See what your fund actually adds
Franklin U.S. Small Cap Multifactor Index ETF FLQS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLQS | Replication |
|---|---|---|
| Annualized growth | 5.8% | 6.3% |
| Annualized volatility | 18.1% | 17.8% |
| Sharpe ratio | 0.40 | 0.43 |
| Maximum drawdown | 27.4% | 23.9% |
| Replication fit (R²) | 0.96 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLQS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 78.2% |
| USMV | Factor · Min Vol | 12.6% |
| XLP | Sector · Cons Staples | 5.7% |
| XLY | Sector · Cons Discr | 3.6% |