FLQL

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

FLQL Fund Description

FLQL tracks a multi-factor US large-cap index. Stocks are selected and weighted based on a combination of quality, value, momentum, and low-volatility factors.

FLQL Factset Analytics Insight

FLQL is a multi-factor approach to the US equity market. The fund’s index starts with a Russell 1000 universe, an expansive definition of the large-cap space that includes many firms we consider midcaps. Then it scores each stock on four fundamental and technical factors: quality (50% weight), value (30%), momentum (10%), and low volatility (10%). Finally, the index selects stocks with the highest four-factor composite scores. Holdings are weighted by the composite score, scaled by market cap. FLQL may appeal to investors seeking diversified core US exposure with comprehensive factor tilts. The index undergoes semi-annual rebalance and reconstitution with issuer weights capped at 1% each.

FLQL MSCI ESG Analytics Insight

Franklin LibertyQ U.S. Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.51 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 U.S. Equity ETF ranks in the 62nd percentile within its peer group and in the 78th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FLQL 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 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQL 2.48% 5.89% 16.62% 33.88% 15.35% -- --
FLQL (NAV) 3.11% 5.67% 17.45% 33.43% 15.84% -- --
MSCI USA Large Cap Index 3.29% 5.99% 18.29% 38.27% 19.46% 18.32% 15.85%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQL Summary Data

Franklin
04/26/17
Open-Ended Fund
0.15%
$1.25B
$4.70M
0.06%

FLQL Portfolio Data

$171.33B
27.02
6.48
1.95%
09/13/21
252

FLQL Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

FLQL Portfolio Management

0.15%
-0.14%
-0.09%
-0.27%

FLQL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLQL Fund Structure

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

FLQL Factset Analytics Block Liquidity

As of 07/30/21
5
4
3
2
1

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

FLQL Tradability

110,590
$4.70M
29,017
$1.24M
0.06%
$0.03
0.00%
0.23% / -0.21%
None
100.00%
50,000
0.58
0.03%
0.00%
21
$44.14
5

FLQL Sector/Industry Breakdown


FLQL
Segment Benchmark
28.34%
35.75%
16.15%
8.91%
14.16%
13.20%
13.97%
14.48%
12.61%
6.22%
4.85%
12.96%
4.63%
2.16%
3.42%
2.07%
1.74%
1.64%
0.08%
2.52%

FLQL Top 10 Holdings[View All]

Adobe Inc. 1.19%
Intuit Inc. 1.14%
Apple Inc. 1.12%
11.22%

FLQL Countries


FLQL
Segment Benchmark
100.00%
99.90%
--
0.10%

FLQL Regions


FLQL
Segment Benchmark
100.00%
100.00%

FLQL Economic Development


FLQL
Segment Benchmark
100.00%
100.00%

FLQL Performance Statistics

0.90
0.83
0.83
0.79
0.31%
MSCI USA Large Cap Index

FLQL MSCI ESG Ratings

6.51 / 10
77.60
61.91
8.92%
6.45%
214.83

FLQL Benchmark Comparison Holdings

252
291
117
38.92%

FLQL Benchmark Comparison Summary


FLQL
Segment Benchmark
252
291
$171.33B
$529.51B
27.02
32.61
6.48
4.89
1.82%
1.35%
Low
Low

FLQL Benchmark Comparison Market Cap Size


FLQL
Segment Benchmark
94.15%
100.00%
5.84%
0.00%
0.01%
0.00%
0.00%
0.00%