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FLIN vs. IXSE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLIN vs. IXSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India ETF (FLIN) and WisdomTree India ex-State-Owned Enterprises Fund (IXSE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.76%
0
FLIN
IXSE

Returns By Period


FLIN

YTD

10.48%

1M

-4.09%

6M

-0.25%

1Y

19.89%

5Y (annualized)

12.38%

10Y (annualized)

N/A

IXSE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FLINIXSE

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FLIN vs. IXSE - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than IXSE's 0.58% expense ratio.


IXSE
WisdomTree India ex-State-Owned Enterprises Fund
Expense ratio chart for IXSE: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Correlation

-0.50.00.51.00.9

The correlation between FLIN and IXSE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

FLIN vs. IXSE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and WisdomTree India ex-State-Owned Enterprises Fund (IXSE). 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.


Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 1.37, compared to the broader market0.002.004.001.37
The chart of Sortino ratio for FLIN, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.78
The chart of Omega ratio for FLIN, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.27
The chart of Calmar ratio for FLIN, currently valued at 1.95, compared to the broader market0.005.0010.0015.001.95
The chart of Martin ratio for FLIN, currently valued at 6.81, compared to the broader market0.0020.0040.0060.0080.00100.006.81
FLIN
IXSE

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.37
-1.00
FLIN
IXSE

Dividends

FLIN vs. IXSE - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 1.59%, while IXSE has not paid dividends to shareholders.


TTM202320222021202020192018
FLIN
Franklin FTSE India ETF
1.59%0.73%0.73%2.26%0.69%0.90%0.92%
IXSE
WisdomTree India ex-State-Owned Enterprises Fund
0.00%0.27%0.90%0.03%0.15%0.00%0.00%

Drawdowns

FLIN vs. IXSE - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.97%
-8.81%
FLIN
IXSE

Volatility

FLIN vs. IXSE - Volatility Comparison

Franklin FTSE India ETF (FLIN) has a higher volatility of 3.50% compared to WisdomTree India ex-State-Owned Enterprises Fund (IXSE) at 0.00%. This indicates that FLIN's price experiences larger fluctuations and is considered to be riskier than IXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.50%
0
FLIN
IXSE