EXCS.L vs. FLIN
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Franklin FTSE India ETF (FLIN).
EXCS.L and FLIN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. FLIN is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE India RIC Capped Index. It was launched on Feb 6, 2018. Both EXCS.L and FLIN 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: EXCS.L or FLIN.
Performance
EXCS.L vs. FLIN - Performance Comparison
Returns By Period
In the year-to-date period, EXCS.L achieves a 6.85% return, which is significantly lower than FLIN's 10.51% return.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
FLIN
10.51%
-5.61%
1.19%
20.36%
12.24%
N/A
Key characteristics
| EXCS.L | FLIN | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.39 |
| Sortino Ratio | 1.25 | 1.81 |
| Omega Ratio | 1.17 | 1.28 |
| Calmar Ratio | 1.30 | 1.97 |
| Martin Ratio | 3.95 | 7.34 |
| Ulcer Index | 2.78% | 2.80% |
| Daily Std Dev | 12.59% | 14.85% |
| Max Drawdown | -14.45% | -41.90% |
| Current Drawdown | -5.06% | -9.95% |
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EXCS.L vs. FLIN - Expense Ratio Comparison
EXCS.L has a 0.18% 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%.
Correlation
The correlation between EXCS.L and FLIN is 0.56, 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.
Risk-Adjusted Performance
EXCS.L vs. FLIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) 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.
Dividends
EXCS.L vs. FLIN - Dividend Comparison
EXCS.L has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 1.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
EXCS.L iShares MSCI EM ex-China UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLIN Franklin FTSE India ETF | 1.59% | 0.73% | 0.73% | 2.26% | 0.69% | 0.90% | 0.92% |
Drawdowns
EXCS.L vs. FLIN - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for EXCS.L and FLIN. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. FLIN - Volatility Comparison
iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) has a higher volatility of 3.75% compared to Franklin FTSE India ETF (FLIN) at 3.37%. This indicates that EXCS.L'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.