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INDH vs. INDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDH vs. INDA - Performance Comparison

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

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INDH vs. INDA - Yearly Performance Comparison


2026 (YTD)20252024
INDH
WisdomTree India Hedged Equity Fund
-10.24%6.76%5.05%
INDA
iShares MSCI India ETF
-13.34%2.68%2.81%

Returns By Period

In the year-to-date period, INDH achieves a -10.24% return, which is significantly higher than INDA's -13.34% return.


INDH

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

INDA

1D
3.13%
1M
-10.39%
YTD
-13.34%
6M
-10.03%
1Y
-9.01%
3Y*
6.29%
5Y*
3.50%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INDH vs. INDA - Expense Ratio Comparison

INDH has a 0.64% expense ratio, which is lower than INDA's 0.69% expense ratio.


Return for Risk

INDH vs. INDA — 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

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: 55
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
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. INDA - Risk-Adjusted Trends Comparison

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


INDHINDADifference

Sharpe ratio

Return per unit of total volatility

-0.14

-0.58

+0.44

Sortino ratio

Return per unit of downside risk

-0.10

-0.75

+0.65

Omega ratio

Gain probability vs. loss probability

0.99

0.91

+0.08

Calmar ratio

Return relative to maximum drawdown

-0.18

-0.46

+0.28

Martin ratio

Return relative to average drawdown

-0.69

-1.54

+0.86

INDH vs. INDA - Sharpe Ratio Comparison

The current INDH Sharpe Ratio is -0.14, which is higher than the INDA Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of INDH and INDA, 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


INDHINDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.58

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.23

-0.21

Correlation

The correlation between INDH and INDA is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

INDH vs. INDA - Dividend Comparison

INDH's dividend yield for the trailing twelve months is around 5.85%, while INDA has not paid dividends to shareholders.


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%
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%

Drawdowns

INDH vs. INDA - Drawdown Comparison

The maximum INDH drawdown since its inception was -15.05%, smaller than the maximum INDA drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for INDH and INDA.


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Drawdown Indicators


INDHINDADifference

Max Drawdown

Largest peak-to-trough decline

-15.05%

-45.07%

+30.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-18.69%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

Current Drawdown

Current decline from peak

-12.24%

-20.31%

+8.07%

Average Drawdown

Average peak-to-trough decline

-5.36%

-9.48%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.61%

-2.21%

Volatility

INDH vs. INDA - Volatility Comparison

WisdomTree India Hedged Equity Fund (INDH) has a higher volatility of 7.80% compared to iShares MSCI India ETF (INDA) at 6.88%. This indicates that INDH's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDHINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

6.88%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

10.87%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

15.58%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

15.38%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

21.12%

-6.69%