PortfoliosLab logoPortfoliosLab logo
INDH vs. EWT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDH vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree India Hedged Equity Fund (INDH) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

INDH vs. EWT - Yearly Performance Comparison


2026 (YTD)20252024
INDH
WisdomTree India Hedged Equity Fund
-10.24%6.76%5.05%
EWT
iShares MSCI Taiwan ETF
11.63%28.38%9.25%

Returns By Period

In the year-to-date period, INDH achieves a -10.24% return, which is significantly lower than EWT's 11.63% return.


INDH

1D
2.18%
1M
-7.60%
YTD
-10.24%
6M
-5.51%
1Y
-1.98%
3Y*
5Y*
10Y*

EWT

1D
2.84%
1M
-6.28%
YTD
11.63%
6M
16.60%
1Y
56.23%
3Y*
22.26%
5Y*
10.25%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


INDH vs. EWT - Expense Ratio Comparison

INDH has a 0.64% expense ratio, which is higher than EWT's 0.59% expense ratio.


Return for Risk

INDH vs. EWT — Risk / Return Rank

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

INDH
INDH Risk / Return Rank: 88
Overall Rank
INDH Sharpe Ratio Rank: 99
Sharpe Ratio Rank
INDH Sortino Ratio Rank: 88
Sortino Ratio Rank
INDH Omega Ratio Rank: 88
Omega Ratio Rank
INDH Calmar Ratio Rank: 99
Calmar Ratio Rank
INDH Martin Ratio Rank: 66
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9393
Overall Rank
EWT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWT Omega Ratio Rank: 9191
Omega Ratio Rank
EWT Calmar Ratio Rank: 9494
Calmar Ratio Rank
EWT Martin Ratio Rank: 9494
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.

INDH vs. EWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Hedged Equity Fund (INDH) and iShares MSCI Taiwan ETF (EWT). 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.


INDHEWTDifference

Sharpe ratio

Return per unit of total volatility

-0.14

2.11

-2.25

Sortino ratio

Return per unit of downside risk

-0.10

2.80

-2.90

Omega ratio

Gain probability vs. loss probability

0.99

1.38

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.18

3.55

-3.73

Martin ratio

Return relative to average drawdown

-0.69

14.26

-14.94

INDH vs. EWT - Sharpe Ratio Comparison

The current INDH Sharpe Ratio is -0.14, which is lower than the EWT Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of INDH and EWT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


INDHEWTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

2.11

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.20

-0.18

Correlation

The correlation between INDH and EWT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

INDH vs. EWT - Dividend Comparison

INDH's dividend yield for the trailing twelve months is around 5.85%, more than EWT's 3.97% yield.


TTM20252024202320222021202020192018201720162015
INDH
WisdomTree India Hedged Equity Fund
5.85%5.25%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWT
iShares MSCI Taiwan ETF
3.97%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Drawdowns

INDH vs. EWT - Drawdown Comparison

The maximum INDH drawdown since its inception was -15.05%, smaller than the maximum EWT drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for INDH and EWT.


Loading graphics...

Drawdown Indicators


INDHEWTDifference

Max Drawdown

Largest peak-to-trough decline

-15.05%

-64.37%

+49.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-15.53%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

Current Drawdown

Current decline from peak

-12.24%

-7.97%

-4.27%

Average Drawdown

Average peak-to-trough decline

-5.36%

-19.35%

+13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.87%

-0.47%

Volatility

INDH vs. EWT - Volatility Comparison

The current volatility for WisdomTree India Hedged Equity Fund (INDH) is 7.80%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 11.00%. This indicates that INDH experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


INDHEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

11.00%

-3.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

18.14%

-7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

26.85%

-12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

22.32%

-7.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

21.22%

-6.79%