IND vs. FLTW
IND (Xtrackers Nifty 500 India ETF) and FLTW (Franklin FTSE Taiwan ETF) are both exchange-traded funds - IND is a India Equities fund tracking the Nifty 500 Index, while FLTW is a Taiwan Equities fund tracking the FTSE Taiwan RIC Capped Index. Both are passively managed. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.
Performance
IND vs. FLTW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IND achieves a -8.33% return, which is significantly lower than FLTW's 58.54% return.
IND
- 1D
- -0.22%
- 1M
- 0.14%
- 6M
- -6.57%
- YTD
- -8.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLTW
- 1D
- -2.70%
- 1M
- -5.11%
- 6M
- 48.76%
- YTD
- 58.54%
- 1Y
- 83.25%
- 3Y*
- 37.32%
- 5Y*
- 19.43%
- 10Y*
- —
IND vs. FLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IND Xtrackers Nifty 500 India ETF | -8.33% | -0.34% |
FLTW Franklin FTSE Taiwan ETF | 58.54% | 7.04% |
Correlation
The correlation between IND and FLTW is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 25, 2025 | 0.49 |
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
IND vs. FLTW — Risk / Return Rank
IND
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FLTW
IND vs. FLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 500 India ETF (IND) and Franklin FTSE Taiwan ETF (FLTW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IND | FLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.46 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 7.10 | — |
| Martin ratioReturn relative to average drawdown | — | 20.39 | — |
Loading charts...
Drawdowns
IND vs. FLTW - Drawdown Comparison
The maximum IND drawdown since its inception was -18.75%, smaller than the maximum FLTW drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for IND and FLTW.
Loading charts...
Drawdown Indicators
| IND | FLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -38.00% | +19.25% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.79% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.00% | — |
Current DrawdownCurrent decline from peak | -9.52% | -11.79% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -8.40% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.10% | — |
Volatility
IND vs. FLTW - Volatility Comparison
Loading charts...
Volatility by Period
| IND | FLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 26.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.11% | 30.16% | -11.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 23.59% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 22.35% | -3.24% |
IND vs. FLTW - Expense Ratio Comparison
Both IND and FLTW have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IND vs. FLTW - Dividend Comparison
IND's dividend yield for the trailing twelve months is around 0.34%, less than FLTW's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FLTW Franklin FTSE Taiwan ETF | 1.70% | 2.51% | 1.89% | 2.85% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% |
IND Xtrackers Nifty 500 India ETF | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IND and FLTW have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IND and FLTW have the same expense ratio: 0.19% per year.
FLTW has the higher dividend yield at 1.70%, compared with 0.34% for IND.
IND is categorized as India Equities, while FLTW is Taiwan Equities. IND tracks Nifty 500 Index, while FLTW tracks FTSE Taiwan RIC Capped Index. They also come from different issuers: Xtrackers and Franklin Templeton.
Find the right allocation for IND and FLTW
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