight of the portfolio. The index is market-cap weighted, and reviewed semi-annually every March and September.

FLEE MSCI ESG Analytics Insight

Franklin FTSE Europe ETF has an MSCI ESG Fund Rating of AA based on a score of 8.09 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Franklin FTSE Europe ETF ranks in the 92nd percentile within its peer group and in the 55th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FLEE MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLEE -1.29% 0.03% 13.98% 32.09% 8.70% -- --
FLEE (NAV) -0.74% 1.66% 14.59% 33.81% 9.07% -- --
FTSE Developed Europe RIC Capped Index -0.73% 1.66% 14.47% 33.66% 8.87% 9.76% 9.13%
MSCI Europe IMI -0.61% 1.94% 14.87% 35.11% 9.05% 10.03% 9.51%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLEE Summary Data

Franklin
11/02/17
Open-Ended Fund
0.09%
$197.95M
$571.60K
0.14%

FLEE Portfolio Data

$92.97B
24.55
2.10
3.20%
12/13/21
547

FLEE Index Data

FTSE Developed Europe RIC Capped Index
Market Cap
Market Cap
MSCI Europe IMI

FLEE Portfolio Management

0.09%
0.18%
0.31%
0.11%

FLEE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLEE Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

FLEE Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of FLEE. FLEE is rated a 4 out of 5.

FLEE Tradability

19,423
$571.60K
5,772
$170.30K
0.14%
$0.04
0.07%
1.85% / -1.64%
None
30.00%
200,000
0.03
0.05%
0.03%
0
$29.41
4

FLEE Sector/Industry Breakdown


FLEE
Segment Benchmark
17.26%
17.25%
13.63%
13.34%
13.45%
14.22%
13.07%
13.45%
11.73%
11.24%
8.54%
8.24%
7.77%
8.26%
4.99%
4.55%
3.87%
3.69%
2.71%
2.53%

FLEE Top 10 Holdings[View All]

3.07%
2.96%
2.23%
1.61%
1.60%
1.55%
1.42%
1.37%
1.23%
1.12%
18.17%

FLEE Countries


FLEE
Segment Benchmark
23.43%
24.19%
16.43%
15.84%
15.02%
14.56%
14.20%
13.60%
7.18%
6.75%
6.38%
7.04%
3.91%
3.98%
3.72%
3.63%
3.70%
3.80%
1.88%
1.92%

FLEE Regions


FLEE
Segment Benchmark
99.73%
99.61%
0.27%
0.39%

FLEE Economic Development


FLEE
Segment Benchmark
99.52%
100.00%
0.48%
--

FLEE Performance Statistics

1.00
1.00
1.00
1.00
0.05%
MSCI Europe IMI

FLEE MSCI ESG Ratings

8.09 / 10
55.17
91.56
13.52%
5.81%
133.54

FLEE Benchmark Comparison Holdings

547
1436
519
88.92%

FLEE Benchmark Comparison Summary


FLEE
Segment Benchmark
547
1436
$92.97B
$85.13B
24.55
27.69
2.10
2.12
2.27%
2.20%
Low
Low

FLEE Benchmark Comparison Market Cap Size


FLEE
Segment Benchmark
87.64%
79.32%
12.33%
16.11%
0.03%
4.44%
0.00%
0.14%