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

Correlation

The correlation between EPOL and SMIN is 0.42, 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.


-0.50.00.51.00.4

Performance

EPOL vs. SMIN - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-8.13%
6.80%
EPOL
SMIN

Key characteristics

Sharpe Ratio

EPOL:

-0.09

SMIN:

1.27

Sortino Ratio

EPOL:

0.04

SMIN:

1.63

Omega Ratio

EPOL:

1.01

SMIN:

1.24

Calmar Ratio

EPOL:

-0.08

SMIN:

2.23

Martin Ratio

EPOL:

-0.28

SMIN:

6.78

Ulcer Index

EPOL:

7.36%

SMIN:

3.48%

Daily Std Dev

EPOL:

24.00%

SMIN:

18.63%

Max Drawdown

EPOL:

-63.71%

SMIN:

-60.50%

Current Drawdown

EPOL:

-21.11%

SMIN:

-2.30%

Returns By Period

In the year-to-date period, EPOL achieves a -1.73% return, which is significantly lower than SMIN's 22.86% return. Over the past 10 years, EPOL has underperformed SMIN with an annualized return of 0.87%, while SMIN has yielded a comparatively higher 11.48% annualized return.


EPOL

YTD

-1.73%

1M

3.09%

6M

-8.13%

1Y

-0.01%

5Y*

3.12%

10Y*

0.87%

SMIN

YTD

22.86%

1M

8.70%

6M

5.74%

1Y

23.30%

5Y*

20.17%

10Y*

11.48%

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EPOL vs. SMIN - Expense Ratio Comparison

EPOL has a 0.61% 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 EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Risk-Adjusted Performance

EPOL vs. SMIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) 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 EPOL, currently valued at -0.09, compared to the broader market0.002.004.00-0.091.25
The chart of Sortino ratio for EPOL, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.041.61
The chart of Omega ratio for EPOL, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.24
The chart of Calmar ratio for EPOL, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.092.21
The chart of Martin ratio for EPOL, currently valued at -0.28, compared to the broader market0.0020.0040.0060.0080.00100.00-0.286.71
EPOL
SMIN

The current EPOL Sharpe Ratio is -0.09, which is lower than the SMIN Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of EPOL 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.09
1.25
EPOL
SMIN

Dividends

EPOL vs. SMIN - Dividend Comparison

EPOL's dividend yield for the trailing twelve months is around 5.98%, less than SMIN's 11.69% yield.


TTM20232022202120202019201820172016201520142013
EPOL
iShares MSCI Poland ETF
5.98%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.15%2.53%3.44%3.27%
SMIN
iShares MSCI India Small-Cap ETF
11.37%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%0.75%

Drawdowns

EPOL vs. SMIN - Drawdown Comparison

The maximum EPOL drawdown since its inception was -63.71%, which is greater than SMIN's maximum drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for EPOL and SMIN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.08%
-2.30%
EPOL
SMIN

Volatility

EPOL vs. SMIN - Volatility Comparison

iShares MSCI Poland ETF (EPOL) has a higher volatility of 5.96% compared to iShares MSCI India Small-Cap ETF (SMIN) at 5.54%. This indicates that EPOL'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%JulyAugustSeptemberOctoberNovemberDecember
5.96%
5.54%
EPOL
SMIN
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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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