PortfoliosLab logoPortfoliosLab logo
FRIN.L vs. JEDG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIN.L vs. JEDG.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FRIN.L achieves a -10.53% return, which is significantly lower than JEDG.L's 74.89% 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*

JEDG.L

1D
1.49%
1M
23.72%
YTD
74.89%
6M
96.65%
1Y
211.91%
3Y*
65.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
FRIN.L
Franklin FTSE India UCITS ETF
-10.53%-4.08%12.58%14.76%8.77%
JEDG.L
VanEck Space Innovators UCITS ETF
74.89%80.38%46.13%6.44%-12.08%

Correlation

The correlation between FRIN.L and JEDG.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2022

0.22

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

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

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

FRIN.L
FRIN.L Risk / Return Rank: 44
Overall Rank
FRIN.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FRIN.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FRIN.L Omega Ratio Rank: 44
Omega Ratio Rank
FRIN.L Calmar Ratio Rank: 55
Calmar Ratio Rank
FRIN.L Martin Ratio Rank: 44
Martin Ratio Rank

JEDG.L
JEDG.L Risk / Return Rank: 9595
Overall Rank
JEDG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JEDG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
JEDG.L Omega Ratio Rank: 9292
Omega Ratio Rank
JEDG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
JEDG.L Martin Ratio Rank: 9595
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.

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

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FRIN.L) and VanEck Space Innovators UCITS ETF (JEDG.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.LJEDG.LDifference
Sharpe ratioReturn per unit of total volatility

-5.41

Sortino ratioReturn per unit of downside risk

-5.60

Omega ratioGain probability vs. loss probability

0.91

1.61

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.50

9.18

-9.68

Martin ratioReturn relative to average drawdown

-1.14

30.71

-31.85

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

The current FRIN.L Sharpe Ratio is -0.64, which is lower than the JEDG.L Sharpe Ratio of 4.77. The chart below compares the historical Sharpe Ratios of FRIN.L and JEDG.L, 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...

Sharpe Ratios by Period


FRIN.LJEDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

4.77

-5.41

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

1.36

-1.04

Drawdowns

FRIN.L vs. JEDG.L - Drawdown Comparison

The maximum FRIN.L drawdown since its inception was -36.20%, which is greater than JEDG.L's maximum drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for FRIN.L and JEDG.L.


Loading charts...

Drawdown Indicators


FRIN.LJEDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.20%

-26.80%

-9.40%

Max Drawdown (1Y)

Largest decline over 1 year

-17.95%

-22.94%

+4.99%

Max Drawdown (3Y)

Largest decline over 3 years

-22.37%

-26.80%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

Current Drawdown

Current decline from peak

-18.75%

-13.90%

-4.85%

Average Drawdown

Average peak-to-trough decline

-7.14%

-8.86%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

6.87%

+1.04%

Volatility

FRIN.L vs. JEDG.L - Volatility Comparison

The current volatility for Franklin FTSE India UCITS ETF (FRIN.L) is 5.74%, while VanEck Space Innovators UCITS ETF (JEDG.L) has a volatility of 18.94%. This indicates that FRIN.L experiences smaller price fluctuations and is considered to be less risky than JEDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRIN.LJEDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

18.94%

-13.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

34.54%

-22.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

44.16%

-30.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

33.12%

-17.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.41%

33.12%

-13.71%

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

FRIN.L has a 0.19% expense ratio, which is lower than JEDG.L's 0.55% expense ratio.


Dividends

FRIN.L vs. JEDG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FRIN.L and JEDG.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FRIN.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FRIN.L is cheaper with a 0.19% expense ratio, compared with 0.55% for JEDG.L.

FRIN.L is categorized as Asia Pacific Equities, while JEDG.L is Industrials Equities. FRIN.L tracks MSCI India NR USD, while JEDG.L tracks MSCI World/Materials NR USD. They also come from different issuers: Franklin Templeton and VanEck. Their fees differ too: 0.19% for FRIN.L and 0.55% for JEDG.L.

Portfolio Optimizer

Find the right allocation for FRIN.L and JEDG.L

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