FLQG

Franklin LibertyQ Global Equity ETF
*Unless otherwise stated, data provided by FactSet.

FLQG Fund Description

FLQG tracks an index of global large- and midcap stocks. Stocks are selected and weighted based on quality, value, momentum, and low volatility.

FLQG Factset Analytics Insight

FLQG offers a multi-factor take on global equities that aims to maintain similar characteristics to its parent index, the MSCI ACWI Index. The fund aims to enhance exposure to four popular factors: quality, value, momentum, and low volatility, subject to exposure constraints. Quality factor is designated 50%, value at 30%, momentum at 10% and low volatility at 10%. The index holds 200 stocks with the highest rank. These same four factors also determine each constituent’s weight, scaled to market capitalization. FLQG is rebalanced and reconstituted semi-annually. At rebalance, each constituent’s weight is normalized to its weight within the parent index. These modest tilts and broad exposure suggest the fund is designed as a core, long-term holding rather than a short-term factor play. Issuer weights are capped at 1%.

FLQG MSCI ESG Analytics Insight

Franklin LibertyQ Global Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.98 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 LibertyQ Global Equity ETF ranks in the 67th percentile within its peer group and in the 53th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQG 1.88% 1.73% 14.21% 24.39% 14.30% 12.54% --
FLQG (NAV) 1.40% 1.25% 14.02% 24.57% 14.15% 12.74% --
LibertyQ Global Equity Index 1.40% 1.27% 14.13% 24.65% 14.12% 12.76% 10.84%
MSCI ACWI + Frontier Markets IMI Index 3.34% 3.60% 16.51% 31.12% 16.39% 14.35% 11.62%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQG Summary Data

Franklin
06/01/16
Open-Ended Fund
0.35%
$16.20M
$4.63K
0.15%
FV, ACWF

FLQG Portfolio Data

$209.49B
18.26
3.52
2.08%
12/13/21
669

FLQG Index Data

Multi-Factor
Multi-Factor
MSCI ACWI + Frontier Markets IMI Index

FLQG Portfolio Management

0.35%
0.07%
0.29%
-0.09%

FLQG Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLQG Fund Structure

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

FLQG Factset Analytics Block Liquidity

As of 10/22/21
5
4
3
2
1

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

FLQG Tradability

122
$4.63K
16
0
0.15%
$0.06
0.03%
0.49% / -0.60%
None
66.00%
200,000
0.00
0.06%
0.03%
0
$40.59
4

FLQG Sector/Industry Breakdown


FLQG
Segment Benchmark
26.56%
26.56%
17.48%
11.30%
13.36%
6.35%
9.47%
10.86%
9.42%
13.32%
8.09%
17.14%
7.26%
5.06%
4.76%
1.80%
1.56%
3.33%
1.27%
2.65%

FLQG Top 10 Holdings[View All]

Adobe Inc. 1.27%
1.26%
Apple Inc. 1.15%
1.08%
11.75%

FLQG Countries


FLQG
Segment Benchmark
56.15%
59.14%
5.98%
6.25%
5.94%
4.00%
4.13%
2.43%
3.39%
1.89%
3.09%
3.82%
2.89%
2.64%
2.14%
1.85%
1.98%
1.49%
1.84%
1.24%

FLQG Regions


FLQG
Segment Benchmark
59.04%
61.78%
19.53%
18.67%
19.19%
17.36%
1.15%
1.27%
1.08%
0.93%

FLQG Economic Development


FLQG
Segment Benchmark
93.22%
94.69%
6.78%
5.31%

FLQG Performance Statistics

0.90
0.84
0.84
0.89
0.24%
MSCI ACWI + Frontier Markets IMI Index

FLQG MSCI ESG Ratings

6.98 / 10
53.35
67.12
8.43%
--
143.38

FLQG Benchmark Comparison Holdings

669
9356
667
27.55%

FLQG Benchmark Comparison Summary


FLQG
Segment Benchmark
669
9356
$209.49B
$331.38B
18.26
25.07
3.52
2.87
2.53%
1.61%
Low
Low

FLQG Benchmark Comparison Market Cap Size


FLQG
Segment Benchmark
92.61%
80.80%
7.29%
14.40%
0.10%
4.48%
0.00%
0.32%