METU.L vs. FRIN.L
Compare and contrast key facts about Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc (METU.L) and Franklin FTSE India UCITS ETF (FRIN.L).
METU.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. METU.L is a passively managed fund by Franklin Templeton that tracks the performance of the Solactive Global Metaverse Innovation Index. It was launched on Sep 6, 2022. 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 METU.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
METU.L vs. FRIN.L - Performance Comparison
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METU.L vs. FRIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
METU.L Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc | -13.84% | 10.47% | 21.99% | 66.81% | -24.07% |
FRIN.L Franklin FTSE India UCITS ETF | -13.10% | -4.08% | 12.58% | 14.76% | -7.51% |
Returns By Period
In the year-to-date period, METU.L achieves a -13.84% return, which is significantly lower than FRIN.L's -13.10% return.
METU.L
- 1D
- 3.66%
- 1M
- -6.02%
- YTD
- -13.84%
- 6M
- -19.03%
- 1Y
- 14.63%
- 3Y*
- 16.51%
- 5Y*
- —
- 10Y*
- —
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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METU.L vs. FRIN.L - Expense Ratio Comparison
METU.L has a 0.30% expense ratio, which is higher than FRIN.L's 0.19% expense ratio.
Return for Risk
METU.L vs. FRIN.L — Risk / Return Rank
METU.L
FRIN.L
METU.L vs. FRIN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc (METU.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.
| METU.L | FRIN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | -0.77 | +1.33 |
Sortino ratioReturn per unit of downside risk | 0.91 | -1.02 | +1.93 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.88 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | -0.64 | +1.09 |
Martin ratioReturn relative to average drawdown | 1.16 | -1.99 | +3.14 |
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
| METU.L | FRIN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | -0.77 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.30 | +0.12 |
Correlation
The correlation between METU.L and FRIN.L is 0.24, 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
METU.L vs. FRIN.L - Dividend Comparison
Neither METU.L nor FRIN.L has paid dividends to shareholders.
Drawdowns
METU.L vs. FRIN.L - Drawdown Comparison
The maximum METU.L drawdown since its inception was -32.01%, smaller than the maximum FRIN.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for METU.L and FRIN.L.
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Drawdown Indicators
| METU.L | FRIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -36.20% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -29.65% | -17.95% | -11.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.37% | — |
Current DrawdownCurrent decline from peak | -26.52% | -21.08% | -5.44% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -6.88% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.60% | 5.80% | +5.80% |
Volatility
METU.L vs. FRIN.L - Volatility Comparison
Franklin AI, Metaverse and Blockchain UCITS ETF USD Acc (METU.L) has a higher volatility of 6.89% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 5.17%. This indicates that METU.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
| METU.L | FRIN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 5.17% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 10.15% | +8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.52% | 14.20% | +12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.04% | 15.57% | +11.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.04% | 19.42% | +7.62% |