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DBRC.L vs. FRIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBRC.L vs. FRIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) and Franklin FTSE India UCITS ETF (FRIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DBRC.L is traded in USD, while FRIN.L is traded in GBP. To make them comparable, the FRIN.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBRC.L achieves a -9.46% return, which is significantly lower than FRIN.L's -8.26% return.


DBRC.L

1D
0.43%
1M
3.16%
6M
-11.80%
YTD
-9.46%
1Y
-5.05%
3Y*
7.58%
5Y*
-6.84%
10Y*
2.34%

FRIN.L

1D
0.67%
1M
0.38%
6M
-6.04%
YTD
-8.26%
1Y
-9.39%
3Y*
5.76%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBRC.L vs. FRIN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBRC.L
iShares BIC 50 UCITS ETF USD (Dist)
-9.46%29.65%13.80%-7.59%-28.96%-23.93%20.04%8.67%
FRIN.L
Franklin FTSE India UCITS ETF
-8.26%3.14%10.73%20.80%-7.86%25.40%12.53%-0.47%

Correlation

The correlation between DBRC.L and FRIN.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2019

0.38

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Return for Risk

DBRC.L vs. FRIN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBRC.L
DBRC.L Risk / Return Rank: 88
Overall Rank
DBRC.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DBRC.L Sortino Ratio Rank: 88
Sortino Ratio Rank
DBRC.L Omega Ratio Rank: 88
Omega Ratio Rank
DBRC.L Calmar Ratio Rank: 99
Calmar Ratio Rank
DBRC.L Martin Ratio Rank: 88
Martin Ratio Rank

FRIN.L
FRIN.L Risk / Return Rank: 44
Overall Rank
FRIN.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FRIN.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FRIN.L Omega Ratio Rank: 44
Omega Ratio Rank
FRIN.L Calmar Ratio Rank: 55
Calmar Ratio Rank
FRIN.L Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBRC.L vs. FRIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF USD (Dist) (DBRC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBRC.LFRIN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

0.98

0.91

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.51

+0.36

Martin ratioReturn relative to average drawdown

-0.36

-1.18

+0.81

DBRC.L vs. FRIN.L - Sharpe Ratio Comparison

The current DBRC.L Sharpe Ratio is -0.20, which is higher than the FRIN.L Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of DBRC.L and FRIN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBRC.L vs. FRIN.L - Drawdown Comparison

The maximum DBRC.L drawdown since its inception was -70.16%, which is greater than FRIN.L's maximum drawdown of -41.56%. Use the drawdown chart below to compare losses from any high point for DBRC.L and FRIN.L.


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Drawdown Indicators


DBRC.LFRIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.16%

-41.56%

-28.60%

Max Drawdown (1Y)

Largest decline over 1 year

-26.03%

-18.21%

-7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-26.03%

-22.85%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-57.15%

-22.85%

-34.30%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

Current Drawdown

Current decline from peak

-43.62%

-15.53%

-28.09%

Average Drawdown

Average peak-to-trough decline

-31.51%

-8.27%

-23.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

7.97%

+3.42%

Volatility

DBRC.L vs. FRIN.L - Volatility Comparison

iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) has a higher volatility of 6.01% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 3.47%. This indicates that DBRC.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.


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Volatility by Period


DBRC.LFRIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

3.47%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

12.86%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

15.04%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.52%

16.86%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.51%

20.78%

+5.73%

DBRC.L vs. FRIN.L - Expense Ratio Comparison

DBRC.L has a 0.74% expense ratio, which is higher than FRIN.L's 0.19% expense ratio.


Dividends

DBRC.L vs. FRIN.L - Dividend Comparison

DBRC.L's dividend yield for the trailing twelve months is around 1.60%, while FRIN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBRC.L
iShares BIC 50 UCITS ETF USD (Dist)
1.60%1.74%2.81%2.60%3.58%1.58%1.43%2.02%2.96%1.94%1.89%2.68%
FRIN.L
Franklin FTSE India UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBRC.L and FRIN.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRIN.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRIN.L is cheaper with a 0.19% expense ratio, compared with 0.74% for DBRC.L.

DBRC.L is categorized as Emerging Markets Equities, while FRIN.L is India Equities. DBRC.L tracks FTSE BIC 50 Net of Tax Index, while FRIN.L tracks MSCI India NR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.74% for DBRC.L and 0.19% for FRIN.L.

Portfolio Optimizer

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