FRIN.L vs. SAGG.L
FRIN.L (Franklin FTSE India UCITS ETF) and SAGG.L (iShares Core Global Aggregate Bond UCITS ETF USD (Dist)) are both exchange-traded funds - FRIN.L is a Asia Pacific Equities fund tracking the MSCI India NR USD, while SAGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Both are passively managed. Over the past 5 years, FRIN.L returned 5.47%/yr vs 215.72%/yr for SAGG.L. At a 0.09 correlation, their price movements are largely independent. FRIN.L charges 0.19%/yr vs 0.10%/yr for SAGG.L.
Performance
FRIN.L vs. SAGG.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 SAGG.L's -1.45% 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*
- —
SAGG.L
- 1D
- 0.26%
- 1M
- 1.02%
- YTD
- -1.45%
- 6M
- -1.68%
- 1Y
- 1.64%
- 3Y*
- 0.18%
- 5Y*
- 215.72%
- 10Y*
- —
FRIN.L vs. SAGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FRIN.L Franklin FTSE India UCITS ETF | -10.53% | -4.08% | 12.58% | 14.76% | 3.17% | 26.55% | 9.19% | -4.64% |
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | -1.45% | 0.53% | 0.03% | 975.51% | 1,013.35% | 616.49% | 2,058.65% | 478.12% |
Correlation
The correlation between FRIN.L and SAGG.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2019 | 0.09 |
The correlation between FRIN.L and SAGG.L shifts across timeframes, from 0.09 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FRIN.L vs. SAGG.L — Risk / Return Rank
FRIN.L
SAGG.L
FRIN.L vs. SAGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FRIN.L) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.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 | SAGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.06 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 0.32 | -0.82 |
| Martin ratioReturn relative to average drawdown | -1.14 | 0.63 | -1.76 |
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 | SAGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | 0.34 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.45 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.98 | -0.66 |
Drawdowns
FRIN.L vs. SAGG.L - Drawdown Comparison
The maximum FRIN.L drawdown since its inception was -36.20%, which is greater than SAGG.L's maximum drawdown of -10.22%. Use the drawdown chart below to compare losses from any high point for FRIN.L and SAGG.L.
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Drawdown Indicators
| FRIN.L | SAGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -10.22% | -25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -17.95% | -5.18% | -12.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -5.18% | -17.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -8.71% | -13.66% |
Current DrawdownCurrent decline from peak | -18.75% | -3.93% | -14.82% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -3.27% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.91% | 2.61% | +5.30% |
Volatility
FRIN.L vs. SAGG.L - Volatility Comparison
Franklin FTSE India UCITS ETF (FRIN.L) has a higher volatility of 5.74% compared to iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (SAGG.L) at 1.17%. This indicates that FRIN.L's price experiences larger fluctuations and is considered to be riskier than SAGG.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 | SAGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 1.17% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 3.64% | +8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 4.81% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 475.05% | -459.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 485.36% | -465.95% |
FRIN.L vs. SAGG.L - Expense Ratio Comparison
FRIN.L has a 0.19% expense ratio, which is higher than SAGG.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FRIN.L vs. SAGG.L - Dividend Comparison
FRIN.L has not paid dividends to shareholders, while SAGG.L's dividend yield for the trailing twelve months is around 1.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FRIN.L Franklin FTSE India UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAGG.L iShares Core Global Aggregate Bond UCITS ETF USD (Dist) | 1.52% | 3.13% | 2.68% | 95.35% | 147.52% | 130.26% | 156.35% | 167.63% | 76.39% |
Frequently Asked Questions
FRIN.L and SAGG.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SAGG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SAGG.L is cheaper with a 0.10% expense ratio, compared with 0.19% for FRIN.L.
FRIN.L is categorized as Asia Pacific Equities, while SAGG.L is Global Bonds. FRIN.L tracks MSCI India NR USD, while SAGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FRIN.L and 0.10% for SAGG.L.
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