See what your fund actually adds

Franklin FTSE Europe ETF FLEE

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FLEE compared with its replication portfolio
MeasureFLEEReplication
Annualized growth8.6%9.9%
Annualized volatility17.1%15.0%
Sharpe ratio0.570.70
Maximum drawdown29.9%25.0%
Replication fit (R²)0.89 · Tracking error 5.6%

Replication portfolio

The published portfolio below is the investable basket used to model FLEE’s historical return behavior.

FLEE replication basket weights
TickerBuilding blockWeight
EFVIntl · Value40.2%
EFGIntl · Growth36.4%
DBEFIntl · Dev Hedged23.3%