Franklin Templeton
FREM.L
IE00BF2B0K52
Franklin EM Multi-Factor Equity UCITS ETF
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About this ETF

The Franklin EM Multi-Factor Equity UCITS ETF seeks to track the LibertyQ Emerging Markets Equity index. The LibertyQ Emerging Markets Equity index tracks emerging market equities. The stocks are selected from the MSCI Emerging Markets index. The selection is based on quality, value, momentum and volatility.

TER
0.45%

Total Expense Ratio per year

Fund Size
€85.26M

Assets under management

Holdings
302

Underlying equities

Dividend Yield
0%

Accumulating

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
10.46
Weighted Fwd P/E
8.85
💰 Revenue Estimates
Current Year CY
+18.98% ⌀ 15 Analysts Coverage
Next Year NY
+9.59% ⌀ 16 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+1,160.79% ⌀ 12 Analysts Coverage
Next Year NY
+14.63% ⌀ 13 Analysts Coverage

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ETF Profile
Provider
Franklin Templeton
 Franklin Templeton
Fund Type
ETF
Type
Passive
Inception Date
10/17/2017 (8 yrs)
Index Group
LibertyQ Factor Family
Index
LibertyQ Emerging Markets Equity
Region
Emerging Markets
Country
-
Sector
-
Strategy
Multi Factor
Theme
-
Distribution Policy
Accumulating
Replication
Full replication
Sustainable
No

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

7/7 Very High
68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
9984.5% p.a.
Max Drawdown (5Y)
-99.6%
Sharpe Ratio (5Y)
0.00
Beta Factor
0.66
Notes & Warnings
Fund Volume (AUM) Solid fund volume
🟡 Moderate analyst coverage (12.5 analysts)
⚠️ Elevated emerging markets risk: 100% Emerging Markets.
⚠️ Elevated Commodity Sensitivity: 22% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
⚠️ Elevated Economic Cyclicality: 56% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 55% in heavily regulated industries (defense, regulated utilities, healthcare policy).
⚠️ Elevated Short-Term Volatility: 3Y volatility (12869.5%) is noticeably higher than the 5Y average (9984.5%).
🔴 Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (9984.5% p.a.).
⚠️ Historical Stress Test: Maximum peak-to-trough drawdown of -99.6% in the extended horizon.
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