Franklin EM Multi-Factor Equity UCITS ETF (FLXE.DE) Total Returns

Growth of €10,000 chart

2021-04-20 to 2026-04-20
to
%
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Investment Performance

Final Value
€14,452
Total Return
44.52%
CAGR
7.64%
Dividends
€0.00
Yield on Cost
0.00%

Rolling Returns

1-Month (21 Trading Days)
Average+0.59%
Median+0.73%
Best+14.53%
Worst-11.02%
% of Windows Positive60.0%
1-Year (252 Trading Days)
Average+5.31%
Median+5.96%
Best+40.61%
Worst-15.32%
% of Windows Positive68.0%
3-Year (756 Trading Days)
Average+19.57%
Median+12.15%
Best+54.09%
Worst+1.36%
% of Windows Positive100.0%

Risk Metrics

Maximum Drawdown -18.56%
Average Drawdown -6.57%
Drawdown Duration 575 Trading Days
Sortino Ratio 0.85
Calmar Ratio 0.41
CVaR (5%) -1.98%

Yearly Returns

Year Percentage Abs. Return Dividends Taxes Trans. Costs
2026 partial +11.51% (+43.13% ann.) +€1151.27 €0.00 €0.00 €0.00
2025 +13.48% +€1348.27 €0.00 €0.00 €0.00
2024 +13.20% +€1319.87 €0.00 €0.00 €0.00
2023 +8.82% +€881.87 €0.00 €0.00 €0.00
2022 -14.02% €1401.85 €0.00 €0.00 €0.00
2021 +16.09% +€1608.68 €0.00 €0.00 €0.00
2020 -8.15% €814.92 €0.00 €0.00 €0.00
2019 +15.51% +€1550.66 €0.00 €0.00 €0.00
2018 -7.66% €766.24 €0.00 €0.00 €0.00
2017 partial +2.87% (+15.67% ann.) +€287.06 €0.00 €0.00 €0.00

Market Regimes

about
Regime Period Percentage Annual Abs. Return Dividends Taxes Trans. Costs
Secular stagnation / QE / low inflation / duration bull partial October 19, 2017 – February 19, 2020 +8.82% +3.69% +€882.35 €0.00 €0.00 €0.00
Pandemic shock / liquidity crash February 20, 2020 – March 23, 2020 -29.56% -98.17% €2955.94 €0.00 €0.00 €0.00
Policy bazooka / monetary euphoria March 24, 2020 – November 6, 2020 +17.37% +29.39% +€1736.85 €0.00 €0.00 €0.00
Reopening reflation / fiscal boom / supply bottlenecks November 9, 2020 – November 29, 2021 +15.64% +14.78% +€1563.70 €0.00 €0.00 €0.00
Inflation shock / duration crash / aggressive tightening November 30, 2021 – November 9, 2022 -8.95% -9.48% €895.05 €0.00 €0.00 €0.00
Disinflation rebound / AI-led narrow bull / higher-for-longer November 10, 2022 – September 17, 2024 +14.96% +7.81% +€1495.88 €0.00 €0.00 €0.00
Disinflationary easing / resilient growth / AI capex under oil-shock test partial September 18, 2024 – April 20, 2026 +33.84% +20.19% +€3384.22 €0.00 €0.00 €0.00

Dividend History

Date Per Share Yield %
Total 0 payments
No dividends recorded.

All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.

For each rolling window, returns are calculated at every possible starting point:

return = (value[i] ÷ value[i − windowSize] − 1) × 100

Windows
1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
Statistics
Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.

The series is segmented by calendar year:

return = (endValue ÷ startValue − 1) × 100

startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.

EEM

CAGR 9.38% Total 687.11% Final $78,711
2003-04-14 — 2026-04-21
GQEM.L

CAGR 44.11% Total 34.19% Final $13,419
2025-06-30 — 2026-04-20
VWRL.AS

CAGR 9.58% Total 257.03% Final €35,703
2012-05-22 — 2026-04-20