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iShares MSCI Thailand ETF (THD) Sharpe Ratio: 1.92

ETF · Currency in USD · Last updated Jun 3, 2026

THD is a passive ETF by iShares tracking the investment results of the MSCI Thailand Investable Market Index. THD launched on Mar 26, 2008 and has a 0.59% expense ratio.

THD's Sharpe Ratio of 1.92 indicates that for each unit of volatility, it generates 1.92 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

THD Sharpe Ratio Rank

THD Sharpe Ratio Rank: 55.556
Average

THD ranks above 55.5% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

THD Sharpe Ratio Market Positioning

The chart shows THD's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.84+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Thailand ETF's Sharpe Ratio with other ETFs in the Asia Pacific Equities category across multiple time periods, showing how THD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EWYiShares MSCI South Korea ETF6.11
FLKRFranklin FTSE South Korea ETF5.94
MKORMatthews Korea Active ETF5.19
FLTWFranklin FTSE Taiwan ETF4.83
EWTiShares MSCI Taiwan ETF4.49
AIAiShares Asia 50 ETF4.09
MINVMatthews Asia Innovators Active ETF3.85
FPAFirst Trust Asia Pacific ex-Japan AlphaDEX Fund3.30
ASIAMatthews Pacific Tiger Active ETF3.24
FLAXFranklin FTSE Asia ex Japan ETF3.24
THDiShares MSCI Thailand ETF1.92

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows THD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when THD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does THD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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