FLQM

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

FLQM Fund Description

FLQM tracks a US-listed midcap equity index that selects and weights constituents based on four factors: quality, value, momentum, and volatility.

FLQM Factset Analytics Insight

FLQM tracks an index of US-listed midcap stocks that are selected and weighted based on four different factors: quality, value, momentum, and low volatility. By tilting toward these factors, the index attempts to achieve a lower level of risk and higher risk-adjusted performance than the broader midcap equity market. Quality and value are assessed using fundamental metrics: ROE, earnings variability, and leverage ratios for quality, and earnings yield, dividend yield, and book-to-price ratios for value. Meanwhile, momentum (6- and 12-month risk-adjusted price movements) and volatility (beta) embrace technical attributes. Although FLQM incorporates all four factors, the portfolio emphasizes fundamental rather than technical components, with quality and value given 50% and 30% weight, respectively, while momentum and volatility claim only 10% each. The index undergoes semi-annual rebalance and reconstitution with the weights of each company capped at 1%.

FLQM MSCI ESG Analytics Insight

Franklin LibertyQ U.S. Mid Cap Equity ETF has an MSCI ESG Fund Rating of A based on a score of 7.13 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. Mid Cap Equity ETF ranks in the 76th percentile within its peer group and in the 97th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FLQM 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 09/24/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQM -0.52% 4.74% 20.37% 44.14% 17.73% -- --
FLQM (NAV) -0.92% 4.07% 20.16% 43.52% 15.82% -- --
LibertyQ U.S. Mid Cap Equity Index -0.91% 4.14% 20.46% 43.98% 16.14% 15.51% 16.70%
MSCI USA Mid Cap Index 0.19% 3.75% 20.27% 50.54% 16.74% 16.41% 16.12%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQM Summary Data

Franklin
04/26/17
Open-Ended Fund
0.30%
$52.20M
$274.38K
0.16%

FLQM Portfolio Data

$23.05B
23.98
5.25
0.99%
N/A
205

FLQM Index Data

Multi-Factor
Multi-Factor
MSCI USA Mid Cap Index

FLQM Portfolio Management

0.30%
-0.45%
-0.19%
-0.68%

FLQM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLQM Fund Structure

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

FLQM Factset Analytics Block Liquidity

As of 09/27/21
5
4
3
2
1

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

FLQM Tradability

6,017
$274.38K
3,826
$171.78K
0.16%
$0.07
0.03%
0.49% / -0.28%
None
99.00%
50,000
0.08
0.03%
0.02%
0
$45.34
5

FLQM Sector/Industry Breakdown


FLQM
Segment Benchmark
23.77%
13.22%
19.35%
22.42%
15.81%
14.70%
15.32%
20.41%
9.93%
10.53%
7.79%
2.69%
4.23%
4.41%
3.02%
5.39%
0.06%
3.99%

FLQM Top 10 Holdings[View All]

ResMed Inc. 1.27%
12.14%

FLQM Countries


FLQM
Segment Benchmark
100.00%
100.00%

FLQM Regions


FLQM
Segment Benchmark
100.00%
100.00%

FLQM Economic Development


FLQM
Segment Benchmark
100.00%
100.00%

FLQM Performance Statistics

0.88
0.82
0.86
0.84
0.34%
MSCI USA Mid Cap Index

FLQM MSCI ESG Ratings

7.13 / 10
97.06
75.77
3.37%
4.83%
104.63

FLQM Benchmark Comparison Holdings

205
326
89
27.92%

FLQM Benchmark Comparison Summary


FLQM
Segment Benchmark
205
326
$23.05B
$21.77B
23.98
35.82
5.25
3.51
1.41%
1.12%
Low
Low

FLQM Benchmark Comparison Market Cap Size


FLQM
Segment Benchmark
73.69%
86.07%
26.17%
13.93%
0.13%
0.00%
0.01%
0.00%