Franklin FTSE Latin America ETF (FLLA) to EUR: Historical Returns

Data Source: from October 1991 to June 2024 (~33 years)
Consolidated Returns as of 30 June 2024
This asset allocation page includes ETFs that are not available in our database in EUR or are not yet mapped to the specific ones. We kept the original tickers and calculated returns using historical exchange rates or, if applicable, interest rate differentials for currency hedging.

You need to choose EUR-based ETFs that follow the same benchmarks. Actual returns should be comparable, but they may vary due to differences in sampling methods, annual fees, and the exchange rates used for month-end calculations. Similar EUR ETFs (hedged or not) may not always be available.
Category: Stocks
Franklin FTSE Latin America ETF (FLLA) to EUR ETF
Currency: EUR

In the last 30 Years, the Franklin FTSE Latin America ETF (FLLA) to EUR ETF obtained a 6.28% compound annual return, with a 28.00% standard deviation. It suffered a maximum drawdown of -57.34% that required 31 months to be recovered.

Table of contents
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Latin America
  • Country: Broad Latin America
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Investment Returns as of Jun 30, 2024

The Franklin FTSE Latin America ETF (FLLA) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
FRANKLIN FTSE LATIN AMERICA ETF (FLLA) TO EUR ETF
Consolidated returns as of 30 June 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Franklin FTSE Latin America ETF (FLLA) to EUR ETF n.a. n.a. -5.76 -14.06 -5.31 0.81 1.92 6.28 7.24
Euro Inflation Adjusted return -5.76 -15.61 -7.45 -2.77 -0.40 4.13 4.96
Returns over 1 year are annualized | Available data source: since Oct 1991
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to May 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.31% , 5Y: 3.69% , 10Y: 2.33% , 30Y: 2.06%
Need other portfolios? Select your currency here

Capital Growth as of Jun 30, 2024

An investment of 1€, since July 1994, now would be worth 6.21€, with a total return of 520.99% (6.28% annualized).

The Inflation Adjusted Capital now would be 3.37€, with a net total return of 236.71% (4.13% annualized).

Loading data
Please wait
An investment of 1€, since October 1991, now would be worth 9.86€, with a total return of 885.51% (7.24% annualized).

The Inflation Adjusted Capital now would be 4.88€, with a net total return of 388.38% (4.96% annualized).

Loading data
Please wait

Investment Metrics as of Jun 30, 2024

Metrics of Franklin FTSE Latin America ETF (FLLA) to EUR ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
FRANKLIN FTSE LATIN AMERICA ETF (FLLA) TO EUR ETF
Advanced Metrics
Data Source: 1 October 1991 - 30 June 2024 (~33 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~33Y)
Investment Return (%) -5.76 -12.65 -14.06 -5.31 2.69 0.81 1.92 8.04 6.28 7.24
Infl. Adjusted Return (%)
-5.76 -13.35 -15.61 -7.45 -2.62 -2.77 -0.40 5.81 4.13 4.96
Euro Inflation (%) 0.00 0.80 1.83 2.31 5.46 3.69 2.33 2.10 2.06 2.17
Pending updates, the monthly inflation of Jun 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -14.06 -18.98 -45.34 -45.34 -57.20 -57.34 -57.34
Start to Recovery (# months)
6* 9 42 42 26 31 31
Start (yyyy mm) 2024 01 2021 07 2020 01 2020 01 2008 06 1997 08 1997 08
Start to Bottom (# months) 6 5 3 3 7 18 18
Bottom (yyyy mm) 2024 06 2021 11 2020 03 2020 03 2008 12 1999 01 1999 01
Bottom to End (# months) 0 4 39 39 19 13 13
End (yyyy mm) - 2022 03 2023 06 2023 06 2010 07 2000 02 2000 02
Longest Drawdown Depth (%)
same
-16.89
same
-39.27 -48.36 -48.36 -48.36
Start to Recovery (# months)
15 53 151 151 151
Start (yyyy mm) 2024 01 2022 04 2020 01 2014 09 2011 01 2011 01 2011 01
Start to Bottom (# months) 6 3 3 17 111 111 111
Bottom (yyyy mm) 2024 06 2022 06 2020 03 2016 01 2020 03 2020 03 2020 03
Bottom to End (# months) 0 12 39 36 40 40 40
End (yyyy mm) - 2023 06 2023 06 2019 01 2023 07 2023 07 2023 07
Longest negative period (# months)
12* 27* 54* 104 182 182 182
Period Start (yyyy mm) 2023 07 2022 04 2020 01 2014 09 2007 11 2007 11 2007 11
Period End (yyyy mm) 2024 06 2024 06 2024 06 2023 04 2022 12 2022 12 2022 12
Annualized Return (%) -5.31 -0.87 -0.74 -0.22 -0.16 -0.16 -0.16
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -15.61 -20.61 -45.18 -45.18 -57.55 -57.83 -57.83
Start to Recovery (# months)
6* 9 54* 54* 34 32 32
Start (yyyy mm) 2024 01 2021 07 2020 01 2020 01 2007 11 1997 08 1997 08
Start to Bottom (# months) 6 5 3 3 14 18 18
Bottom (yyyy mm) 2024 06 2021 11 2020 03 2020 03 2008 12 1999 01 1999 01
Bottom to End (# months) 0 4 51 51 20 14 14
End (yyyy mm) - 2022 03 - - 2010 08 2000 03 2000 03
Longest Drawdown Depth (%)
same
-18.70
same
-38.59 -53.58 -53.58 -53.58
Start to Recovery (# months)
21 64 162* 162* 162*
Start (yyyy mm) 2024 01 2022 04 2020 01 2014 09 2011 01 2011 01 2011 01
Start to Bottom (# months) 6 3 3 17 111 111 111
Bottom (yyyy mm) 2024 06 2022 06 2020 03 2016 01 2020 03 2020 03 2020 03
Bottom to End (# months) 0 18 51 47 51 51 51
End (yyyy mm) - 2023 12 - 2019 12 - - -
Longest negative period (# months)
12* 36* 60* 120* 205* 205* 205*
Period Start (yyyy mm) 2023 07 2021 07 2019 07 2014 07 2007 06 2007 06 2007 06
Period End (yyyy mm) 2024 06 2024 06 2024 06 2024 06 2024 06 2024 06 2024 06
Annualized Return (%) -7.45 -2.62 -2.77 -0.40 -0.69 -0.69 -0.69
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 17.37 22.39 27.92 24.84 24.84 28.00 27.92
Sharpe Ratio -0.61 -0.01 -0.04 0.02 0.27 0.14 0.12
Sortino Ratio -1.02 -0.02 -0.06 0.03 0.36 0.19 0.16
Ulcer Index 6.25 8.62 18.93 18.64 22.78 26.00 25.61
Ratio: Return / Standard Deviation -0.31 0.12 0.03 0.08 0.32 0.22 0.26
Ratio: Return / Deepest Drawdown -0.38 0.14 0.02 0.04 0.14 0.11 0.13
Positive Months (%)
33.33 47.22 51.66 50.83 57.50 57.22 57.25
Positive Months 4 17 31 61 138 206 225
Negative Months 8 19 29 59 102 154 168
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.92 15.19 21.85 21.85
Worst 10 Years Return (%) - Annualized -4.82 -4.82 -4.82
Best 10 Years Return (%) - Annualized -0.40 13.12 19.22 19.22
Worst 10 Years Return (%) - Annualized -5.89 -5.89 -5.89
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 117.19 62.05 44.46 21.85 11.87 6.28
Worst Rolling Return (%) - Annualized -54.45 -18.46 -11.28 -4.82 3.97
Positive Periods (%) 63.3 67.3 75.7 86.7 100.0 100.0
Best Rolling Return (%) - Annualized 113.08 58.85 41.42 19.22 10.03 4.13
Worst Rolling Return (%) - Annualized -54.90 -20.34 -12.30 -5.89 2.28
Positive Periods (%) 60.1 61.5 63.4 75.1 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
12.45 20.48 27.47 38.99 38.07 37.78 31.64 0.00
95% CVaR - Conditional Value at Risk (%) 15.80 26.29 35.69 45.65 46.40 52.65 44.15 0.00
99% VaR - Value at Risk (%) - Cumulative
17.95 30.02 40.96 51.24 49.85 63.44 57.99 0.00
99% CVaR - Conditional Value at Risk (%) 21.46 36.09 49.55 53.57 65.44 67.56 60.07 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 57.28 22.10 13.71 6.91 5.81 5.82
Perpetual Withdrawal Rate (%) --- --- --- --- 2.69 4.09
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Oct 1991 - Jun 2024)
Best Rolling Return (%) - Annualized 117.19 62.05 44.46 21.85 12.34 8.22
Worst Rolling Return (%) - Annualized -54.45 -18.46 -13.44 -4.82 3.97 5.74
Positive Periods (%) 63.0 66.4 75.1 88.3 100.0 100.0
Best Rolling Return (%) - Annualized 113.08 58.85 41.42 19.22 10.03 6.07
Worst Rolling Return (%) - Annualized -54.90 -20.34 -14.96 -5.89 2.28 3.64
Positive Periods (%) 60.2 60.8 64.0 75.9 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
12.33 20.19 26.94 39.31 36.66 38.25 20.00 0.00
95% CVaR - Conditional Value at Risk (%) 15.68 25.99 35.13 45.83 45.36 57.23 41.64 0.00
99% VaR - Value at Risk (%) - Cumulative
17.83 29.71 40.39 51.05 49.58 69.70 55.63 0.00
99% CVaR - Conditional Value at Risk (%) 21.32 35.76 48.95 52.79 60.13 79.08 59.03 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 57.28 20.62 13.16 6.91 5.21 4.30
Perpetual Withdrawal Rate (%) --- --- --- --- 2.69 2.83
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

FRANKLIN FTSE LATIN AMERICA ETF (FLLA) TO EUR ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 October 1991 - 30 June 2024 (~33 years)
Inflation Adjusted:

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait

Loading data
Please wait

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

FRANKLIN FTSE LATIN AMERICA ETF (FLLA) TO EUR ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 October 1991 - 30 June 2024 (~33 years)
Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

If you need a deeper detail about rolling returns, please refer to the Franklin FTSE Latin America ETF (FLLA) to EUR ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Franklin FTSE Latin America ETF (FLLA) to EUR ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

Swipe left to see all data

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait
Swipe left to see all data

Loading data
Please wait
For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Franklin FTSE Latin America ETF (FLLA) to EUR ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

FRANKLIN FTSE LATIN AMERICA ETF (FLLA) TO EUR ETF
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 October 1991 - 30 June 2024 (~33 years)
206 Positive Months (57%) - 154 Negative Months (43%)
225 Positive Months (57%) - 168 Negative Months (43%)

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)

Loading data
Please wait
Investment Returns, up to October 2018, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

The first official book of
Build wealth
with Lazy Portfolios and Passive Investing