FLLV

Franklin Liberty U.S. Low Volatility ETF
*Unless otherwise stated, data provided by FactSet.

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 6.03 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 51st percentile within its peer group and in the 65th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 06/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLLV 0.97% 8.58% 9.79% 29.06% 16.00% -- --
FLLV (NAV) 1.51% 8.31% 10.33% 29.36% 16.41% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 2.75% 7.61% 13.87% 42.00% 17.84% 17.85% 14.96%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLLV Summary Data

Franklin
09/20/16
Open-Ended Fund
0.29%
$136.26M
$1.07M
0.14%

FLLV Portfolio Data

$229.21B
32.54
4.87
1.52%
06/10/21
85

FLLV Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

FLLV Portfolio Management

0.29%
--
--
--

FLLV Tax Exposures

20.00% / 39.60%
0.39%
Qualified dividends
No

FLLV Fund Structure

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

FLLV Factset Analytics Block Liquidity

As of 06/23/21
5
4
3
2
1

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 Tradability

23,277
$1.07M
5,491
$252.14K
0.14%
$0.07
0.04%
0.27% / -0.29%
None
100.00%
50,000
0.11
0.02%
0.01%
0
$46.39
5

FLLV Sector/Industry Breakdown


FLLV
Segment Benchmark
28.82%
31.75%
16.39%
15.27%
13.75%
14.69%
12.87%
12.98%
9.61%
10.04%
5.66%
5.53%
5.08%
1.36%
2.78%
2.82%
2.53%
2.71%
2.51%
2.52%

FLLV Countries


FLLV
Segment Benchmark
98.77%
99.92%
1.23%
0.08%

FLLV Regions


FLLV
Segment Benchmark
100.00%
100.00%

FLLV Economic Development


FLLV
Segment Benchmark
100.00%
100.00%

FLLV Performance Statistics

0.88
0.78
0.84
0.78
0.35%
MSCI USA IMI

FLLV MSCI ESG Ratings

6.03 / 10
64.60
50.61
5.41%
2.01%
163.79

FLLV Benchmark Comparison Holdings

85
2327
84
28.69%

FLLV Benchmark Comparison Summary


FLLV
Segment Benchmark
85
2327
$229.21B
$427.98B
32.54
41.90
4.87
4.36
1.70%
1.30%
Low
Low

FLLV Benchmark Comparison Market Cap Size


FLLV
Segment Benchmark
95.51%
87.11%
4.49%
10.45%
0.00%
2.34%
0.00%
0.10%