Franklin Liberty U.S. Low Volatility ETF (FLLV)

Description

The FLLV ETF contains 90 constituents. It is focused on blend holdings in the North America region.

Price $43.55 as of 2022-10-21

Cost/Risk/Yield

Dividend yield1.75%
Expense ratio0.29%
Average spread0.138%
1Y roundtrip cost0.428%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-5.1%-3.4%4.5%-5.7%1.2%-5.8%7.0%-3.3%-8.3%4.8%-14.0%
2021-2.9%1.2%5.6%4.7%0.7%1.8%3.3%1.6%-4.6%5.1%-1.3%6.6%21.8%
20201.0%-8.1%-12.6%11.7%5.6%-0.3%4.8%4.9%-1.9%-3.1%9.7%2.9%14.4%
20197.7%4.5%2.7%3.5%-3.6%6.1%2.0%0.2%1.0%-0.0%2.8%2.2%29.1%
20184.5%-2.5%-2.4%-0.3%2.5%-0.4%4.3%3.1%1.3%-5.0%3.1%-8.3%-0.2%
20171.3%3.8%0.0%0.8%-0.3%3.0%1.2%-0.3%1.3%2.8%2.4%2.1%18.2%
2016-2.6%3.6%1.1%2.2%
6.5%-4.5%-2.2%14.8%6.1%4.4%22.6%6.2%-11.3%2.0%20.3%6.6%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.120.180.210.51
20210.130.150.190.250.73
20200.090.080.210.220.59
20190.100.050.170.180.50
20180.070.060.160.500.79
20170.050.070.170.150.44
0.000.000.550.000.000.580.000.001.110.000.001.30

Sectors and Top Holdings

Security % Assets
Automatic Data Processing, Inc.1.57%
Microsoft Corporation1.57%
Intuit Inc.1.54%
Oracle Corporation1.54%
Accenture Plc Class A1.50%
ANSYS, Inc.1.48%
Apple Inc.1.46%
Amphenol Corporation Class A1.46%
Keysight Technologies Inc1.46%
Analog Devices, Inc.1.45%
Synopsys, Inc.1.44%
Merck & Co., Inc.1.43%
Cisco Systems, Inc.1.41%
Black Knight, Inc.1.39%
Jack Henry & Associates, Inc.1.38%
Top 15 Weights22.08%

Compare with similar ETFs

FLLV FDLO FFEB TDVG USML VIG
Product nameFranklin Liberty U.S. Low Volatility ETFFidelity Low Volatility Factor ETFFT Cboe Vest U.S. Equity Buffer ETF - FebruaryT. Rowe Price Dividend Growth ETFETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETNVanguard Dividend Appreciation ETF
IssuerFranklinFidelityFT Cboe VestT. Rowe PriceETRACSVanguard
Price$43.549$44.01$34.421$28.9$24.099$138.18
Expense Ratio0.29%0.29%worse0.85%worse0.5%worse0.95%better0.06%
Average Spread0.138%0.114%0.261%0.104%0.207%0.007%
AUM$121,427,000$444,633,000$239,226,000$92,411,800$23,925,500$54,513,700,000
Shares2,788,28610,102,9916,950,0003,197,640992,801394,512,024
Average Daily Volume11,51056,65365,79754,133531,766,530
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2016-09-202016-09-122020-02-212020-08-042021-02-042006-04-21
Index TrackedNo Underlying IndexFidelity U.S. Low Volatility Factor IndexNo Underlying IndexNo Underlying IndexMSCI USA Minimum Volatility IndexS&P U.S. Dividend Growers Index
CategoryVolatility Hedged EquityVolatility Hedged Equityn/aLarge Cap Growth EquitiesLeveraged EquitiesLarge Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeLarge CapsLarge CapsLarge CapsLarge Caps
Value or GrowthBlendGrowthBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.76$0.506$0$0.247$0$2.877
Annual Dividend Yield0.017%0.011%0.000%0.009%0.000%0.021%
Number of Holdings901270102247
YTD Return-14.31%-14.93%-10.50%-17.83%-33.10%-18.39%
Beta0.870.870.660.781.350.87
Upside Beta0.650.580.510.45-0.300.15
Downside Beta0.210.190.13-0.11-0.62-0.10
Volatility 1Y18.12%18.23%14.86%18.74%35.51%19.13%
Sharpe Ratio 3Y0.550.550.000.000.000.45
Treynor Ratio 3Y0.010.010.000.000.000.01

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew