See what your fund actually adds

Franklin FTSE Japan Hedged ETF FLJH

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

Fund and replication metrics

FLJH compared with its replication portfolio
MeasureFLJHReplication
Annualized growth21.8%13.1%
Annualized volatility16.2%12.1%
Sharpe ratio1.301.07
Maximum drawdown14.2%14.9%
Replication fit (R²)0.56 · Tracking error 10.7%

Replication portfolio

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

FLJH replication basket weights
TickerBuilding blockWeight
DBEFIntl · Dev Hedged86.2%
DGSEM Small Cap7.6%
MTUMFactor · Momentum4.1%
XLKSector · Technology2.1%