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INDH vs. FLAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDH vs. FLAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Hedged Equity Fund (INDH) and Franklin FTSE Australia ETF (FLAU). The values are adjusted to include any dividend payments, if applicable.

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INDH vs. FLAU - Yearly Performance Comparison


2026 (YTD)20252024
INDH
WisdomTree India Hedged Equity Fund
-10.82%6.76%5.05%
FLAU
Franklin FTSE Australia ETF
5.99%15.95%0.60%

Returns By Period

In the year-to-date period, INDH achieves a -10.82% return, which is significantly lower than FLAU's 5.99% return.


INDH

1D
-0.64%
1M
-6.46%
YTD
-10.82%
6M
-6.56%
1Y
-2.56%
3Y*
5Y*
10Y*

FLAU

1D
1.24%
1M
-6.28%
YTD
5.99%
6M
4.75%
1Y
22.89%
3Y*
11.22%
5Y*
6.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INDH vs. FLAU - Expense Ratio Comparison

INDH has a 0.64% expense ratio, which is higher than FLAU's 0.09% expense ratio.


Return for Risk

INDH vs. FLAU — Risk / Return Rank

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

INDH
INDH Risk / Return Rank: 88
Overall Rank
INDH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
INDH Sortino Ratio Rank: 88
Sortino Ratio Rank
INDH Omega Ratio Rank: 88
Omega Ratio Rank
INDH Calmar Ratio Rank: 88
Calmar Ratio Rank
INDH Martin Ratio Rank: 66
Martin Ratio Rank

FLAU
FLAU Risk / Return Rank: 6464
Overall Rank
FLAU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6262
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
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.

INDH vs. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Hedged Equity Fund (INDH) and Franklin FTSE Australia ETF (FLAU). 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.


INDHFLAUDifference

Sharpe ratio

Return per unit of total volatility

-0.18

1.12

-1.30

Sortino ratio

Return per unit of downside risk

-0.16

1.59

-1.75

Omega ratio

Gain probability vs. loss probability

0.98

1.24

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.20

1.92

-2.12

Martin ratio

Return relative to average drawdown

-0.75

7.51

-8.26

INDH vs. FLAU - Sharpe Ratio Comparison

The current INDH Sharpe Ratio is -0.18, which is lower than the FLAU Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of INDH and FLAU, 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


INDHFLAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

1.12

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.32

-0.32

Correlation

The correlation between INDH and FLAU is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

INDH vs. FLAU - Dividend Comparison

INDH's dividend yield for the trailing twelve months is around 5.89%, more than FLAU's 3.07% yield.


TTM202520242023202220212020201920182017
INDH
WisdomTree India Hedged Equity Fund
5.89%5.25%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLAU
Franklin FTSE Australia ETF
3.07%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%

Drawdowns

INDH vs. FLAU - Drawdown Comparison

The maximum INDH drawdown since its inception was -15.05%, smaller than the maximum FLAU drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for INDH and FLAU.


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Drawdown Indicators


INDHFLAUDifference

Max Drawdown

Largest peak-to-trough decline

-15.05%

-45.73%

+30.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-12.82%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

Current Drawdown

Current decline from peak

-12.81%

-7.05%

-5.76%

Average Drawdown

Average peak-to-trough decline

-5.38%

-6.87%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.28%

+0.20%

Volatility

INDH vs. FLAU - Volatility Comparison

WisdomTree India Hedged Equity Fund (INDH) and Franklin FTSE Australia ETF (FLAU) have volatilities of 7.78% and 7.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDHFLAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.71%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

12.51%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

20.60%

-6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

19.51%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.42%

23.66%

-9.24%