FLQL

Franklin U.S. Large Cap Multifactor Index 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. Prior to Aug. 1, 2022, the fund traded under the name Franklin LibertyQ U.S. Equity ETF.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQL 7.06% -0.36% -10.60% -4.28% 11.31% 11.95% --
FLQL (NAV) 7.08% -0.39% -10.59% -4.19% 11.35% 12.10% --
MSCI USA Large Cap Index 9.09% 0.15% -12.80% -6.23% 14.46% 13.26% 13.92%
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%
$948.98M
$5.81M
0.11%

FLQL Portfolio Data

$500.02B
16.94
4.68
2.02%
09/08/22
212

FLQL Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

FLQL Portfolio Management

0.15%
-0.17%
-0.08%
-0.24%

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 08/04/22
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

146,641
$5.81M
32,494
$1.31M
0.11%
$0.04
0.00%
0.19% / -1.24%
None
100.00%
50,000
0.65
0.03%
0.00%
37
$41.74
5

FLQL Sector/Industry Breakdown


FLQL
Segment Benchmark
24.34%
--
14.17%
--
12.96%
--
8.76%
--
7.61%
--
6.52%
--
4.60%
--
4.59%
--
2.66%
--
2.45%
--

FLQL Top 10 Holdings[View All]

Apple Inc. 7.57%
Tesla Inc 1.72%
Pfizer Inc. 1.63%
27.13%

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

0.93
0.84
0.86
0.88
0.37%
MSCI USA Large Cap Index

FLQL Benchmark Comparison Holdings

212
296
93
53.82%

FLQL Benchmark Comparison Summary


FLQL
Segment Benchmark
212
296
$500.02B
$561.38B
16.94
17.33
4.68
3.34
1.78%
1.47%
Low
Low

FLQL Benchmark Comparison Market Cap Size


FLQL
Segment Benchmark
92.75%
99.97%
7.14%
0.03%
0.11%
0.00%
0.00%
0.00%