WT vs. FLIN

Last updated Jun 13, 2026

WT (WisdomTree Inc.) is a stock, while FLIN (Franklin FTSE India ETF) is Asia Pacific Equities fund tracking the FTSE India RIC Capped Index. Over the past 5 years, WT returned 22.72%/yr vs 3.89%/yr for FLIN. At a 0.30 correlation, their price movements are largely independent.

Performance

WT vs. FLIN - Performance Comparison

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

Returns By Period

In the year-to-date period, WT achieves a 47.93% return, which is significantly higher than FLIN's -10.29% return.

WT

• 1D: 3.99%
• 1M: -9.29%
• YTD: 47.93%
• 6M: 52.43%
• 1Y: 80.10%
• 3Y*: 36.20%
• 5Y*: 22.72%
• 10Y*: 8.07%

FLIN

• 1D: 1.11%
• 1M: -0.40%
• YTD: -10.29%
• 6M: -8.41%
• 1Y: -10.13%
• 3Y*: 5.77%
• 5Y*: 3.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WT vs. FLIN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WT WisdomTree Inc.	47.93%	17.38%	53.55%	29.56%	-8.94%	16.57%	14.13%	-25.75%	-34.77%
FLIN Franklin FTSE India ETF	-10.29%	2.40%	10.33%	20.58%	-7.96%	24.96%	14.50%	4.77%	-7.13%

Correlation

The correlation between WT and FLIN is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Feb 8, 2018	0.30

Return for Risk

WT vs. FLIN — Risk / Return Rank

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

WT

WT Risk / Return Rank: 85
WT Sharpe Ratio Rank: 90
WT Sortino Ratio Rank: 87
WT Omega Ratio Rank: 83
WT Calmar Ratio Rank: 83
WT Martin Ratio Rank: 82

FLIN

FLIN Risk / Return Rank: 3
FLIN Sharpe Ratio Rank: 3
FLIN Sortino Ratio Rank: 4
FLIN Omega Ratio Rank: 4
FLIN Calmar Ratio Rank: 5
FLIN Martin Ratio Rank: 2

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.

WT vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WT	FLIN	Difference
Sharpe ratio: Return per unit of total volatility	2.07	-0.76	+2.83
Sortino ratio: Return per unit of downside risk	2.74	-1.03	+3.76
Omega ratio: Gain probability vs. loss probability	1.31	0.88	+0.43
Calmar ratio: Return relative to maximum drawdown	2.90	-0.61	+3.51
Martin ratio: Return relative to average drawdown	6.89	-1.44	+8.33

WT vs. FLIN - Sharpe Ratio Comparison

The current WT Sharpe Ratio is 2.07, which is higher than the FLIN Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of WT and FLIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WT vs. FLIN - Drawdown Comparison

The maximum WT drawdown since its inception was -99.92%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for WT and FLIN.

Drawdown Indicators

	WT	FLIN	Difference
Max Drawdown Largest peak-to-trough decline	-99.92%	-41.90%	-58.02%
Max Drawdown (1Y) Largest decline over 1 year	-26.67%	-18.79%	-7.88%
Max Drawdown (3Y) Largest decline over 3 years	-36.94%	-22.85%	-14.09%
Max Drawdown (5Y) Largest decline over 5 years	-36.94%	-22.85%	-14.09%
Max Drawdown (10Y) Largest decline over 10 years	-83.95%	—	—
Current Drawdown Current decline from peak	-12.50%	-17.41%	+4.91%
Average Drawdown Average peak-to-trough decline	-60.16%	-8.04%	-52.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.20%	7.93%	+3.27%

Volatility

WT vs. FLIN - Volatility Comparison

WisdomTree Inc. (WT) has a higher volatility of 11.00% compared to Franklin FTSE India ETF (FLIN) at 4.11%. This indicates that WT's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WT	FLIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.00%	4.11%	+6.89%
Volatility (6M) Calculated over the trailing 6-month period	31.11%	12.89%	+18.22%
Volatility (1Y) Calculated over the trailing 1-year period	37.43%	15.03%	+22.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.39%	15.76%	+16.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.93%	20.43%	+22.50%

Dividends

WT vs. FLIN - Dividend Comparison

WT's dividend yield for the trailing twelve months is around 0.67%, more than FLIN's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLIN Franklin FTSE India ETF	0.62%	0.56%	1.58%	0.73%	0.73%	2.26%	0.68%	0.90%	0.92%	0.00%	0.00%	0.00%
WT WisdomTree Inc.	0.67%	0.98%	1.14%	1.73%	2.20%	1.96%	2.24%	2.48%	1.80%	2.55%	2.87%	3.64%

Frequently Asked Questions

Can I hold both WT and FLIN in my portfolio?

WT and FLIN have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WT or FLIN?

WT has higher volatility (11.00%) compared to FLIN (4.11%). In terms of maximum drawdown, WT dropped -99.92% vs FLIN's -41.90%.

Which has better risk-adjusted returns?

WT currently has the higher Sharpe Ratio (2.07 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.