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 2022-10-21Cost/Risk/Yield
| Dividend yield | 1.75% |
| Expense ratio | 0.29% |
| Average spread | 0.138% |
| 1Y roundtrip cost | 0.428% |
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% |
| 2020 | 1.0% | -8.1% | -12.6% | 11.7% | 5.6% | -0.3% | 4.8% | 4.9% | -1.9% | -3.1% | 9.7% | 2.9% | 14.4% |
| 2019 | 7.7% | 4.5% | 2.7% | 3.5% | -3.6% | 6.1% | 2.0% | 0.2% | 1.0% | -0.0% | 2.8% | 2.2% | 29.1% |
| 2018 | 4.5% | -2.5% | -2.4% | -0.3% | 2.5% | -0.4% | 4.3% | 3.1% | 1.3% | -5.0% | 3.1% | -8.3% | -0.2% |
| 2017 | 1.3% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.12 | 0.18 | 0.21 | 0.51 | |||||||||
| 2021 | 0.13 | 0.15 | 0.19 | 0.25 | 0.73 | ||||||||
| 2020 | 0.09 | 0.08 | 0.21 | 0.22 | 0.59 | ||||||||
| 2019 | 0.10 | 0.05 | 0.17 | 0.18 | 0.50 | ||||||||
| 2018 | 0.07 | 0.06 | 0.16 | 0.50 | 0.79 | ||||||||
| 2017 | 0.05 | 0.07 | 0.17 | 0.15 | 0.44 | ||||||||
| 0.00 | 0.00 | 0.55 | 0.00 | 0.00 | 0.58 | 0.00 | 0.00 | 1.11 | 0.00 | 0.00 | 1.30 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Automatic Data Processing, Inc. | 1.57% |
| Microsoft Corporation | 1.57% |
| Intuit Inc. | 1.54% |
| Oracle Corporation | 1.54% |
| Accenture Plc Class A | 1.50% |
| ANSYS, Inc. | 1.48% |
| Apple Inc. | 1.46% |
| Amphenol Corporation Class A | 1.46% |
| Keysight Technologies Inc | 1.46% |
| 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 Weights | 22.08% |
Compare with similar ETFs
| FLLV | FDLO | FFEB | TDVG | USML | VIG | |
|---|---|---|---|---|---|---|
| Product name | Franklin Liberty U.S. Low Volatility ETF | Fidelity Low Volatility Factor ETF | FT Cboe Vest U.S. Equity Buffer ETF - February | T. Rowe Price Dividend Growth ETF | ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN | Vanguard Dividend Appreciation ETF |
| Issuer | Franklin | Fidelity | FT Cboe Vest | T. Rowe Price | ETRACS | Vanguard |
| Price | $43.549 | $44.01 | $34.421 | $28.9 | $24.099 | $138.18 |
| Expense Ratio | 0.29% | 0.29% |  0.85% | 0.5% | 0.95% |  0.06% |
| Average Spread | 0.138% | 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 |
| Shares | 2,788,286 | 10,102,991 | 6,950,000 | 3,197,640 | 992,801 | 394,512,024 |
| Average Daily Volume | 11,510 | 56,653 | 65,797 | 54,133 | 53 | 1,766,530 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2016-09-20 | 2016-09-12 | 2020-02-21 | 2020-08-04 | 2021-02-04 | 2006-04-21 |
| Index Tracked | No Underlying Index | Fidelity U.S. Low Volatility Factor Index | No Underlying Index | No Underlying Index | MSCI USA Minimum Volatility Index | S&P U.S. Dividend Growers Index |
| Category | Volatility Hedged Equity | Volatility Hedged Equity | n/a | Large Cap Growth Equities | Leveraged Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | ||
| Value or Growth | Blend | Growth | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.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 Yield | 0.017% | 0.011% | 0.000% | 0.009% | 0.000% | 0.021% |
| Number of Holdings | 90 | 127 | 0 | 102 | 247 | |
| YTD Return | -14.31% | -14.93% | -10.50% | -17.83% | -33.10% | -18.39% |
| Beta | 0.87 | 0.87 | 0.66 | 0.78 | 1.35 | 0.87 |
| Upside Beta | 0.65 | 0.58 | 0.51 | 0.45 | -0.30 | 0.15 |
| Downside Beta | 0.21 | 0.19 | 0.13 | -0.11 | -0.62 | -0.10 |
| Volatility 1Y | 18.12% | 18.23% | 14.86% | 18.74% | 35.51% | 19.13% |
| Sharpe Ratio 3Y | 0.55 | 0.55 | 0.00 | 0.00 | 0.00 | 0.45 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.01 |