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AAXJ vs. INDY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAXJ vs. INDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and iShares India 50 ETF (INDY). The values are adjusted to include any dividend payments, if applicable.

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AAXJ vs. INDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
3.40%31.53%10.41%4.79%-20.35%-5.73%23.35%17.93%-15.04%41.76%
INDY
iShares India 50 ETF
-14.30%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%36.15%

Returns By Period

In the year-to-date period, AAXJ achieves a 3.40% return, which is significantly higher than INDY's -14.30% return. Over the past 10 years, AAXJ has outperformed INDY with an annualized return of 7.86%, while INDY has yielded a comparatively lower 6.85% annualized return.


AAXJ

1D
3.55%
1M
-9.67%
YTD
3.40%
6M
6.87%
1Y
32.66%
3Y*
14.52%
5Y*
2.47%
10Y*
7.86%

INDY

1D
3.10%
1M
-10.49%
YTD
-14.30%
6M
-10.15%
1Y
-9.92%
3Y*
3.84%
5Y*
2.45%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAXJ vs. INDY - Expense Ratio Comparison

AAXJ has a 0.68% expense ratio, which is lower than INDY's 0.94% expense ratio.


Return for Risk

AAXJ vs. INDY — Risk / Return Rank

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

AAXJ
AAXJ Risk / Return Rank: 8484
Overall Rank
AAXJ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AAXJ Sortino Ratio Rank: 8484
Sortino Ratio Rank
AAXJ Omega Ratio Rank: 8383
Omega Ratio Rank
AAXJ Calmar Ratio Rank: 8484
Calmar Ratio Rank
AAXJ Martin Ratio Rank: 8383
Martin Ratio Rank

INDY
INDY Risk / Return Rank: 22
Overall Rank
INDY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 22
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 44
Calmar Ratio Rank
INDY 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.

AAXJ vs. INDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI All Country Asia ex-Japan ETF (AAXJ) and iShares India 50 ETF (INDY). 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.


AAXJINDYDifference

Sharpe ratio

Return per unit of total volatility

1.58

-0.67

+2.26

Sortino ratio

Return per unit of downside risk

2.18

-0.90

+3.08

Omega ratio

Gain probability vs. loss probability

1.31

0.90

+0.42

Calmar ratio

Return relative to maximum drawdown

2.37

-0.51

+2.88

Martin ratio

Return relative to average drawdown

9.05

-1.73

+10.78

AAXJ vs. INDY - Sharpe Ratio Comparison

The current AAXJ Sharpe Ratio is 1.58, which is higher than the INDY Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of AAXJ and INDY, 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


AAXJINDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

-0.67

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.16

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.35

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.22

+0.01

Correlation

The correlation between AAXJ and INDY is 0.68, 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.


Dividends

AAXJ vs. INDY - Dividend Comparison

AAXJ's dividend yield for the trailing twelve months is around 1.75%, less than INDY's 9.46% yield.


TTM20252024202320222021202020192018201720162015
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
1.75%1.81%1.86%1.95%1.74%2.21%1.06%1.83%2.10%1.99%1.77%2.44%
INDY
iShares India 50 ETF
9.46%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%

Drawdowns

AAXJ vs. INDY - Drawdown Comparison

The maximum AAXJ drawdown since its inception was -49.37%, which is greater than INDY's maximum drawdown of -44.74%. Use the drawdown chart below to compare losses from any high point for AAXJ and INDY.


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Drawdown Indicators


AAXJINDYDifference

Max Drawdown

Largest peak-to-trough decline

-49.37%

-44.74%

-4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-18.95%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-41.04%

-22.40%

-18.64%

Max Drawdown (10Y)

Largest decline over 10 years

-44.52%

-43.50%

-1.02%

Current Drawdown

Current decline from peak

-10.59%

-19.99%

+9.40%

Average Drawdown

Average peak-to-trough decline

-14.15%

-12.16%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

5.62%

-2.05%

Volatility

AAXJ vs. INDY - Volatility Comparison

iShares MSCI All Country Asia ex-Japan ETF (AAXJ) has a higher volatility of 10.24% compared to iShares India 50 ETF (INDY) at 7.32%. This indicates that AAXJ's price experiences larger fluctuations and is considered to be riskier than INDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAXJINDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.24%

7.32%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

10.91%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.71%

14.85%

+5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

15.05%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

19.62%

+0.39%