See what your fund actually adds
Franklin Systematic Style Premia ETF FLSP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLSP | Replication |
|---|---|---|
| Annualized growth | 8.3% | 5.4% |
| Annualized volatility | 5.6% | 2.2% |
| Sharpe ratio | 1.45 | 2.41 |
| Maximum drawdown | 5.4% | 1.8% |
| Replication fit (R²) | 0.16 · Tracking error 5.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLSP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 85.6% |
| XLE | Sector · Energy | 5.2% |
| MTUM | Factor · Momentum | 5.0% |
| XLP | Sector · Cons Staples | 4.2% |