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EUNN.DE vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUNN.DE vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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EUNN.DE vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
9.01%13.46%12.90%15.16%-11.47%9.25%4.10%22.24%-7.32%
FLIN
Franklin FTSE India ETF
-12.62%-9.75%17.61%16.97%-2.26%34.31%5.06%7.14%-0.33%
Different Trading Currencies

EUNN.DE is traded in EUR, while FLIN is traded in USD. To make them comparable, the FLIN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUNN.DE achieves a 9.01% return, which is significantly higher than FLIN's -12.62% return.


EUNN.DE

1D
4.93%
1M
-2.47%
YTD
9.01%
6M
14.06%
1Y
25.25%
3Y*
15.21%
5Y*
7.84%
10Y*
9.03%

FLIN

1D
-0.13%
1M
-7.75%
YTD
-12.62%
6M
-9.89%
1Y
-14.76%
3Y*
4.93%
5Y*
4.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUNN.DE vs. FLIN - Expense Ratio Comparison

EUNN.DE has a 0.12% expense ratio, which is lower than FLIN'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%.


Return for Risk

EUNN.DE vs. FLIN — Risk / Return Rank

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

EUNN.DE
EUNN.DE Risk / Return Rank: 7474
Overall Rank
EUNN.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 8080
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 44
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
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.

EUNN.DE vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and Franklin FTSE India ETF (FLIN). 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.


EUNN.DEFLINDifference

Sharpe ratio

Return per unit of total volatility

1.28

-0.90

+2.18

Sortino ratio

Return per unit of downside risk

1.84

-1.26

+3.10

Omega ratio

Gain probability vs. loss probability

1.26

0.85

+0.40

Calmar ratio

Return relative to maximum drawdown

2.78

-0.79

+3.57

Martin ratio

Return relative to average drawdown

9.46

-2.08

+11.54

EUNN.DE vs. FLIN - Sharpe Ratio Comparison

The current EUNN.DE Sharpe Ratio is 1.28, which is higher than the FLIN Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of EUNN.DE and FLIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUNN.DEFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.90

+2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.33

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.29

+0.22

Correlation

The correlation between EUNN.DE and FLIN is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EUNN.DE vs. FLIN - Dividend Comparison

EUNN.DE has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 0.65%.


TTM20252024202320222021202020192018
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%

Drawdowns

EUNN.DE vs. FLIN - Drawdown Comparison

The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum FLIN drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and FLIN.


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Drawdown Indicators


EUNN.DEFLINDifference

Max Drawdown

Largest peak-to-trough decline

-28.55%

-41.90%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-18.79%

+8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.41%

-22.85%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-28.55%

Current Drawdown

Current decline from peak

-4.32%

-20.77%

+16.45%

Average Drawdown

Average peak-to-trough decline

-6.90%

-7.83%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

5.65%

-2.83%

Volatility

EUNN.DE vs. FLIN - Volatility Comparison

iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 8.78% compared to Franklin FTSE India ETF (FLIN) at 6.38%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNN.DEFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

6.38%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

11.21%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

16.50%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

15.28%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

20.26%

-4.14%