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UB20.L vs. FRIN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UB20.L vs. FRIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) and Franklin FTSE India UCITS ETF (FRIN.L). The values are adjusted to include any dividend payments, if applicable.

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UB20.L vs. FRIN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis
7.30%12.00%6.98%-0.60%5.80%5.29%2.35%-2.59%
FRIN.L
Franklin FTSE India UCITS ETF
-13.10%-4.08%12.58%14.76%3.17%26.55%9.19%-4.64%
Different Trading Currencies

UB20.L is traded in GBp, while FRIN.L is traded in GBP. To make them comparable, the FRIN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UB20.L achieves a 7.30% return, which is significantly higher than FRIN.L's -13.10% return.


UB20.L

1D
1.84%
1M
-3.55%
YTD
7.30%
6M
7.42%
1Y
21.61%
3Y*
8.74%
5Y*
6.59%
10Y*
8.51%

FRIN.L

1D
1.18%
1M
-8.00%
YTD
-13.10%
6M
-10.18%
1Y
-11.02%
3Y*
5.52%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UB20.L vs. FRIN.L - Expense Ratio Comparison

UB20.L has a 0.30% expense ratio, which is higher than FRIN.L's 0.19% expense ratio.


Return for Risk

UB20.L vs. FRIN.L — Risk / Return Rank

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

UB20.L
UB20.L Risk / Return Rank: 7272
Overall Rank
UB20.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UB20.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
UB20.L Omega Ratio Rank: 7878
Omega Ratio Rank
UB20.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
UB20.L Martin Ratio Rank: 6969
Martin Ratio Rank

FRIN.L
FRIN.L Risk / Return Rank: 22
Overall Rank
FRIN.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FRIN.L Sortino Ratio Rank: 22
Sortino Ratio Rank
FRIN.L Omega Ratio Rank: 22
Omega Ratio Rank
FRIN.L Calmar Ratio Rank: 22
Calmar Ratio Rank
FRIN.L Martin Ratio Rank: 00
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.

UB20.L vs. FRIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.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.


UB20.LFRIN.LDifference

Sharpe ratio

Return per unit of total volatility

1.52

-0.77

+2.29

Sortino ratio

Return per unit of downside risk

1.98

-1.02

+3.00

Omega ratio

Gain probability vs. loss probability

1.32

0.88

+0.43

Calmar ratio

Return relative to maximum drawdown

1.80

-0.64

+2.44

Martin ratio

Return relative to average drawdown

7.99

-1.99

+9.97

UB20.L vs. FRIN.L - Sharpe Ratio Comparison

The current UB20.L Sharpe Ratio is 1.52, which is higher than the FRIN.L Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of UB20.L and FRIN.L, 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


UB20.LFRIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

-0.77

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.37

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.30

+0.38

Correlation

The correlation between UB20.L and FRIN.L is 0.29, 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

UB20.L vs. FRIN.L - Dividend Comparison

UB20.L's dividend yield for the trailing twelve months is around 2.97%, while FRIN.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
UB20.L
UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis
2.97%3.86%3.26%3.97%3.64%2.60%3.05%4.03%4.36%3.43%4.00%5.16%
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

UB20.L vs. FRIN.L - Drawdown Comparison

The maximum UB20.L drawdown since its inception was -30.04%, smaller than the maximum FRIN.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for UB20.L and FRIN.L.


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Drawdown Indicators


UB20.LFRIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.04%

-36.20%

+6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-17.95%

+6.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

-22.37%

+4.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.04%

Current Drawdown

Current decline from peak

-4.44%

-21.08%

+16.64%

Average Drawdown

Average peak-to-trough decline

-5.66%

-6.88%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

5.80%

-3.04%

Volatility

UB20.L vs. FRIN.L - Volatility Comparison

The current volatility for UBS ETF (LU) MSCI Pacific (ex Japan) UCITS ETF (USD) A-dis (UB20.L) is 4.54%, while Franklin FTSE India UCITS ETF (FRIN.L) has a volatility of 5.17%. This indicates that UB20.L experiences smaller price fluctuations and is considered to be less risky 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


UB20.LFRIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

5.17%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

10.15%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

14.20%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

15.57%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

19.42%

-1.13%