EURUSD=X vs. FLIN
EURUSD=X (Euro / U.S. Dollar) is a currency, while FLIN (Franklin FTSE India ETF) is Asia Pacific Equities fund tracking the FTSE India RIC Capped Index. Over the past 5 years, EURUSD=X returned -0.91%/yr vs 3.89%/yr for FLIN. At a 0.25 correlation, their price movements are largely independent.
Performance
EURUSD=X vs. FLIN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EURUSD=X achieves a -1.52% return, which is significantly higher than FLIN's -10.29% return.
EURUSD=X
- 1D
- -0.11%
- 1M
- -0.88%
- YTD
- -1.52%
- 6M
- -1.48%
- 1Y
- 0.14%
- 3Y*
- 2.34%
- 5Y*
- -0.91%
- 10Y*
- 0.32%
FLIN
- 1D
- 1.11%
- 1M
- -0.40%
- YTD
- -10.29%
- 6M
- -8.41%
- 1Y
- -10.13%
- 3Y*
- 5.77%
- 5Y*
- 3.89%
- 10Y*
- —
EURUSD=X vs. FLIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EURUSD=X Euro / U.S. Dollar | -1.52% | 13.43% | -6.18% | 3.16% | -6.01% | -6.81% | 8.85% | -1.94% | -6.67% |
FLIN Franklin FTSE India ETF | -10.29% | 2.40% | 10.33% | 20.58% | -7.96% | 24.96% | 14.50% | 4.77% | -7.13% |
Correlation
The correlation between EURUSD=X and FLIN is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2018 | 0.25 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EURUSD=X vs. FLIN — Risk / Return Rank
EURUSD=X
FLIN
EURUSD=X vs. FLIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Euro / U.S. Dollar (EURUSD=X) 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.
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.
| EURUSD=X | FLIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.88 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.61 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.04 | -1.44 | +1.40 |
Loading charts...
Drawdowns
EURUSD=X vs. FLIN - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -40.01%, roughly equal to the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and FLIN.
Loading charts...
Drawdown Indicators
| EURUSD=X | FLIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.01% | -41.90% | +1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -18.79% | +13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -8.83% | -22.85% | +14.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -22.85% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -27.67% | -17.41% | -10.26% |
Average DrawdownAverage peak-to-trough decline | -23.44% | -8.04% | -15.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 7.93% | -5.44% |
Volatility
EURUSD=X vs. FLIN - Volatility Comparison
The current volatility for Euro / U.S. Dollar (EURUSD=X) is 1.07%, while Franklin FTSE India ETF (FLIN) has a volatility of 4.11%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EURUSD=X | FLIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 4.11% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 12.89% | -8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 15.03% | -9.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.41% | 15.76% | -8.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.15% | 20.43% | -13.28% |
Frequently Asked Questions
EURUSD=X and FLIN have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLIN has higher volatility (4.11%) compared to EURUSD=X (1.07%). In terms of maximum drawdown, EURUSD=X dropped -40.01% vs FLIN's -41.90%.
EURUSD=X currently has the higher Sharpe Ratio (-0.02 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EURUSD=X and FLIN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer