CEUG.L vs. FRIN.L
Compare and contrast key facts about iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.L) and Franklin FTSE India UCITS ETF (FRIN.L).
CEUG.L and FRIN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEUG.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 4, 2018. FRIN.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI India NR USD. It was launched on Jun 25, 2019. Both CEUG.L and FRIN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEUG.L or FRIN.L.
Key characteristics
| CEUG.L | FRIN.L | |
|---|---|---|
| YTD Return | 9.58% | 12.54% |
| 1Y Return | 19.46% | 20.54% |
| 3Y Return (Ann) | 5.40% | 8.93% |
| 5Y Return (Ann) | 7.90% | 12.59% |
| Sharpe Ratio | 1.50 | 1.43 |
| Sortino Ratio | 2.11 | 1.91 |
| Omega Ratio | 1.26 | 1.28 |
| Calmar Ratio | 1.93 | 3.31 |
| Martin Ratio | 7.08 | 10.77 |
| Ulcer Index | 2.56% | 1.92% |
| Daily Std Dev | 12.11% | 14.47% |
| Max Drawdown | -38.52% | -36.20% |
| Current Drawdown | -3.92% | -5.36% |
Correlation
The correlation between CEUG.L and FRIN.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CEUG.L vs. FRIN.L - Performance Comparison
In the year-to-date period, CEUG.L achieves a 9.58% return, which is significantly lower than FRIN.L's 12.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CEUG.L vs. FRIN.L - Expense Ratio Comparison
CEUG.L has a 0.12% expense ratio, which is lower than FRIN.L's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
CEUG.L vs. FRIN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.L) and Franklin FTSE India UCITS ETF (FRIN.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
CEUG.L vs. FRIN.L - Dividend Comparison
CEUG.L's dividend yield for the trailing twelve months is around 2.84%, while FRIN.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
CEUG.L iShares MSCI EMU UCITS ETF GBP Hedged (Dist) | 2.84% | 2.73% | 2.84% | 1.81% | 1.77% | 3.05% | 0.38% |
FRIN.L Franklin FTSE India UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CEUG.L vs. FRIN.L - Drawdown Comparison
The maximum CEUG.L drawdown since its inception was -38.52%, which is greater than FRIN.L's maximum drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for CEUG.L and FRIN.L. For additional features, visit the drawdowns tool.
Volatility
CEUG.L vs. FRIN.L - Volatility Comparison
iShares MSCI EMU UCITS ETF GBP Hedged (Dist) (CEUG.L) has a higher volatility of 5.25% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 2.85%. This indicates that CEUG.L's price experiences larger fluctuations and is considered to be riskier than FRIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.