FLSP Performance — Franklin Systematic Style Premia ETF
Data updated: 2026-08-27
FLSP returned +2.51% year to date and +15.49% over one year to Jun 2026. Annualised returns are +9.45% over 3 years and +8.02% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $131, against $157 for the category, and to $115 over one year, against $118. Volatility over the past three years was 5.25% a year. In the 12 months to Jun 2026 the fund took in a net $550.4M, and assets reached $946.37M.
FLSP Growth of $100
What $100 invested in Franklin Systematic Style Premia ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | FLSP | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $115 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $131 | $157 |
| 5 years (Jul 2021 – Jun 2026) | $147 | $161 |
| Since data start (Dec 2019 – Jun 2026) | $129 | $216 |
FLSP Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.51% |
| 1 year | +15.49% |
| 3 years (annualised) | +9.45% |
| 5 years (annualised) | +8.02% |
FLSP Annual Returns
Calendar-year total returns of Franklin Systematic Style Premia ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +2.52% |
| 2025 | +15.26% |
| 2024 | +10.20% |
| 2023 | +4.70% |
| 2022 | −0.54% |
| 2021 | +11.98% |
| 2020 | −14.80% |
| 2019 (Dec–Dec) | −0.14% |
FLSP Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.7% | +2.5% | −1.2% | −0.8% | +0.6% | +0.8% | — | — | — | — | — | — |
| 2025 | +0.8% | +1.0% | +1.5% | −1.6% | +0.9% | −0.3% | +1.8% | +2.3% | +4.3% | +0.9% | +1.7% | +1.1% |
| 2024 | +4.5% | +3.1% | +1.8% | −1.2% | −0.8% | +1.0% | 0.0% | +1.1% | +0.7% | −0.4% | +0.2% | −0.1% |
| 2023 | +0.3% | −0.2% | +1.7% | +0.2% | −0.2% | +2.1% | 0.0% | +3.1% | −0.1% | −0.2% | +0.1% | −2.2% |
| 2022 | −0.4% | −2.2% | +0.9% | +2.7% | +1.7% | −3.1% | −1.1% | +0.6% | +0.3% | +1.9% | −0.9% | −0.9% |
| 2021 | +0.9% | −2.9% | +2.0% | +1.6% | +1.5% | +0.2% | +2.2% | +0.7% | −0.9% | +1.5% | +1.5% | +3.2% |
| 2020 | +2.1% | −5.1% | −3.7% | −1.5% | −0.4% | −0.3% | +0.4% | −0.2% | −1.4% | −2.7% | −2.5% | −0.3% |
| 2019 | — | — | — | — | — | — | — | — | — | — | — | −0.1% |
FLSP Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.25%
- 3-year Sharpe ratio: 0.94 (vs 4.5% risk-free rate)
- Best month: +4.50% (Jan 2024)
- Worst month: −2.18% (Dec 2023)
FLSP Fund Flows
Monthly money in and out of Franklin Systematic Style Premia ETF, from SEC Form N-PORT.
- 12-month net flow: $550.4M
- 12-month gross sales (incl. reinvestments): $556.8M
- Sales ÷ redemptions: 86.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $31.5M | $0 | $31.5M |
| May 2026 | $6.8M | $0 | $6.8M |
| Apr 2026 | $219.1M | $0 | $219.1M |
| Mar 2026 | $75.0M | $0 | $75.0M |
| Feb 2026 | $25.9M | $0 | $25.9M |
| Jan 2026 | $22.9M | $0 | $22.9M |
| Dec 2025 | $5.4M | $0 | $5.4M |
| Nov 2025 | $16.0M | $2.7M | $13.3M |
| Oct 2025 | $106.4M | $1.3M | $105.0M |
| Sep 2025 | $39.4M | $0 | $39.4M |
| Aug 2025 | $2.5M | $0 | $2.5M |
| Jul 2025 | $6.1M | $2.4M | $3.7M |
FLSP Assets Under Management
Net assets of Franklin Systematic Style Premia ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $946.37M |
| 2026-03-31 | $683.22M |
| 2025-12-31 | $548.85M |
| 2025-09-30 | $419.51M |
| 2025-06-30 | $343.62M |
| 2025-03-31 | $312.78M |
| 2024-12-31 | $301.37M |
| 2024-09-30 | $205.76M |
| 2024-06-30 | $189.33M |
| 2024-03-31 | $184.06M |
| 2023-12-31 | $132.92M |
| 2023-09-30 | $83.47M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.