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INCO vs. 1YD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INCO vs. 1YD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and Broadcom Inc (1YD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

INCO is traded in USD, while 1YD.DE is traded in EUR. To make them comparable, the 1YD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, INCO achieves a -12.41% return, which is significantly lower than 1YD.DE's 13.82% return.


INCO

1D
-0.65%
1M
-6.27%
YTD
-12.41%
6M
-10.02%
1Y
-12.31%
3Y*
6.45%
5Y*
5.53%
10Y*
8.31%

1YD.DE

1D
0.00%
1M
-6.31%
YTD
13.82%
6M
-0.97%
1Y
59.83%
3Y*
86.02%
5Y*
86.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INCO vs. 1YD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
INCO
Columbia India Consumer ETF
-12.41%0.59%12.70%34.63%-7.01%19.28%14.55%4.23%
1YD.DE
Broadcom Inc
13.82%49.16%130.34%160.41%15.93%123.78%135.35%25.78%

Correlation

The correlation between INCO and 1YD.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.21

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Return for Risk

INCO vs. 1YD.DE — Risk / Return Rank

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

INCO
INCO Risk / Return Rank: 33
Overall Rank
INCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 33
Sortino Ratio Rank
INCO Omega Ratio Rank: 44
Omega Ratio Rank
INCO Calmar Ratio Rank: 44
Calmar Ratio Rank
INCO Martin Ratio Rank: 11
Martin Ratio Rank

1YD.DE
1YD.DE Risk / Return Rank: 7878
Overall Rank
1YD.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
1YD.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
1YD.DE Omega Ratio Rank: 7676
Omega Ratio Rank
1YD.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
1YD.DE Martin Ratio Rank: 7878
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.

INCO vs. 1YD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) and Broadcom Inc (1YD.DE). 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.


INCO1YD.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

0.89

1.26

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.58

2.29

-2.86

Martin ratioReturn relative to average drawdown

-1.46

5.39

-6.84

INCO vs. 1YD.DE - Sharpe Ratio Comparison

The current INCO Sharpe Ratio is -0.73, which is lower than the 1YD.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of INCO and 1YD.DE, 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


INCO1YD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.73

1.41

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.98

-1.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

2.09

-1.68

Drawdowns

INCO vs. 1YD.DE - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, roughly equal to the maximum 1YD.DE drawdown of -45.93%. Use the drawdown chart below to compare losses from any high point for INCO and 1YD.DE.


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Drawdown Indicators


INCO1YD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-45.93%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-27.85%

+6.48%

Max Drawdown (3Y)

Largest decline over 3 years

-29.98%

-41.34%

+11.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

-41.34%

+11.36%

Max Drawdown (10Y)

Largest decline over 10 years

-47.69%

Current Drawdown

Current decline from peak

-25.40%

-18.56%

-6.84%

Average Drawdown

Average peak-to-trough decline

-10.58%

-6.13%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

11.84%

-3.37%

Volatility

INCO vs. 1YD.DE - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 5.50%, while Broadcom Inc (1YD.DE) has a volatility of 21.29%. This indicates that INCO experiences smaller price fluctuations and is considered to be less risky than 1YD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INCO1YD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

21.29%

-15.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

34.94%

-20.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

45.37%

-28.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

42.82%

-25.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.32%

43.68%

-23.36%

Dividends

INCO vs. 1YD.DE - Dividend Comparison

INCO has not paid dividends to shareholders, while 1YD.DE's dividend yield for the trailing twelve months is around 0.61%.


PositionTTM2025202420232022202120202019201820172016
1YD.DE
Broadcom Inc
0.61%0.71%5.07%18.76%32.68%25.02%38.20%11.48%0.00%0.00%0.00%
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%

Frequently Asked Questions


INCO and 1YD.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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