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INDY vs. FLAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDY vs. FLAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares India 50 ETF (INDY) and Franklin FTSE Australia ETF (FLAU). The values are adjusted to include any dividend payments, if applicable.

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INDY vs. FLAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDY
iShares India 50 ETF
-14.30%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%1.44%
FLAU
Franklin FTSE Australia ETF
4.69%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.17%1.89%

Returns By Period

In the year-to-date period, INDY achieves a -14.30% return, which is significantly lower than FLAU's 4.69% return.


INDY

1D
3.10%
1M
-10.49%
YTD
-14.30%
6M
-10.15%
1Y
-9.92%
3Y*
3.84%
5Y*
2.45%
10Y*
6.85%

FLAU

1D
2.03%
1M
-8.16%
YTD
4.69%
6M
4.27%
1Y
23.09%
3Y*
10.77%
5Y*
6.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INDY vs. FLAU - Expense Ratio Comparison

INDY has a 0.94% expense ratio, which is higher than FLAU's 0.09% expense ratio.


Return for Risk

INDY vs. FLAU — Risk / Return Rank

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

INDY
INDY Risk / Return Rank: 22
Overall Rank
INDY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 22
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 44
Calmar Ratio Rank
INDY Martin Ratio Rank: 11
Martin Ratio Rank

FLAU
FLAU Risk / Return Rank: 6767
Overall Rank
FLAU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6666
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7171
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.

INDY vs. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India 50 ETF (INDY) 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.


INDYFLAUDifference

Sharpe ratio

Return per unit of total volatility

-0.67

1.13

-1.80

Sortino ratio

Return per unit of downside risk

-0.90

1.60

-2.50

Omega ratio

Gain probability vs. loss probability

0.90

1.24

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.51

1.76

-2.28

Martin ratio

Return relative to average drawdown

-1.73

6.97

-8.69

INDY vs. FLAU - Sharpe Ratio Comparison

The current INDY Sharpe Ratio is -0.67, which is lower than the FLAU Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of INDY 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


INDYFLAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

1.13

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.34

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.31

-0.09

Correlation

The correlation between INDY and FLAU is 0.48, 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

INDY vs. FLAU - Dividend Comparison

INDY's dividend yield for the trailing twelve months is around 9.46%, more than FLAU's 3.11% yield.


TTM20252024202320222021202020192018201720162015
INDY
iShares India 50 ETF
9.46%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%
FLAU
Franklin FTSE Australia ETF
3.11%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%0.00%0.00%

Drawdowns

INDY vs. FLAU - Drawdown Comparison

The maximum INDY drawdown since its inception was -44.74%, roughly equal to the maximum FLAU drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for INDY and FLAU.


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Drawdown Indicators


INDYFLAUDifference

Max Drawdown

Largest peak-to-trough decline

-44.74%

-45.73%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-18.95%

-12.82%

-6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-24.68%

+2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

Current Drawdown

Current decline from peak

-19.99%

-8.18%

-11.81%

Average Drawdown

Average peak-to-trough decline

-12.16%

-6.87%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

3.25%

+2.37%

Volatility

INDY vs. FLAU - Volatility Comparison

The current volatility for iShares India 50 ETF (INDY) is 7.32%, while Franklin FTSE Australia ETF (FLAU) has a volatility of 7.98%. This indicates that INDY experiences smaller price fluctuations and is considered to be less risky than FLAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDYFLAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

7.98%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

12.46%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

20.57%

-5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

19.51%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

23.66%

-4.04%