PortfoliosLab logoPortfoliosLab logo
FLIN vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

FLIN vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India ETF (FLIN) and Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLIN achieves a -10.29% return, which is significantly lower than EURUSD=X's -1.52% return.


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

1D
-0.11%
1M
-0.88%
YTD
-1.52%
6M
-1.48%
1Y
0.14%
3Y*
2.34%
5Y*
-0.91%
10Y*
0.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLIN vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLIN
Franklin FTSE India ETF
-10.29%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-7.13%
EURUSD=X
Euro / U.S. Dollar
-1.52%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-6.67%

Correlation

The correlation between FLIN and EURUSD=X 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

FLIN vs. EURUSD=X — Risk / Return Rank

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

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 44
Sortino Ratio Rank
FLIN Omega Ratio Rank: 44
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 22
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 4949
Overall Rank
EURUSD=X Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 4747
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 4848
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 4949
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 4949
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.

FLIN vs. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and Euro / U.S. Dollar (EURUSD=X). 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.


FLINEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.88

1.00

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.02

-0.59

Martin ratioReturn relative to average drawdown

-1.44

-0.04

-1.40

FLIN vs. EURUSD=X - Sharpe Ratio Comparison

The current FLIN Sharpe Ratio is -0.76, which is lower than the EURUSD=X Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FLIN and EURUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FLIN vs. EURUSD=X - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, roughly equal to the maximum EURUSD=X drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for FLIN and EURUSD=X.


Loading charts...

Drawdown Indicators


FLINEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-40.01%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

-5.19%

-13.60%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-8.83%

-14.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-20.89%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-17.41%

-27.67%

+10.26%

Average Drawdown

Average peak-to-trough decline

-8.04%

-23.44%

+15.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

2.49%

+5.44%

Volatility

FLIN vs. EURUSD=X - Volatility Comparison

Franklin FTSE India ETF (FLIN) has a higher volatility of 4.11% compared to Euro / U.S. Dollar (EURUSD=X) at 1.07%. This indicates that FLIN's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLINEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

1.07%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

4.50%

+8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

5.89%

+9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

7.41%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.43%

7.15%

+13.28%

Frequently Asked Questions


FLIN and EURUSD=X 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, FLIN dropped -41.90% vs EURUSD=X's -40.01%.

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.

Portfolio Optimizer

Find the right allocation for FLIN and EURUSD=X

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