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2B77.DE vs. IIND.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B77.DE and IIND.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

2B77.DE vs. IIND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ageing Population UCITS ETF (2B77.DE) and iShares MSCI India UCITS ETF USD (Acc) (IIND.L). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
22.54%
86.94%
2B77.DE
IIND.L

Key characteristics

Sharpe Ratio

2B77.DE:

1.19

IIND.L:

0.95

Sortino Ratio

2B77.DE:

1.70

IIND.L:

1.34

Omega Ratio

2B77.DE:

1.22

IIND.L:

1.20

Calmar Ratio

2B77.DE:

1.80

IIND.L:

1.81

Martin Ratio

2B77.DE:

7.16

IIND.L:

4.84

Ulcer Index

2B77.DE:

2.08%

IIND.L:

3.08%

Daily Std Dev

2B77.DE:

12.55%

IIND.L:

15.68%

Max Drawdown

2B77.DE:

-38.47%

IIND.L:

-36.72%

Current Drawdown

2B77.DE:

-6.12%

IIND.L:

-5.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with 2B77.DE having a 13.73% return and IIND.L slightly lower at 13.60%.


2B77.DE

YTD

13.73%

1M

-1.79%

6M

7.57%

1Y

16.04%

5Y*

4.63%

10Y*

N/A

IIND.L

YTD

13.60%

1M

2.25%

6M

-1.16%

1Y

16.02%

5Y*

12.55%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


2B77.DE vs. IIND.L - Expense Ratio Comparison

2B77.DE has a 0.40% expense ratio, which is lower than IIND.L's 0.65% expense ratio.


IIND.L
iShares MSCI India UCITS ETF USD (Acc)
Expense ratio chart for IIND.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for 2B77.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

2B77.DE vs. IIND.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ageing Population UCITS ETF (2B77.DE) and iShares MSCI India UCITS ETF USD (Acc) (IIND.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.


Sharpe ratio
The chart of Sharpe ratio for 2B77.DE, currently valued at 0.51, compared to the broader market0.002.004.000.510.70
The chart of Sortino ratio for 2B77.DE, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.791.00
The chart of Omega ratio for 2B77.DE, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.15
The chart of Calmar ratio for 2B77.DE, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.420.93
The chart of Martin ratio for 2B77.DE, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.00100.002.842.66
2B77.DE
IIND.L

The current 2B77.DE Sharpe Ratio is 1.19, which is comparable to the IIND.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of 2B77.DE and IIND.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.51
0.70
2B77.DE
IIND.L

Dividends

2B77.DE vs. IIND.L - Dividend Comparison

Neither 2B77.DE nor IIND.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B77.DE vs. IIND.L - Drawdown Comparison

The maximum 2B77.DE drawdown since its inception was -38.47%, roughly equal to the maximum IIND.L drawdown of -36.72%. Use the drawdown chart below to compare losses from any high point for 2B77.DE and IIND.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.92%
-10.46%
2B77.DE
IIND.L

Volatility

2B77.DE vs. IIND.L - Volatility Comparison

The current volatility for iShares Ageing Population UCITS ETF (2B77.DE) is 3.93%, while iShares MSCI India UCITS ETF USD (Acc) (IIND.L) has a volatility of 4.49%. This indicates that 2B77.DE experiences smaller price fluctuations and is considered to be less risky than IIND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.93%
4.49%
2B77.DE
IIND.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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