HMAF.L vs. FRIN.L
Compare and contrast key facts about HSBC MSCI AC Far East ex Japan UCITS ETF USD (HMAF.L) and Franklin FTSE India UCITS ETF (FRIN.L).
HMAF.L and FRIN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HMAF.L is a passively managed fund by HSBC that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on Sep 27, 2013. FRIN.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI India NR USD. It was launched on Jun 25, 2019. Both HMAF.L and FRIN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HMAF.L vs. FRIN.L - Performance Comparison
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HMAF.L vs. FRIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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*
- —
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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
HMAF.L
FRIN.L
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.L | FRIN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | -0.77 | +2.86 |
Sortino ratioReturn per unit of downside risk | 2.67 | -1.02 | +3.69 |
Omega ratioGain probability vs. loss probability | 1.39 | 0.88 | +0.50 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | -0.64 | +4.49 |
Martin ratioReturn relative to average drawdown | 12.13 | -1.99 | +14.12 |
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
| HMAF.L | FRIN.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.L | FRIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.31% | -21.08% | +13.77% |
Average DrawdownAverage peak-to-trough decline | -12.69% | -6.88% | -5.81% |
Ulcer IndexDepth 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.L | FRIN.L | Difference | |
|---|---|---|---|
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% |