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WABF vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WABF vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Bond ETF (WABF) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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WABF vs. FLIN - Yearly Performance Comparison


2026 (YTD)202520242023
WABF
Western Asset Bond ETF
-0.24%7.92%1.30%6.81%
FLIN
Franklin FTSE India ETF
-13.92%2.40%10.33%10.63%

Returns By Period

In the year-to-date period, WABF achieves a -0.24% return, which is significantly higher than FLIN's -13.92% return.


WABF

1D
0.60%
1M
-2.05%
YTD
-0.24%
6M
0.84%
1Y
4.77%
3Y*
5Y*
10Y*

FLIN

1D
2.72%
1M
-10.87%
YTD
-13.92%
6M
-10.56%
1Y
-9.31%
3Y*
7.23%
5Y*
4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WABF vs. FLIN - Expense Ratio Comparison

WABF has a 0.35% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Return for Risk

WABF vs. FLIN — Risk / Return Rank

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

WABF
WABF Risk / Return Rank: 5050
Overall Rank
WABF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WABF Sortino Ratio Rank: 5151
Sortino Ratio Rank
WABF Omega Ratio Rank: 4747
Omega Ratio Rank
WABF Calmar Ratio Rank: 5050
Calmar Ratio Rank
WABF Martin Ratio Rank: 4646
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
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.

WABF vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Bond ETF (WABF) and Franklin FTSE India ETF (FLIN). 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.


WABFFLINDifference

Sharpe ratio

Return per unit of total volatility

0.99

-0.59

+1.58

Sortino ratio

Return per unit of downside risk

1.39

-0.76

+2.15

Omega ratio

Gain probability vs. loss probability

1.18

0.91

+0.27

Calmar ratio

Return relative to maximum drawdown

1.32

-0.48

+1.80

Martin ratio

Return relative to average drawdown

4.51

-1.61

+6.12

WABF vs. FLIN - Sharpe Ratio Comparison

The current WABF Sharpe Ratio is 0.99, which is higher than the FLIN Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of WABF and FLIN, 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


WABFFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

-0.59

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.25

+0.76

Correlation

The correlation between WABF and FLIN is 0.12, 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

WABF vs. FLIN - Dividend Comparison

WABF's dividend yield for the trailing twelve months is around 5.10%, more than FLIN's 0.65% yield.


TTM20252024202320222021202020192018
WABF
Western Asset Bond ETF
5.10%5.67%6.25%1.46%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%

Drawdowns

WABF vs. FLIN - Drawdown Comparison

The maximum WABF drawdown since its inception was -5.36%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for WABF and FLIN.


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Drawdown Indicators


WABFFLINDifference

Max Drawdown

Largest peak-to-trough decline

-5.36%

-41.90%

+36.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

-18.79%

+15.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

Current Drawdown

Current decline from peak

-2.05%

-20.75%

+18.70%

Average Drawdown

Average peak-to-trough decline

-1.51%

-7.82%

+6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

5.55%

-4.50%

Volatility

WABF vs. FLIN - Volatility Comparison

The current volatility for Western Asset Bond ETF (WABF) is 1.59%, while Franklin FTSE India ETF (FLIN) has a volatility of 7.10%. This indicates that WABF experiences smaller price fluctuations and is considered to be less risky than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WABFFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

7.10%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

11.13%

-8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

15.78%

-10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

15.71%

-9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

20.49%

-14.32%