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FRIN.L vs. XCX5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIN.L vs. XCX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE India UCITS ETF (FRIN.L) and Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L). The values are adjusted to include any dividend payments, if applicable.

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FRIN.L vs. XCX5.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRIN.L
Franklin FTSE India UCITS ETF
-13.10%-4.08%12.58%14.76%3.17%26.55%9.19%-4.64%
XCX5.L
Xtrackers MSCI India Swap UCITS ETF 1C
-14.46%-5.16%11.92%12.56%2.33%26.19%9.49%-4.43%
Different Trading Currencies

FRIN.L is traded in GBP, while XCX5.L is traded in GBp. To make them comparable, the XCX5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRIN.L achieves a -13.10% return, which is significantly higher than XCX5.L's -14.46% return.


FRIN.L

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

XCX5.L

1D
1.91%
1M
-8.68%
YTD
-14.46%
6M
-11.28%
1Y
-12.62%
3Y*
4.16%
5Y*
4.71%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRIN.L vs. XCX5.L - Expense Ratio Comparison

FRIN.L has a 0.19% expense ratio, which is lower than XCX5.L's 0.75% expense ratio.


Return for Risk

FRIN.L vs. XCX5.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: 22
Overall Rank
FRIN.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FRIN.L Sortino Ratio Rank: 22
Sortino Ratio Rank
FRIN.L Omega Ratio Rank: 22
Omega Ratio Rank
FRIN.L Calmar Ratio Rank: 22
Calmar Ratio Rank
FRIN.L Martin Ratio Rank: 00
Martin Ratio Rank

XCX5.L
XCX5.L Risk / Return Rank: 22
Overall Rank
XCX5.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XCX5.L Sortino Ratio Rank: 22
Sortino Ratio Rank
XCX5.L Omega Ratio Rank: 22
Omega Ratio Rank
XCX5.L Calmar Ratio Rank: 22
Calmar Ratio Rank
XCX5.L Martin Ratio Rank: 00
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. XCX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FRIN.L) and Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.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.LXCX5.LDifference

Sharpe ratio

Return per unit of total volatility

-0.77

-0.79

+0.01

Sortino ratio

Return per unit of downside risk

-1.02

-1.04

+0.02

Omega ratio

Gain probability vs. loss probability

0.88

0.88

0.00

Calmar ratio

Return relative to maximum drawdown

-0.64

-0.66

+0.02

Martin ratio

Return relative to average drawdown

-1.99

-2.03

+0.04

FRIN.L vs. XCX5.L - Sharpe Ratio Comparison

The current FRIN.L Sharpe Ratio is -0.77, which is comparable to the XCX5.L Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of FRIN.L and XCX5.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.


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Sharpe Ratios by Period


FRIN.LXCX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

-0.79

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.30

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.22

+0.08

Correlation

The correlation between FRIN.L and XCX5.L is 0.96, 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.


Dividends

FRIN.L vs. XCX5.L - Dividend Comparison

Neither FRIN.L nor XCX5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRIN.L vs. XCX5.L - Drawdown Comparison

The maximum FRIN.L drawdown since its inception was -36.20%, smaller than the maximum XCX5.L drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for FRIN.L and XCX5.L.


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Drawdown Indicators


FRIN.LXCX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.20%

-41.74%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.95%

-19.88%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-26.47%

+4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-21.08%

-24.61%

+3.53%

Average Drawdown

Average peak-to-trough decline

-6.88%

-10.91%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

6.48%

-0.68%

Volatility

FRIN.L vs. XCX5.L - Volatility Comparison

The current volatility for Franklin FTSE India UCITS ETF (FRIN.L) is 5.17%, while Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L) has a volatility of 6.23%. This indicates that FRIN.L experiences smaller price fluctuations and is considered to be less risky than XCX5.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.LXCX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.23%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

11.37%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

15.98%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

15.85%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.42%

19.81%

-0.39%