FLQH Franklin LibertyQ International Equity Hedged ETF

*Unless otherwise stated, data provided by FactSet.

FLQH Fund Description

FLQH track an index of developed market ex-US equities, which are selected and weighted based on multi-factor composite scores. The fund is currency-hedged for USD investors.

FLQH Factset Analytics Insight

FLQH applies a classic factor-based approach to the MSCI EAFE Index, a popular index of international developed stocks. EAFE components are scored based on four factors: quality (ROE, leverage, etc.), value (P/E, P/B, etc.), momentum (6- and 12-month price momentum, adjusted for risk) and low volatility (beta). Factor scores are normalized by region. The 250 stocks with the highest scores are selected for FLQH's portfolio, and are weighted by their factor scores scaled by market cap. Finally, the effects of foreign currency movements are hedged out. The fund is rebalanced and reconstituted on a semi-annual basis each May with issuer weights capped at 2%

PERFORMANCE [as of 08/01/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQH 3.90% -0.60% -2.76% 0.65% 7.52% 6.70% --
FLQH (NAV) 5.52% -1.69% -2.92% 1.00% 7.24% 6.70% --
LibertyQ International Equity Hedged to USD Index 4.55% -2.47% -3.63% 0.44% 7.28% 6.92% 8.96%
MSCI EAFE IMI 7.16% -3.28% -15.31% -14.36% 3.62% 2.61% 6.17%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQH Summary Data

Franklin
06/01/16
Open-Ended Fund
0.40%
$23.62M
$260.91K
0.44%

FLQH Portfolio Data

$80.61B
10.33
1.87
6.67%
12/12/22
0

FLQH Index Data

LibertyQ International Equity Hedged to USD Index
Multi-Factor
Multi-Factor
MSCI EAFE IMI

FLQH Portfolio Management

0.40%
-0.38%
0.55%
-0.46%

FLQH Tax Exposures

20.00% / 39.60%
1.75%
Qualified dividends
No

FLQH Fund Structure

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

FLQH Factset Analytics Block Liquidity

As of 08/02/22
5
4
3
2
1

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

FLQH Tradability

9,883
$260.91K
7,173
$192.14K
0.44%
$0.11
-0.03%
1.37% / -1.51%
None
16.00%
100,000
0.07
0.09%
0.03%
0
$26.78
4

FLQH Performance Statistics

0.78
0.59
0.53
0.60
0.55%
MSCI EAFE IMI

FLQH Benchmark Comparison Holdings

0
--
--
0.00%

FLQH Benchmark Comparison Summary


FLQH
Segment Benchmark
0
--
$80.61B
--
10.33
--
1.87
--
4.10%
--
Low
High

FLQH Benchmark Comparison Market Cap Size


FLQH
Segment Benchmark
85.45%
--
14.55%
--
0.00%
--
0.00%
--