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IIND.L vs. IGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIND.L vs. IGC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI India UCITS ETF USD (Acc) (IIND.L) and India Globalization Capital, Inc. (IGC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IIND.L is traded in GBP, while IGC is traded in USD. To make them comparable, the IGC values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IIND.L achieves a -13.04% return, which is significantly lower than IGC's 4.44% return.


IIND.L

1D
1.17%
1M
-1.77%
YTD
-13.04%
6M
-13.23%
1Y
-11.37%
3Y*
2.69%
5Y*
4.52%
10Y*

IGC

1D
-2.43%
1M
-8.32%
YTD
4.44%
6M
-5.04%
1Y
-3.29%
3Y*
-5.37%
5Y*
-25.98%
10Y*
-3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IIND.L vs. IGC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IIND.L
iShares MSCI India UCITS ETF USD (Acc)
-13.04%-2.93%11.04%12.49%2.72%26.95%10.48%3.72%3.78%
IGC
India Globalization Capital, Inc.
4.44%-22.22%22.05%-16.35%-63.55%-36.81%140.35%116.44%-51.50%

Correlation

The correlation between IIND.L and IGC is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since May 30, 2018

0.10

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Return for Risk

IIND.L vs. IGC — Risk / Return Rank

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

IIND.L
IIND.L Risk / Return Rank: 33
Overall Rank
IIND.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IIND.L Sortino Ratio Rank: 33
Sortino Ratio Rank
IIND.L Omega Ratio Rank: 33
Omega Ratio Rank
IIND.L Calmar Ratio Rank: 44
Calmar Ratio Rank
IIND.L Martin Ratio Rank: 33
Martin Ratio Rank

IGC
IGC Risk / Return Rank: 3838
Overall Rank
IGC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IGC Sortino Ratio Rank: 3939
Sortino Ratio Rank
IGC Omega Ratio Rank: 3838
Omega Ratio Rank
IGC Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGC Martin Ratio Rank: 3838
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.

IIND.L vs. IGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (IIND.L) and India Globalization Capital, Inc. (IGC). 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.


IIND.LIGCDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

0.89

1.04

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.57

-0.07

-0.50

Martin ratioReturn relative to average drawdown

-1.28

-0.11

-1.17

IIND.L vs. IGC - Sharpe Ratio Comparison

The current IIND.L Sharpe Ratio is -0.72, which is lower than the IGC Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of IIND.L and IGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IIND.LIGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

-0.06

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.29

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.13

+0.44

Drawdowns

IIND.L vs. IGC - Drawdown Comparison

The maximum IIND.L drawdown since its inception was -36.72%, smaller than the maximum IGC drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for IIND.L and IGC.


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Drawdown Indicators


IIND.LIGCDifference

Max Drawdown

Largest peak-to-trough decline

-36.72%

-99.70%

+62.98%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-47.49%

+27.72%

Max Drawdown (3Y)

Largest decline over 3 years

-24.77%

-66.36%

+41.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

-90.98%

+66.21%

Max Drawdown (10Y)

Largest decline over 10 years

-98.17%

Current Drawdown

Current decline from peak

-21.93%

-99.28%

+77.35%

Average Drawdown

Average peak-to-trough decline

-7.75%

-88.97%

+81.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.85%

28.94%

-20.09%

Volatility

IIND.L vs. IGC - Volatility Comparison

The current volatility for iShares MSCI India UCITS ETF USD (Acc) (IIND.L) is 6.07%, while India Globalization Capital, Inc. (IGC) has a volatility of 9.12%. This indicates that IIND.L experiences smaller price fluctuations and is considered to be less risky than IGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIND.LIGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

9.12%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

37.46%

-24.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

57.20%

-41.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

90.40%

-74.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.76%

208.47%

-187.71%

Dividends

IIND.L vs. IGC - Dividend Comparison

Neither IIND.L nor IGC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IIND.L and IGC have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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