FLSP vs. ESG ETF Comparison

Comparison of Franklin Liberty Systematic Style Premia ETF (FLSP) to FlexShares STOXX US ESG Impact Index Fund (ESG)

FLSP

Franklin Liberty Systematic Style Premia ETF

FLSP Description

The investment seeks absolute return. The fund seeks to achieve its investment goal by allocating its assets across two underlying alternative investment strategies, which represent top-down and bottom-up approaches to capturing factor-based risk premia. Through the two strategies, it may invest in or obtain exposure to: (i) equity securities (which may include common stocks and preferred stocks), (ii) debt securities (which may include bonds, notes, debentures, banker's acceptances and commercial paper), (iii) commodity-linked derivative instruments and (iv) currency-related derivative instruments.

Grade (RS Rating)

Last Trade

$24.03

Average Daily Volume

11,449

Number of Holdings ^*

183

* may have additional holdings in another (foreign) market

ESG

FlexShares STOXX US ESG Impact Index Fund

ESG Description

The Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the STOXX US ESG Impact Index.

Grade (RS Rating)

Last Trade

$141.06

Average Daily Volume

4,414

Number of Holdings ^*

259

* may have additional holdings in another (foreign) market

Performance

Period	FLSP	ESG
30 Days	0.69%	3.59%
60 Days	0.06%	3.59%
90 Days	0.73%	6.22%
12 Months	6.54%	27.36%

79 Overlapping Holdings

Symbol	Grade	Weight in FLSP	Weight in ESG	Overlap
A	D	0.23%	0.06%	0.06%
ADBE	C	0.91%	0.76%	0.76%
ADM	D	0.16%	0.08%	0.08%
ADSK	A	0.36%	0.33%	0.33%
AFL	B	0.33%	0.23%	0.23%
AIG	B	0.21%	0.08%	0.08%
AMAT	F	0.66%	0.5%	0.5%
AVTR	F	0.08%	0.02%	0.02%
AWK	D	0.13%	0.13%	0.13%
BBY	D	0.11%	0.09%	0.09%
BG	F	0.07%	0.03%	0.03%
BK	A	0.31%	0.23%	0.23%
BKNG	A	0.87%	0.55%	0.55%
BMY	B	0.59%	0.39%	0.39%
BR	A	0.12%	0.09%	0.09%
CAH	B	0.12%	0.09%	0.09%
CDNS	B	0.32%	0.13%	0.13%
CI	F	0.22%	0.3%	0.22%
CL	D	0.36%	0.31%	0.31%
CMI	A	0.25%	0.17%	0.17%
CRM	B	0.7%	0.53%	0.53%
CTAS	B	0.35%	0.37%	0.35%
CTSH	B	0.21%	0.1%	0.1%
DECK	A	0.16%	0.11%	0.11%
DKS	C	0.07%	0.02%	0.02%
DPZ	C	0.08%	0.04%	0.04%
EA	A	0.23%	0.13%	0.13%
EBAY	D	0.18%	0.1%	0.1%
EL	F	0.1%	0.06%	0.06%
EXPD	D	0.09%	0.03%	0.03%
EXPE	B	0.14%	0.07%	0.07%
FDX	B	0.27%	0.22%	0.22%
FFIV	B	0.08%	0.02%	0.02%
GEN	B	0.1%	0.07%	0.07%
GILD	C	0.61%	0.28%	0.28%
GM	B	0.36%	0.32%	0.32%
HD	A	0.28%	0.99%	0.28%
HIG	B	0.19%	0.14%	0.14%
HOLX	D	0.11%	0.06%	0.06%
HPQ	B	0.2%	0.17%	0.17%
IDXX	F	0.14%	0.06%	0.06%
INTU	C	0.68%	0.48%	0.48%
IQV	D	0.17%	0.12%	0.12%
JBL	B	0.1%	0.03%	0.03%
K	A	0.12%	0.09%	0.09%
KMB	D	0.23%	0.22%	0.22%
KR	B	0.24%	0.2%	0.2%
LII	A	0.11%	0.09%	0.09%
LNG	B	0.29%	0.08%	0.08%
LULU	C	0.16%	0.19%	0.16%
LVS	C	0.11%	0.04%	0.04%
MA	C	0.77%	1.06%	0.77%
MAS	D	0.1%	0.03%	0.03%
MDT	D	0.6%	0.36%	0.36%
MET	A	0.21%	0.2%	0.2%
META	D	0.45%	5.19%	0.45%
MRO	B	0.1%	0.05%	0.05%
MS	A	0.15%	0.26%	0.15%
MSFT	F	0.57%	4.72%	0.57%
NOW	A	0.75%	0.36%	0.36%
NRG	B	0.12%	0.04%	0.04%
NTAP	C	0.16%	0.08%	0.08%
OC	A	0.09%	0.03%	0.03%
PG	A	0.13%	1.94%	0.13%
PYPL	B	0.45%	0.29%	0.29%
QCOM	F	0.83%	0.6%	0.6%
RPRX	D	0.06%	0.05%	0.05%
SNPS	B	0.2%	0.21%	0.2%
STT	A	0.17%	0.07%	0.07%
STX	D	0.11%	0.03%	0.03%
TGT	F	0.19%	0.29%	0.19%
TJX	A	0.75%	0.67%	0.67%
UBER	D	0.49%	0.49%	0.49%
VICI	C	0.19%	0.17%	0.17%
VLO	C	0.25%	0.11%	0.11%
VRTX	F	0.49%	0.4%	0.4%
VTR	C	0.12%	0.07%	0.07%
WMT	A	0.75%	1.82%	0.75%
WSM	B	0.11%	0.08%	0.08%

FLSP Overweight 104 Positions Relative to ESG

Symbol	Grade	Weight
T	A	0.63%
NVDA	C	0.62%
ABBV	D	0.59%
NVS	D	0.48%
MSI	B	0.48%
NFLX	A	0.45%
EOG	A	0.44%
CMCSA	B	0.42%
MMM	D	0.41%
HCA	F	0.36%
SPG	B	0.35%
RTX	C	0.34%
TMO	F	0.34%
FICO	B	0.34%
REGN	F	0.33%
FTNT	C	0.32%
APP	B	0.31%
CSX	B	0.31%
VST	B	0.29%
MPC	D	0.27%
FIS	C	0.26%
PH	A	0.23%
PSX	C	0.23%
BCS	C	0.23%
CPRT	A	0.22%
AMP	A	0.22%
RCL	A	0.21%
SE	B	0.18%
APH	A	0.18%
TROW	B	0.16%
IR	B	0.16%
MELI	D	0.16%
GDDY	A	0.15%
SYY	B	0.15%
MTD	D	0.15%
ANSS	B	0.14%
WAT	B	0.14%
PCAR	B	0.14%
NUE	C	0.14%
CNC	D	0.13%
DVN	F	0.13%
LDOS	C	0.13%
AVB	B	0.13%
LIN	D	0.13%
TYL	B	0.13%
CBOE	B	0.12%
CPAY	A	0.12%
NTRS	A	0.12%
LYV	A	0.12%
VEEV	C	0.12%
CSL	C	0.11%
PKG	A	0.11%
STLD	B	0.11%
GOOG	C	0.11%
LYB	F	0.11%
PHM	D	0.11%
MOH	F	0.1%
RS	B	0.1%
CF	B	0.1%
UTHR	C	0.1%
VRSN	F	0.1%
BLDR	D	0.1%
PTC	A	0.1%
DOCU	A	0.1%
SNA	A	0.1%
FE	C	0.1%
ZM	B	0.1%
UDR	B	0.09%
L	A	0.09%
TWLO	A	0.09%
ROL	B	0.09%
VTRS	A	0.09%
EQH	B	0.09%
SSNC	B	0.09%
TXT	D	0.09%
MANH	D	0.09%
DT	C	0.08%
OVV	B	0.08%
CHRW	C	0.08%
REG	B	0.08%
SWKS	F	0.08%
NBIX	C	0.08%
PAYC	B	0.07%
FOXA	B	0.07%
TAP	C	0.07%
INCY	C	0.07%
GLPI	C	0.07%
UHS	D	0.07%
ACI	C	0.06%
MKTX	D	0.06%
MTCH	D	0.06%
CHKP	D	0.06%
TER	D	0.06%
SEIC	B	0.06%
AIZ	A	0.06%
RPM	A	0.05%
AER	B	0.05%
WYNN	D	0.05%
MGM	D	0.05%
MOS	F	0.05%
CRBG	B	0.05%
ON	D	0.04%
COR	B	0.04%
HII	D	0.04%

FLSP Underweight 180 Positions Relative to ESG

Symbol	Grade	Weight
AMZN	C	-5.34%
AAPL	C	-4.84%
JPM	A	-3.38%
BRK.A	B	-3.02%
TSLA	B	-2.83%
XOM	B	-2.63%
LLY	F	-2.2%
V	A	-2.11%
AVGO	D	-1.95%
JNJ	D	-1.79%
CVX	A	-1.36%
KO	D	-1.2%
ACN	C	-1.12%
BAC	A	-1.03%
MRK	F	-1.02%
COST	B	-1.01%
CSCO	B	-0.96%
IBM	C	-0.95%
GS	A	-0.92%
UNH	C	-0.91%
DIS	B	-0.81%
AMD	F	-0.74%
ORCL	B	-0.74%
BLK	C	-0.72%
ABT	B	-0.66%
SPGI	C	-0.65%
C	A	-0.64%
TXN	C	-0.62%
UNP	C	-0.58%
SYK	C	-0.56%
MU	D	-0.54%
INTC	D	-0.53%
LOW	D	-0.51%
ADP	B	-0.5%
ICE	C	-0.44%
DE	A	-0.44%
ELV	F	-0.39%
USB	A	-0.39%
TT	A	-0.38%
AMT	D	-0.37%
MDLZ	F	-0.36%
PFE	D	-0.36%
APO	B	-0.35%
MCD	D	-0.35%
ZTS	D	-0.32%
WELL	A	-0.32%
PANW	C	-0.32%
SLB	C	-0.31%
CAT	B	-0.31%
VZ	C	-0.28%
CVS	D	-0.28%
MAR	B	-0.28%
MMC	B	-0.27%
CMG	B	-0.27%
AON	A	-0.27%
CRWD	B	-0.26%
MCK	B	-0.26%
CB	C	-0.26%
HLT	A	-0.25%
TRV	B	-0.24%
LRCX	F	-0.24%
FLUT	A	-0.23%
NXPI	D	-0.23%
NKE	D	-0.22%
TFC	A	-0.21%
BSX	B	-0.21%
DUK	C	-0.21%
ROST	C	-0.2%
CBRE	B	-0.2%
AEP	D	-0.2%
SBUX	A	-0.19%
NEM	D	-0.19%
GIS	D	-0.18%
CEG	D	-0.18%
DFS	B	-0.18%
GWW	B	-0.17%
IT	C	-0.17%
ECL	D	-0.17%
GEHC	F	-0.17%
OTIS	C	-0.16%
AJG	B	-0.16%
SHW	A	-0.15%
KLAC	D	-0.15%
WTW	B	-0.15%
FCX	D	-0.15%
PEG	A	-0.14%
HUBS	A	-0.14%
SRE	A	-0.14%
MCO	B	-0.13%
EW	C	-0.13%
EIX	B	-0.13%
IRM	D	-0.13%
VRSK	A	-0.13%
ROK	B	-0.13%
ITW	B	-0.13%
NDAQ	A	-0.13%
WM	A	-0.13%
HPE	B	-0.12%
DD	D	-0.12%
EMR	A	-0.12%
TSCO	D	-0.12%
YUM	B	-0.12%
MSCI	C	-0.12%
WY	D	-0.11%
WDC	D	-0.11%
BDX	F	-0.11%
CLX	B	-0.1%
XYL	D	-0.1%
OMC	C	-0.1%
FDS	B	-0.1%
DOW	F	-0.1%
BKR	B	-0.1%
HSY	F	-0.1%
FTV	C	-0.1%
WAB	B	-0.09%
PSA	D	-0.09%
AZO	C	-0.09%
KHC	F	-0.09%
DOC	D	-0.08%
ETR	B	-0.08%
D	C	-0.08%
FITB	A	-0.08%
NU	C	-0.08%
CCEP	C	-0.08%
PFG	D	-0.08%
CCL	B	-0.08%
ALL	A	-0.08%
RSG	A	-0.07%
ZBRA	B	-0.07%
STZ	D	-0.07%
XPO	B	-0.07%
BALL	D	-0.07%
PNR	A	-0.07%
NVT	B	-0.06%
IPG	D	-0.06%
MKC	D	-0.06%
GLW	B	-0.06%
ESS	B	-0.06%
RF	A	-0.06%
ACM	A	-0.06%
KDP	D	-0.06%
CTVA	C	-0.06%
HBAN	A	-0.06%
XEL	A	-0.06%
KEY	B	-0.05%
DOV	A	-0.05%
BURL	A	-0.05%
SMCI	F	-0.05%
FANG	D	-0.05%
CMS	C	-0.05%
DOX	D	-0.05%
SUI	D	-0.05%
ARE	D	-0.05%
LNT	A	-0.05%
ED	D	-0.05%
MRNA	F	-0.04%
APTV	D	-0.04%
DLTR	F	-0.04%
SWK	D	-0.04%
WST	C	-0.04%
IEX	B	-0.04%
BAX	D	-0.04%
NI	A	-0.04%
ZBH	C	-0.04%
AES	F	-0.04%
SNAP	C	-0.04%
PPL	B	-0.04%
NDSN	B	-0.04%
CAG	D	-0.03%
LECO	B	-0.03%
TSN	B	-0.03%
AKAM	D	-0.03%
OKTA	C	-0.02%
HST	C	-0.02%
SJM	D	-0.02%
LKQ	D	-0.02%
TFX	F	-0.02%
RNR	C	-0.02%
PSTG	D	-0.02%
DG	F	-0.02%