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INDA vs. MCHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDA vs. MCHI - Performance Comparison

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

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INDA vs. MCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDA
iShares MSCI India ETF
-13.58%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%
MCHI
iShares MSCI China ETF
-6.78%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%

Returns By Period

In the year-to-date period, INDA achieves a -13.58% return, which is significantly lower than MCHI's -6.78% return. Over the past 10 years, INDA has outperformed MCHI with an annualized return of 6.85%, while MCHI has yielded a comparatively lower 4.62% annualized return.


INDA

1D
-0.28%
1M
-8.32%
YTD
-13.58%
6M
-10.84%
1Y
-8.50%
3Y*
6.19%
5Y*
3.44%
10Y*
6.85%

MCHI

1D
-0.32%
1M
-4.29%
YTD
-6.78%
6M
-14.44%
1Y
4.94%
3Y*
6.44%
5Y*
-5.72%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INDA vs. MCHI - Expense Ratio Comparison

INDA has a 0.69% expense ratio, which is higher than MCHI's 0.59% expense ratio.


Return for Risk

INDA vs. MCHI — Risk / Return Rank

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

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

MCHI
MCHI Risk / Return Rank: 1717
Overall Rank
MCHI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1717
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1717
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1717
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.

INDA vs. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India ETF (INDA) and iShares MSCI China ETF (MCHI). 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.


INDAMCHIDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.21

-0.76

Sortino ratio

Return per unit of downside risk

-0.70

0.45

-1.15

Omega ratio

Gain probability vs. loss probability

0.92

1.06

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.50

0.30

-0.80

Martin ratio

Return relative to average drawdown

-1.63

0.79

-2.41

INDA vs. MCHI - Sharpe Ratio Comparison

The current INDA Sharpe Ratio is -0.55, which is lower than the MCHI Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of INDA and MCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INDAMCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.21

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.19

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.17

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.09

+0.14

Correlation

The correlation between INDA and MCHI is 0.49, 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.


Dividends

INDA vs. MCHI - Dividend Comparison

INDA has not paid dividends to shareholders, while MCHI's dividend yield for the trailing twelve months is around 2.27%.


TTM20252024202320222021202020192018201720162015
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%
MCHI
iShares MSCI China ETF
2.27%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Drawdowns

INDA vs. MCHI - Drawdown Comparison

The maximum INDA drawdown since its inception was -45.07%, smaller than the maximum MCHI drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for INDA and MCHI.


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Drawdown Indicators


INDAMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-45.07%

-62.95%

+17.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.69%

-17.17%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.72%

-57.18%

+34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-62.95%

+17.88%

Current Drawdown

Current decline from peak

-20.53%

-36.43%

+15.90%

Average Drawdown

Average peak-to-trough decline

-9.48%

-24.40%

+14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

6.63%

-0.93%

Volatility

INDA vs. MCHI - Volatility Comparison

iShares MSCI India ETF (INDA) and iShares MSCI China ETF (MCHI) have volatilities of 6.79% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDAMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

6.82%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

14.83%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

23.85%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

30.67%

-15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

27.39%

-6.27%