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

Performance

HMAF.L vs. FRIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI AC Far East ex Japan UCITS ETF USD (HMAF.L) and Franklin FTSE India UCITS ETF (FRIN.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
HMAF.L
HSBC MSCI AC Far East ex Japan UCITS ETF USD
8.96%31.76%13.79%-3.80%-12.60%-7.57%21.71%3.19%
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, HMAF.L achieves a 8.96% return, which is significantly higher than FRIN.L's -13.10% return.


HMAF.L

1D
3.70%
1M
-5.75%
YTD
8.96%
6M
12.66%
1Y
40.00%
3Y*
14.91%
5Y*
4.26%
10Y*
9.46%

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)

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

HMAF.L has a 0.45% expense ratio, which is higher than FRIN.L's 0.19% expense ratio.


Return for Risk

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

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

HMAF.L
HMAF.L Risk / Return Rank: 9090
Overall Rank
HMAF.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HMAF.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HMAF.L Omega Ratio Rank: 8989
Omega Ratio Rank
HMAF.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HMAF.L Martin Ratio Rank: 8888
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI AC Far East ex Japan UCITS ETF USD (HMAF.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.


HMAF.LFRIN.LDifference

Sharpe ratio

Return per unit of total volatility

2.09

-0.77

+2.86

Sortino ratio

Return per unit of downside risk

2.67

-1.02

+3.69

Omega ratio

Gain probability vs. loss probability

1.39

0.88

+0.50

Calmar ratio

Return relative to maximum drawdown

3.85

-0.64

+4.49

Martin ratio

Return relative to average drawdown

12.13

-1.99

+14.12

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

The current HMAF.L Sharpe Ratio is 2.09, which is higher than the FRIN.L Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of HMAF.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.


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Sharpe Ratios by Period


HMAF.LFRIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

-0.77

+2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.37

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.30

+0.15

Correlation

The correlation between HMAF.L and FRIN.L is 0.40, 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

HMAF.L vs. FRIN.L - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
HMAF.L
HSBC MSCI AC Far East ex Japan UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%
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%0.00%0.00%0.00%

Drawdowns

HMAF.L vs. FRIN.L - Drawdown Comparison

The maximum HMAF.L drawdown since its inception was -39.58%, 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 HMAF.L and FRIN.L.


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Drawdown Indicators


HMAF.LFRIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.58%

-36.20%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-17.95%

+4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-22.37%

-12.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.58%

Current Drawdown

Current decline from peak

-7.31%

-21.08%

+13.77%

Average Drawdown

Average peak-to-trough decline

-12.69%

-6.88%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

5.80%

-2.43%

Volatility

HMAF.L vs. FRIN.L - Volatility Comparison

HSBC MSCI AC Far East ex Japan UCITS ETF USD (HMAF.L) has a higher volatility of 7.52% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 5.17%. This indicates that HMAF.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.


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Volatility by Period


HMAF.LFRIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

5.17%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

10.15%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

14.20%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

15.57%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

19.42%

-0.68%