Franklin FTSE India ETF

10-Year Study

FLIN.US · · US · ETF

Executive Summary: Franklin FTSE India ETF has compounded at 6.3% annually over the last 10 years, with a maximum drawdown of 32.8% and an annualized volatility of 21.2%.

1Y CAGR
-8.5%
3Y CAGR
+8.1%
5Y CAGR
+5.1%
10Y CAGR
+6.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +25.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.00.6-10.97.4————————-7.5%
2025-3.5-6.37.53.91.72.5-5.2-1.20.03.91.2-1.22.4%
20242.32.21.01.81.95.33.30.51.2-6.20.3-3.210.3%
2023-1.1-4.91.24.01.55.62.8-1.10.8-2.47.06.420.6%
20220.1-3.91.6-1.9-5.2-5.38.31.2-4.93.35.1-5.4-8.0%
2021-1.25.13.3-2.28.00.61.28.10.8-0.4-2.82.725.0%
2020-1.6-7.0-24.913.11.67.39.43.02.1-1.27.910.214.5%
2019-1.9-0.38.30.21.1-1.3-5.9-3.14.43.3-0.41.14.8%
2018——-1.72.0-3.6-1.26.0-0.3-8.6-7.210.20.5-5.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.9% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-02-0110000
2018-03-019834.354268278588
2018-04-0110034.026028062226
2018-05-019676.752733408843
2018-06-019564.919904764105
2018-07-0110140.079979658352
2018-08-0110106.007720579737
2018-09-019232.611358960727
2018-10-018572.201289845358
2018-11-019445.643882480756
2018-12-019492.059822935207
2019-01-019310.140773444904
2019-02-019279.397147546288
2019-03-0110045.121471995562
2019-04-0110062.596796190564
2019-05-0110169.436675065299
2019-06-0110042.301379995839
2019-07-019451.099142414647
2019-08-019160.074894246549
2019-09-019562.839509026606
2019-10-019876.424493192482
2019-11-019839.578373130533
2019-12-019944.29162525138
2020-01-019788.308175955248
2020-02-019105.568525924042
2020-03-016838.399482212616
2020-04-017735.558586255517
2020-05-017855.574304801091
2020-06-018432.352465268948
2020-07-019221.700839092946
2020-08-019500.473867917986
2020-09-019695.984836226624
2020-10-019581.88668777883
2020-11-0110335.63717898338
2020-12-0111386.88426065047
2021-01-0111244.58519220545
2021-02-0111815.49201359192
2021-03-0112209.935045421971
2021-04-0111940.824299022215
2021-05-0112891.842537158178
2021-06-0112972.700584822356
2021-07-0113127.8056448071
2021-08-0114193.153186472804
2021-09-0114305.309632232264
2021-10-0114252.513811516146
2021-11-0113859.6888652597
2021-12-0114229.167148239754
2022-01-0114246.596241418365
2022-02-0113685.536626522731
2022-03-0113905.550033517484
2022-04-0113634.867432560502
2022-05-0112920.367074270127
2022-06-0112241.187212500867
2022-07-0113257.16002866323
2022-08-0113420.031899401305
2022-09-0112757.40274149927
2022-10-0113178.428607752941
2022-11-0113846.189408474143
2022-12-0113096.137398580708
2023-01-0112947.82829800513
2023-02-0112309.516654723653
2023-03-0112455.652897528951
2023-04-0112955.086567578186
2023-05-0113150.088994706548
2023-06-0113882.619449388594
2023-07-0114273.641386005871
2023-08-0114111.832828644738
2023-09-0114226.43951827281
2023-10-0113878.135040798872
2023-11-0114844.409514343173
2023-12-0115791.544347102468
2024-01-0116153.856822542242
2024-02-0116511.499965326737
2024-03-0116683.571808326204
2024-04-0116977.832227641524
2024-05-0117294.7458449874
2024-06-0118208.82550102864
2024-07-0118816.3935184115
2024-08-0118916.89974804096
2024-09-0119140.75032939599
2024-10-0117948.45241672638
2024-11-0117994.128660918606
2024-12-0117422.713298351864
2025-01-0116811.308106608725
2025-02-0115754.00476179469
2025-03-0116935.438385612906
2025-04-0117597.420309285502
2025-05-0117896.21136820693
2025-06-0118340.398973671436
2025-07-0117378.007905503804
2025-08-0117166.177388409884
2025-09-0117170.800490048772
2025-10-0117838.4688287372
2025-11-0118050.299345831118
2025-12-0117840.5492244747
2026-01-0117123.968470446824
2026-02-0117230.299808141284
2026-03-0115357.943644391022
2026-04-0116499.849749196732
Annual Return Matrix
YearAnnual Return
20190.04764316815866132
20200.1450674105067411
20210.24961023775496938
2022-0.07962727107322021
20230.2058169417811604
20240.10329382075595994
20250.023982253450865354
2026-0.07514900233221056
Total Factor Risk
0.21193283532485854
VTI.US Exposure
0.05751873790298282
VEA.US Exposure
0.02655470048736427
VWO.US Exposure
0.02191944333850678
QQQ.US Exposure
0.03439327668819824
VTV.US Exposure
-0.021179317919157673
IJR.US Exposure
-0.014213898093743372
QUAL.US Exposure
-0.05616181536399365
SHV.US Exposure
0.5893580336047199
TLT.US Exposure
-0.019373315464905082
LQD.US Exposure
0.05279980185776373
HYG.US Exposure
0.06401268842745249
GLD.US Exposure
0.005920472846981238
USO.US Exposure
0.009688972905350673
VNQ.US Exposure
0.05481215010893671
BTC-USD.CC Exposure
-0.004534230260790804
CPER.US Exposure
-0.0009422749561392082
VIX.INDX Exposure
0.02029307532380646
UUP.US Exposure
0.018599727895086106
TIP.US Exposure
0.006262353357865725
Idiosyncratic Exposure
0.15427141731371471
Value Score
42.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.58%
Market Cap$25.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin FTSE India ETF a high-risk investment?

Franklin FTSE India ETF (FLIN.US) has an annualized volatility of 21.2% and experienced a maximum drawdown of 32.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FLIN.US?

Over the past 10 years, FLIN.US has generated a Compound Annual Growth Rate (CAGR) of 6.3%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Franklin FTSE India ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest