FRCH.L vs. FRIN.L

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE China UCITS ETF (FRCH.L) and Franklin FTSE India UCITS ETF (FRIN.L).

FRCH.L and FRIN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRCH.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI China NR USD. It was launched on Jun 4, 2019. FRIN.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI India NR USD. It was launched on Jun 25, 2019. Both FRCH.L and FRIN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FRCH.L vs. FRIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE China UCITS ETF (FRCH.L) and Franklin FTSE India UCITS ETF (FRIN.L). The values are adjusted to include any dividend payments, if applicable.

FRCH.L vs. FRIN.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FRCH.L Franklin FTSE China UCITS ETF	-4.52%	23.22%	21.12%	-17.46%	-13.83%	-19.34%	26.80%	5.02%
FRIN.L Franklin FTSE India UCITS ETF	-13.10%	-4.08%	12.58%	14.76%	3.17%	26.55%	9.19%	-4.64%

Returns By Period

In the year-to-date period, FRCH.L achieves a -4.52% return, which is significantly higher than FRIN.L's -13.10% return.

FRCH.L

• 1D: 0.72%
• 1M: -3.46%
• YTD: -4.52%
• 6M: -11.49%
• 1Y: 4.35%
• 3Y*: 4.94%
• 5Y*: -4.09%
• 10Y*: —

FRIN.L

• 1D: 1.18%
• 1M: -8.00%
• YTD: -13.10%
• 6M: -10.18%
• 1Y: -11.02%
• 3Y*: 5.52%
• 5Y*: 5.78%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FRCH.L vs. FRIN.L - Expense Ratio Comparison

Both FRCH.L and FRIN.L have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

FRCH.L

Franklin FTSE China UCITS ETF

FRIN.L

Franklin FTSE India UCITS ETF

Return for Risk

FRCH.L vs. FRIN.L — Risk / Return Rank

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

FRCH.L

FRCH.L Risk / Return Rank: 17
FRCH.L Sharpe Ratio Rank: 17
FRCH.L Sortino Ratio Rank: 16
FRCH.L Omega Ratio Rank: 16
FRCH.L Calmar Ratio Rank: 19
FRCH.L Martin Ratio Rank: 18

FRIN.L

FRIN.L Risk / Return Rank: 2
FRIN.L Sharpe Ratio Rank: 2
FRIN.L Sortino Ratio Rank: 2
FRIN.L Omega Ratio Rank: 2
FRIN.L Calmar Ratio Rank: 2
FRIN.L Martin Ratio Rank: 0

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.

FRCH.L vs. FRIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China UCITS ETF (FRCH.L) and Franklin FTSE India UCITS ETF (FRIN.L). 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.

	FRCH.L	FRIN.L	Difference
Sharpe ratio Return per unit of total volatility	0.22	-0.77	+0.99
Sortino ratio Return per unit of downside risk	0.42	-1.02	+1.44
Omega ratio Gain probability vs. loss probability	1.05	0.88	+0.17
Calmar ratio Return relative to maximum drawdown	0.38	-0.64	+1.02
Martin ratio Return relative to average drawdown	0.95	-1.99	+2.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRCH.L vs. FRIN.L - Sharpe Ratio Comparison

The current FRCH.L Sharpe Ratio is 0.22, which is higher than the FRIN.L Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of FRCH.L and FRIN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FRCH.L	FRIN.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.22	-0.77	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.37	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.30	-0.34

Correlation

The correlation between FRCH.L and FRIN.L is 0.30, 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

FRCH.L vs. FRIN.L - Dividend Comparison

Neither FRCH.L nor FRIN.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

FRCH.L vs. FRIN.L - Drawdown Comparison

The maximum FRCH.L drawdown since its inception was -56.27%, which is greater than FRIN.L's maximum drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for FRCH.L and FRIN.L.

Drawdown Indicators

	FRCH.L	FRIN.L	Difference
Max Drawdown Largest peak-to-trough decline	-56.27%	-36.20%	-20.07%
Max Drawdown (1Y) Largest decline over 1 year	-14.86%	-17.95%	+3.09%
Max Drawdown (5Y) Largest decline over 5 years	-49.50%	-22.37%	-27.13%
Current Drawdown Current decline from peak	-30.18%	-21.08%	-9.10%
Average Drawdown Average peak-to-trough decline	-29.71%	-6.88%	-22.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.92%	5.80%	+0.12%

Volatility

FRCH.L vs. FRIN.L - Volatility Comparison

Franklin FTSE China UCITS ETF (FRCH.L) has a higher volatility of 5.81% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 5.17%. This indicates that FRCH.L's price experiences larger fluctuations and is considered to be riskier than FRIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FRCH.L	FRIN.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	5.17%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	12.74%	10.15%	+2.59%
Volatility (1Y) Calculated over the trailing 1-year period	19.86%	14.20%	+5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.61%	15.57%	+17.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.39%	19.42%	+11.97%