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EWH vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWH vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Hong Kong ETF (EWH) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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EWH vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EWH
iShares MSCI Hong Kong ETF
9.41%34.50%0.00%-13.87%-6.81%-3.49%4.17%10.74%-5.41%
FLIN
Franklin FTSE India ETF
-13.94%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%

Returns By Period

In the year-to-date period, EWH achieves a 9.41% return, which is significantly higher than FLIN's -13.94% return.


EWH

1D
0.69%
1M
-2.88%
YTD
9.41%
6M
10.74%
1Y
38.20%
3Y*
9.02%
5Y*
0.97%
10Y*
5.29%

FLIN

1D
-0.03%
1M
-8.71%
YTD
-13.94%
6M
-11.16%
1Y
-8.65%
3Y*
7.22%
5Y*
4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWH vs. FLIN - Expense Ratio Comparison

EWH has a 0.49% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Return for Risk

EWH vs. FLIN — Risk / Return Rank

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

EWH
EWH Risk / Return Rank: 8888
Overall Rank
EWH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EWH Sortino Ratio Rank: 9090
Sortino Ratio Rank
EWH Omega Ratio Rank: 8888
Omega Ratio Rank
EWH Calmar Ratio Rank: 8686
Calmar Ratio Rank
EWH Martin Ratio Rank: 8888
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.

EWH vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Hong Kong ETF (EWH) 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.


EWHFLINDifference

Sharpe ratio

Return per unit of total volatility

2.05

-0.55

+2.60

Sortino ratio

Return per unit of downside risk

2.61

-0.69

+3.31

Omega ratio

Gain probability vs. loss probability

1.37

0.92

+0.46

Calmar ratio

Return relative to maximum drawdown

2.75

-0.50

+3.25

Martin ratio

Return relative to average drawdown

11.42

-1.65

+13.08

EWH vs. FLIN - Sharpe Ratio Comparison

The current EWH Sharpe Ratio is 2.05, which is higher than the FLIN Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of EWH 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


EWHFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

-0.55

+2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.29

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.25

-0.07

Correlation

The correlation between EWH and FLIN is 0.36, 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

EWH vs. FLIN - Dividend Comparison

EWH's dividend yield for the trailing twelve months is around 4.75%, more than FLIN's 0.65% yield.


TTM20252024202320222021202020192018201720162015
EWH
iShares MSCI Hong Kong ETF
4.75%5.20%4.17%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%

Drawdowns

EWH vs. FLIN - Drawdown Comparison

The maximum EWH drawdown since its inception was -66.44%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for EWH and FLIN.


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Drawdown Indicators


EWHFLINDifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-41.90%

-24.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-18.79%

+4.23%

Max Drawdown (5Y)

Largest decline over 5 years

-42.71%

-22.85%

-19.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

Current Drawdown

Current decline from peak

-3.97%

-20.77%

+16.80%

Average Drawdown

Average peak-to-trough decline

-19.58%

-7.83%

-11.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

5.65%

-2.15%

Volatility

EWH vs. FLIN - Volatility Comparison

The current volatility for iShares MSCI Hong Kong ETF (EWH) is 6.11%, while Franklin FTSE India ETF (FLIN) has a volatility of 7.02%. This indicates that EWH 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.


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Volatility by Period


EWHFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

7.02%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

11.13%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.77%

15.78%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

15.71%

+4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

20.48%

-0.93%