Franklin LibertyQ European Dividend UCITS ETF
Ticker
FRXD.L
ISIN
IE00BF2B0L6
Price
EUR 27.27
Change Today
-0.01 / -0.037 %
Price 1 year ago
24.37 / 11.909 %
Morningstar
5
52 Week Low
24.06
52 Week High
28.28
200 Day Moving Average 26.14
26.14
50-day Moving Average
27.53
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.91 |
| Sortino Ratio | 0.48 |
| Maximum Drawdown | -5.17% |
| Maximum Drawdown Date | 2023-10-04 |
| Calmar Ratio | -2.84 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.52 |
| Volatility | 8.449% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.696% |
| Average Annual Volatility | 16.653% |
| Sharpe Ratio | 0.16 |
| Sortino Ratio | 0.01 |
| Maximum Drawdown | -31.0% |
| Maximum Drawdown Date | 2020-03-24 |
| Calmar Ratio | -0.08 |
Company information
Summary
The Fund invests in high quality large and mid-capitalisation stocks with high and persistent dividend income in developed countries in Europe. It seeks to track the performance of the LibertyQ European Dividend Index-NR (the “Underlying Index”) as closely as possible. The Fund aims to replicate the Underlying Index by holding all of its securities in a similar proportion to their weighting in the Underlying Index. The holdings of the Underlying Index are selected from the MSCI Europe IMI ex REITS Index-NR (the “Investment Universe”), using a transparent selection process which applies a dividend persistence and yield screen followed by a quality screen.
Market
GB
Category
--
Expense Ratio
0.25%
Fund family
Franklin Templeton International Services S.à r.l.
Morningstar
5
Yield
0.0416
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 30.60% |
| Communication services | 17.24% |
| Utilities | 11.49% |
| Consumer defensive | 10.19% |
| Energy | 7.53% |
| Healthcare | 6.77% |
| Basic materials | 6.22% |
| Industrials | 4.25% |
| Technology | 2.50% |
| Realestate | 1.91% |
| Consumer cyclical | 0.79% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AZN.L | AstraZeneca PLC | 3.23% |
| ADM.L | Admiral Group PLC | 3.13% |
| GAW.L | Games Workshop Group PLC | 3.12% |
| SCMN | Swisscom AG | 3.06% |
| ELISA | Elisa Oyj Class A | 3.03% |
| GSK.L | GlaxoSmithKline PLC | 3.02% |
| MOWI | Mowi ASA | 2.99% |
| SAN.PA | Sanofi SA | 2.96% |
| BA..L | BAE Systems PLC | 2.93% |
| SRG.MI | Snam SpA | 2.93% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRO | iShares Core Dividend Growth ETF | US46434V6213 | PCX | 0.08% | 5 | +4.01 | |
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| DIVO | Amplify CWP Enhanced Dividend Income ETF | US032108409 | PCX | 0.55% | 5 | +6.79 | |
| DLN | WisdomTree U.S. LargeCap Dividend Fund | US97717W307 | PCX | 0.28% | 5 | +6.48 | |
| FLXD.L | Franklin LibertyQ European Dividend UCITS ETF | IE00BF2B0L6 | LSE | 0.25% | 5 | ||
| FLXU.L | Franklin LibertyQ U.S. Equity UCITS ETF | IE00BF2B0P0 | LSE | 0.25% | 5 | +6.64 | |
| FRUE.L | Franklin LibertyQ U.S. Equity UCITS ETF | IE00BF2B0P0 | LSE | 0.25% | 5 | ||
| FRXD.L | Franklin LibertyQ European Dividend UCITS ETF | IE00BF2B0L6 | LSE | 0.25% | 5 | ||
| IHDG | WisdomTree International Hedged Quality Dividend Growth Fund | US97717X594 | PCX | 0.58% | 5 | +5.19 | |
| LVHI | Franklin International Low Volatility High Dividend Index ETF | IE00BWTN6Y9 | BTS | 0.40% | 5 | +7.79 | |
| NOBL | ProShares S&P 500 Dividend Aristocrats ETF | US74348A4673 | BTS | 0.35% | 5 | +7.12 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 | |
| SDY | SPDR S&P Dividend ETF | US78464A763 | PCX | 0.35% | 5 | +11.26 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.