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IMVP vs. INDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMVP vs. INDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco India ETF (IMVP) and iShares India 50 ETF (INDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IMVP having a -16.08% return and INDY slightly higher at -15.38%. Over the past 10 years, IMVP has outperformed INDY with an annualized return of 8.19%, while INDY has yielded a comparatively lower 6.14% annualized return.


IMVP

1D
-2.11%
1M
-2.53%
YTD
-16.08%
6M
-14.80%
1Y
-16.87%
3Y*
2.95%
5Y*
2.42%
10Y*
8.19%

INDY

1D
-1.35%
1M
-3.23%
YTD
-15.38%
6M
-14.03%
1Y
-14.69%
3Y*
1.39%
5Y*
1.15%
10Y*
6.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMVP vs. INDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMVP
Invesco India ETF
-16.08%1.30%9.07%22.82%-9.35%23.68%18.41%14.26%-7.55%38.51%
INDY
iShares India 50 ETF
-15.38%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%36.15%

Correlation

The correlation between IMVP and INDY is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.90

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.94

The correlation between IMVP and INDY has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

IMVP vs. INDY — Risk / Return Rank

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

IMVP
IMVP Risk / Return Rank: 11
Overall Rank
IMVP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IMVP Sortino Ratio Rank: 22
Sortino Ratio Rank
IMVP Omega Ratio Rank: 22
Omega Ratio Rank
IMVP Calmar Ratio Rank: 22
Calmar Ratio Rank
IMVP Martin Ratio Rank: 00
Martin Ratio Rank

INDY
INDY Risk / Return Rank: 11
Overall Rank
INDY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 11
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 22
Calmar Ratio Rank
INDY Martin Ratio Rank: 00
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.

IMVP vs. INDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco India ETF (IMVP) 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.


IMVPINDYDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

0.83

0.83

0.00

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.78

-0.01

Martin ratioReturn relative to average drawdown

-1.84

-1.78

-0.06

IMVP vs. INDY - Sharpe Ratio Comparison

The current IMVP Sharpe Ratio is -1.05, which is comparable to the INDY Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of IMVP and INDY, 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


IMVPINDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

-1.04

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.08

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.31

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.21

-0.10

Drawdowns

IMVP vs. INDY - Drawdown Comparison

The maximum IMVP drawdown since its inception was -64.54%, which is greater than INDY's maximum drawdown of -44.74%. Use the drawdown chart below to compare losses from any high point for IMVP and INDY.


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Drawdown Indicators


IMVPINDYDifference

Max Drawdown

Largest peak-to-trough decline

-64.54%

-44.74%

-19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-21.44%

-18.95%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-25.80%

-22.40%

-3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-22.40%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-43.50%

+3.81%

Current Drawdown

Current decline from peak

-23.71%

-21.00%

-2.71%

Average Drawdown

Average peak-to-trough decline

-16.70%

-12.22%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.16%

8.25%

+0.91%

Volatility

IMVP vs. INDY - Volatility Comparison

Invesco India ETF (IMVP) has a higher volatility of 6.00% compared to iShares India 50 ETF (INDY) at 4.79%. This indicates that IMVP'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


IMVPINDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

4.79%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.16%

12.25%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

14.18%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

14.94%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

19.58%

+0.01%

IMVP vs. INDY - Expense Ratio Comparison

IMVP has a 0.78% expense ratio, which is lower than INDY's 0.94% expense ratio.


Dividends

IMVP vs. INDY - Dividend Comparison

IMVP's dividend yield for the trailing twelve months is around 8.81%, less than INDY's 9.58% yield.


PositionTTM20252024202320222021202020192018201720162015
IMVP
Invesco India ETF
8.81%7.39%8.48%2.08%14.07%6.95%0.72%36.35%0.96%1.01%1.18%0.61%
INDY
iShares India 50 ETF
9.58%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%

Frequently Asked Questions


With a correlation of 0.92, IMVP and INDY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IMVP has higher volatility (6.00%) compared to INDY (4.79%). In terms of maximum drawdown, IMVP dropped -64.54% vs INDY's -44.74%.

On 10-year performance, IMVP leads with 8.19% vs 6.14% for INDY. On fees, IMVP is cheaper at 0.78% per year. On volatility, INDY has been the lower-risk option at 4.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IMVP has performed better with a 8.19% return vs 6.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMVP is cheaper with a 0.78% expense ratio, compared with 0.94% for INDY.

INDY has the higher dividend yield at 9.58%, compared with 8.81% for IMVP.

IMVP is categorized as Emerging Markets Equities, while INDY is Asia Pacific Equities. IMVP tracks FTSE India Quality and Yield Select Index, while INDY tracks S&P CNX Nifty Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.78% for IMVP and 0.94% for INDY.

INDY currently has the higher Sharpe Ratio (-1.04 vs -1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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