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

Key characteristics


EPOLSMIN
YTD Return1.13%18.03%
1Y Return15.50%30.29%
3Y Return (Ann)1.22%10.42%
5Y Return (Ann)2.66%19.18%
10Y Return (Ann)0.53%10.51%
Sharpe Ratio0.711.79
Sortino Ratio1.152.17
Omega Ratio1.141.34
Calmar Ratio0.563.01
Martin Ratio3.0411.17
Ulcer Index5.70%2.84%
Daily Std Dev24.48%17.76%
Max Drawdown-63.72%-60.50%
Current Drawdown-18.83%-5.29%

Correlation

-0.50.00.51.00.4

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.

Performance

EPOL vs. SMIN - Performance Comparison

In the year-to-date period, EPOL achieves a 1.13% return, which is significantly lower than SMIN's 18.03% return. Over the past 10 years, EPOL has underperformed SMIN with an annualized return of 0.53%, while SMIN has yielded a comparatively higher 10.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-7.74%
10.17%
EPOL
SMIN

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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.


EPOL
Sharpe ratio
The chart of Sharpe ratio for EPOL, currently valued at 0.71, compared to the broader market0.002.004.000.71
Sortino ratio
The chart of Sortino ratio for EPOL, currently valued at 1.15, compared to the broader market0.005.0010.001.15
Omega ratio
The chart of Omega ratio for EPOL, currently valued at 1.14, compared to the broader market1.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for EPOL, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.65
Martin ratio
The chart of Martin ratio for EPOL, currently valued at 3.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.04
SMIN
Sharpe ratio
The chart of Sharpe ratio for SMIN, currently valued at 1.79, compared to the broader market0.002.004.001.79
Sortino ratio
The chart of Sortino ratio for SMIN, currently valued at 2.17, compared to the broader market0.005.0010.002.17
Omega ratio
The chart of Omega ratio for SMIN, currently valued at 1.34, compared to the broader market1.001.502.002.503.003.501.34
Calmar ratio
The chart of Calmar ratio for SMIN, currently valued at 3.01, compared to the broader market0.005.0010.0015.0020.003.01
Martin ratio
The chart of Martin ratio for SMIN, currently valued at 11.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.17

EPOL vs. SMIN - Sharpe Ratio Comparison

The current EPOL Sharpe Ratio is 0.71, which is lower than the SMIN Sharpe Ratio of 1.79. 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.71
1.79
EPOL
SMIN

Dividends

EPOL vs. SMIN - Dividend Comparison

EPOL's dividend yield for the trailing twelve months is around 4.82%, more than SMIN's 0.30% yield.


TTM20232022202120202019201820172016201520142013
EPOL
iShares MSCI Poland ETF
4.82%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%3.44%3.28%
SMIN
iShares MSCI India Small-Cap ETF
0.30%0.41%0.01%1.27%1.06%1.75%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 -63.72%, 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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.64%
-5.29%
EPOL
SMIN

Volatility

EPOL vs. SMIN - Volatility Comparison

The current volatility for iShares MSCI Poland ETF (EPOL) is 5.97%, while iShares MSCI India Small-Cap ETF (SMIN) has a volatility of 6.29%. This indicates that EPOL experiences smaller price fluctuations and is considered to be less risky 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
5.97%
6.29%
EPOL
SMIN