FLLVFranklin Liberty U.S. Low Volatility ETF
FLLV Fund Description
FLLV is an actively-managed fund which seeks capital appreciation with lower volatility than the Russell 1000 Index.
FLLV Factset Analytics Insight
FLLV's active manager attempts to reduce volatility through a fundamentally-driven, bottom-up security selection process. The starting portfolio is derived from the holdings of the issuer’s actively-managed equity funds. Securities with solid fundamentals and low realized volatility relative to their corresponding sectors are selected. Generally, holdings are equal-weighted within sectors, while sectors are market-weighted in accordance with the Russell 1000 Index. Selection and weighting will generally be updated quarterly. While FLLV is a US-focused fund and is benchmarked to an index of US stocks, the fund may hold foreign securities for up to 20% of its portfolio.
FLLV MSCI ESG Analytics Insight
Franklin Liberty U.S. Low Volatility ETF has an MSCI ESG Fund Rating of A based on a score of 6.24 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 Liberty U.S. Low Volatility ETF ranks in the 53th percentile within its peer group and in the 65th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
FLLV 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.
FLLV Summary Data
FLLV Portfolio Data
FLLV Index Data
FLLV Portfolio Management
FLLV Tax Exposures
FLLV Fund Structure
FLLV Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of FLLV. FLLV is rated a 5 out of 5.
FLLV Sector/Industry Breakdown
FLLV Economic Development
FLLV Performance Statistics
FLLV MSCI ESG Ratings
FLLV Benchmark Comparison Summary
FLLV Benchmark Comparison Market Cap Size