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ECH vs. SMIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ECH vs. SMIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and iShares MSCI India Small-Cap ETF (SMIN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-9.63%
4.80%
ECH
SMIN

Returns By Period

In the year-to-date period, ECH achieves a -7.04% return, which is significantly lower than SMIN's 14.00% return. Over the past 10 years, ECH has underperformed SMIN with an annualized return of -2.10%, while SMIN has yielded a comparatively higher 9.96% annualized return.


ECH

YTD

-7.04%

1M

-3.80%

6M

-9.64%

1Y

-0.87%

5Y (annualized)

-0.16%

10Y (annualized)

-2.10%

SMIN

YTD

14.00%

1M

-2.28%

6M

4.79%

1Y

21.52%

5Y (annualized)

18.64%

10Y (annualized)

9.96%

Key characteristics


ECHSMIN
Sharpe Ratio-0.071.16
Sortino Ratio0.041.49
Omega Ratio1.001.22
Calmar Ratio-0.031.98
Martin Ratio-0.186.33
Ulcer Index8.19%3.30%
Daily Std Dev20.38%18.03%
Max Drawdown-74.09%-60.50%
Current Drawdown-54.28%-8.52%

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ECH vs. SMIN - Expense Ratio Comparison

ECH has a 0.59% expense ratio, which is lower than SMIN's 0.76% expense ratio.


SMIN
iShares MSCI India Small-Cap ETF
Expense ratio chart for SMIN: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for ECH: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Correlation

-0.50.00.51.00.4

The correlation between ECH and SMIN is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ECH vs. SMIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and iShares MSCI India Small-Cap ETF (SMIN). 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 ECH, currently valued at -0.07, compared to the broader market0.002.004.00-0.071.16
The chart of Sortino ratio for ECH, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.041.49
The chart of Omega ratio for ECH, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.22
The chart of Calmar ratio for ECH, currently valued at -0.03, compared to the broader market0.005.0010.0015.00-0.031.98
The chart of Martin ratio for ECH, currently valued at -0.18, compared to the broader market0.0020.0040.0060.0080.00100.00-0.186.33
ECH
SMIN

The current ECH Sharpe Ratio is -0.07, which is lower than the SMIN Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ECH and SMIN, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.07
1.16
ECH
SMIN

Dividends

ECH vs. SMIN - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 3.42%, more than SMIN's 0.31% yield.


TTM20232022202120202019201820172016201520142013
ECH
iShares MSCI Chile ETF
3.42%4.76%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%1.42%
SMIN
iShares MSCI India Small-Cap ETF
0.31%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%0.75%

Drawdowns

ECH vs. SMIN - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.09%, which is greater than SMIN's maximum drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for ECH and SMIN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-47.96%
-8.52%
ECH
SMIN

Volatility

ECH vs. SMIN - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 5.35% compared to iShares MSCI India Small-Cap ETF (SMIN) at 4.94%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier than SMIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.35%
4.94%
ECH
SMIN