See what your fund actually adds
Franklin U.S. Large Cap Multifactor Index ETF FLQL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLQL | Replication |
|---|---|---|
| Annualized growth | 14.6% | 14.2% |
| Annualized volatility | 15.7% | 16.4% |
| Sharpe ratio | 0.95 | 0.89 |
| Maximum drawdown | 21.2% | 22.9% |
| Replication fit (R²) | 0.97 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLQL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 45.2% |
| VOO | US Large Cap | 23.0% |
| MTUM | Factor · Momentum | 15.5% |
| XLK | Sector · Technology | 8.9% |
| XLP | Sector · Cons Staples | 7.4% |