FLQS

Franklin LibertyQ U.S. Small Cap Equity ETF
*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

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 (ROE, 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. Holdings are weighted by their factor score, scaled by market cap. The index undergoes semi-annual rebalance and reconstitution with issuer weights capped at 1% each.

FLQS MSCI ESG Analytics Insight

Franklin LibertyQ U.S. Small Cap Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.23 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 29th percentile within its peer group and in the 29th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

FLQS 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 10/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQS 0.49% 0.40% 20.85% 38.32% 13.13% -- --
FLQS (NAV) 1.83% 5.67% 22.94% 41.65% 13.29% -- --
MSCI USA Small Cap Index 2.17% 6.23% 19.47% 42.43% 16.61% 15.94% 15.01%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQS Summary Data

Franklin
04/26/17
Open-Ended Fund
0.35%
$17.43M
$67.18K
0.16%

FLQS Portfolio Data

$3.47B
20.71
2.92
0.78%
N/A
484

FLQS Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

FLQS Portfolio Management

0.35%
--
--
--

FLQS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLQS Fund Structure

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

FLQS Factset Analytics Block Liquidity

As of 10/19/21
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

1,786
$67.18K
510
$18.80K
0.16%
$0.06
0.04%
0.34% / -0.33%
None
99.00%
50,000
0.01
0.07%
0.05%
0
$38.91
4

FLQS Sector/Industry Breakdown


FLQS
Segment Benchmark
22.65%
15.32%
18.77%
14.03%
16.60%
14.85%
13.52%
22.61%
10.24%
13.83%
5.77%
3.89%
5.03%
2.04%
3.62%
5.04%
1.93%
0.63%
0.91%
3.49%

FLQS Top 10 Holdings[View All]

Crocs, Inc. 1.28%
Saia, Inc. 1.14%
Macy's Inc 0.84%
Novanta Inc 0.82%
9.47%

FLQS Countries


FLQS
Segment Benchmark
99.97%
100.00%
0.03%
--

FLQS Regions


FLQS
Segment Benchmark
100.00%
100.00%

FLQS Economic Development


FLQS
Segment Benchmark
100.00%
100.00%

FLQS Performance Statistics

0.91
0.93
0.98
0.89
0.37%
MSCI USA Small Cap Index

FLQS MSCI ESG Ratings

5.23 / 10
28.70
29.42
2.59%
--
142.64

FLQS Benchmark Comparison Holdings

484
1855
393
15.98%

FLQS Benchmark Comparison Summary


FLQS
Segment Benchmark
484
1855
$3.47B
$5.77B
20.71
49.54
2.92
2.79
1.17%
1.00%
Low
Low

FLQS Benchmark Comparison Market Cap Size


FLQS
Segment Benchmark
0.00%
4.83%
62.44%
73.12%
33.85%
21.12%
3.71%
0.93%