FLQS

Franklin LibertyQ U.S. Small Cap Equity ETF
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73
*Unless otherwise stated, data provided by FactSet.

FLQS Fund Description

FLQS tracks a multi-factor US small-cap index based on a composite scores of quality, value, momentum, and low-volatility.

FLQS Factset Analytics Insight

Over the long-term, FLQS seeks to achieve lower risk and higher risk-adjusted performance than the Russell 2000 Index by screening and re-weighting its components for favorable exposure to four investment style factors. The fund scores small-caps by quality (return on equity, gross profit over assets, and gross margin sustainability), value (forward earnings yield, EBITDA to enterprise value, price to book value, and dividend yield), momentum (6- and 12-month risk-adjusted price momentum), and low volatility (beta). Quality accounts for 50% of the factor score, value for 30%, and momentum and low volatility for 10% each. The index is reviewed each June and December, and looks to select the top 500 securities based on the four factors. Holdings are weighted by their factor score, scaled by market cap. FLQS is priced fairly, in line with other small-cap strategic beta ETFs.

FLQS MSCI ESG Analytics Insight

Franklin LibertyQ U.S. Small Cap Equity ETF has an MSCI ESG Fund Rating of BB based on a score of 3.66 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. Small Cap Equity ETF ranks in the 15th percentile within its peer group and in the 33th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FLQS CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQS -4.73% -3.46% 6.51% -10.26% -- -- --
FLQS (NAV) -4.92% -4.02% 5.74% -9.65% -- -- --
MSCI USA Small Cap Index -5.74% -3.59% 12.43% -6.87% 8.38% 7.46% 13.01%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQS Summary Data

04/26/17
Open-Ended Fund
0.35%
$19.90M
$54.53K
0.19%

FLQS Portfolio Data

$2.39B
23.15
2.41
1.29%
09/19/19
498

FLQS Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

FLQS Portfolio Management

0.35%
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--
--

FLQS Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

FLQS Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

FLQS Factset Analytics Block Liquidity

As of 08/16/19
5
4
3
2
1

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

FLQS Tradability

1,898
$54.53K
743
$23.73K
0.19%
$0.05
0.07%
2.74% / -2.76%
None
100.00%
50,000
0.01
0.09%
0.04%
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$26.46
4

FLQS Sector/Industry Breakdown


FLQS
Segment Benchmark
24.63%
12.85%
19.30%
14.54%
15.13%
25.93%
11.24%
15.19%
9.82%
13.76%
8.48%
4.22%
6.83%
3.01%
2.09%
5.58%
1.81%
0.92%
0.67%
4.00%

FLQS Countries


FLQS
Segment Benchmark
100.00%
100.00%

FLQS Regions


FLQS
Segment Benchmark
100.00%
100.00%

FLQS Economic Development


FLQS
Segment Benchmark
100.00%
100.00%

FLQS Performance Statistics

0.94
0.88
0.91
0.90
0.29%
MSCI USA Small Cap Index

FLQS MSCI ESG Ratings

BB
3.66 / 10
33.00
15.45
4.53%
3.70%
183.63

FLQS BENCHMARK COMPARISON HOLDINGS

498
1803
395
16.67%

FLQS BENCHMARK COMPARISON SUMMARY


FLQS
Segment Benchmark
498
1803
$2.39B
$3.96B
23.15
41.11
2.41
2.23
1.82%
1.58%
Low
Low

FLQS BENCHMARK COMPARISON MARKET CAP SIZE


FLQS
Segment Benchmark
0.00%
0.03%
38.16%
62.81%
54.44%
33.87%
7.39%
3.28%