FRIN.L vs. FRXT.L
FRIN.L (Franklin FTSE India UCITS ETF) and FRXT.L (Franklin FTSE Taiwan UCITS ETF) are both Asia Pacific Equities funds from Franklin Templeton - FRIN.L tracks the MSCI India NR USD while FRXT.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 3 years, FRIN.L returned 3.96%/yr vs 41.30%/yr for FRXT.L. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.
Performance
FRIN.L vs. FRXT.L - Performance Comparison
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Returns By Period
In the year-to-date period, FRIN.L achieves a -10.53% return, which is significantly lower than FRXT.L's 67.83% return.
FRIN.L
- 1D
- 1.44%
- 1M
- -0.76%
- YTD
- -10.53%
- 6M
- -10.61%
- 1Y
- -9.00%
- 3Y*
- 3.96%
- 5Y*
- 5.47%
- 10Y*
- —
FRXT.L
- 1D
- -1.47%
- 1M
- 15.57%
- YTD
- 67.83%
- 6M
- 73.29%
- 1Y
- 121.18%
- 3Y*
- 41.30%
- 5Y*
- —
- 10Y*
- —
FRIN.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FRIN.L Franklin FTSE India UCITS ETF | -10.53% | -4.08% | 12.58% | 14.76% | 5.66% |
FRXT.L Franklin FTSE Taiwan UCITS ETF | 67.83% | 25.34% | 25.66% | 22.61% | -17.25% |
Correlation
The correlation between FRIN.L and FRXT.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.28 |
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Return for Risk
FRIN.L vs. FRXT.L — Risk / Return Rank
FRIN.L
FRXT.L
FRIN.L vs. FRXT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FRIN.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.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.
| FRIN.L | FRXT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.07 | ||
| Sortino ratioReturn per unit of downside risk | -6.96 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.87 | -0.96 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 13.25 | -13.75 |
| Martin ratioReturn relative to average drawdown | -1.14 | 38.41 | -39.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRIN.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 5.43 | -6.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.28 | -0.97 |
Drawdowns
FRIN.L vs. FRXT.L - Drawdown Comparison
The maximum FRIN.L drawdown since its inception was -36.20%, which is greater than FRXT.L's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for FRIN.L and FRXT.L.
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Drawdown Indicators
| FRIN.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -28.86% | -7.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.95% | -9.09% | -8.86% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -28.86% | +6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | — | — |
Current DrawdownCurrent decline from peak | -18.75% | -1.57% | -17.18% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -6.95% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 3.14% | +4.77% |
Volatility
FRIN.L vs. FRXT.L - Volatility Comparison
The current volatility for Franklin FTSE India UCITS ETF (FRIN.L) is 5.74%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 9.21%. This indicates that FRIN.L experiences smaller price fluctuations and is considered to be less risky than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRIN.L | FRXT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 9.21% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 17.85% | -6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 22.19% | -8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 20.73% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 20.73% | -1.32% |
FRIN.L vs. FRXT.L - Expense Ratio Comparison
Both FRIN.L and FRXT.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%.
Dividends
FRIN.L vs. FRXT.L - Dividend Comparison
Neither FRIN.L nor FRXT.L has paid dividends to shareholders.
Frequently Asked Questions
FRIN.L and FRXT.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FRIN.L and FRXT.L have the same expense ratio: 0.19% per year.
FRIN.L tracks MSCI India NR USD, while FRXT.L tracks MSCI Taiwan NR USD.
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