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INDY vs. EWY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDY vs. EWY - Performance Comparison

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

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INDY vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDY
iShares India 50 ETF
-14.30%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%36.15%
EWY
iShares MSCI South Korea ETF
26.53%95.33%-20.48%19.05%-26.59%-7.58%39.43%7.97%-20.37%44.97%

Returns By Period

In the year-to-date period, INDY achieves a -14.30% return, which is significantly lower than EWY's 26.53% return. Over the past 10 years, INDY has underperformed EWY with an annualized return of 6.85%, while EWY has yielded a comparatively higher 11.06% annualized return.


INDY

1D
3.10%
1M
-10.49%
YTD
-14.30%
6M
-10.15%
1Y
-9.92%
3Y*
3.84%
5Y*
2.45%
10Y*
6.85%

EWY

1D
5.65%
1M
-18.74%
YTD
26.53%
6M
57.02%
1Y
132.74%
3Y*
29.24%
5Y*
8.53%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INDY vs. EWY - Expense Ratio Comparison

INDY has a 0.94% expense ratio, which is higher than EWY's 0.59% expense ratio.


Return for Risk

INDY vs. EWY — Risk / Return Rank

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

INDY
INDY Risk / Return Rank: 22
Overall Rank
INDY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 22
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 44
Calmar Ratio Rank
INDY Martin Ratio Rank: 11
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9898
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9898
Sortino Ratio Rank
EWY Omega Ratio Rank: 9797
Omega Ratio Rank
EWY Calmar Ratio Rank: 9898
Calmar Ratio Rank
EWY Martin Ratio Rank: 9898
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.

INDY vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India 50 ETF (INDY) and iShares MSCI South Korea ETF (EWY). 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.


INDYEWYDifference

Sharpe ratio

Return per unit of total volatility

-0.67

3.68

-4.35

Sortino ratio

Return per unit of downside risk

-0.90

3.87

-4.77

Omega ratio

Gain probability vs. loss probability

0.90

1.55

-0.65

Calmar ratio

Return relative to maximum drawdown

-0.51

5.61

-6.12

Martin ratio

Return relative to average drawdown

-1.73

22.88

-24.61

INDY vs. EWY - Sharpe Ratio Comparison

The current INDY Sharpe Ratio is -0.67, which is lower than the EWY Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of INDY and EWY, 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


INDYEWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.67

3.68

-4.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.32

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.42

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.27

-0.05

Correlation

The correlation between INDY and EWY is 0.56, 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

INDY vs. EWY - Dividend Comparison

INDY's dividend yield for the trailing twelve months is around 9.46%, more than EWY's 1.66% yield.


TTM20252024202320222021202020192018201720162015
INDY
iShares India 50 ETF
9.46%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%
EWY
iShares MSCI South Korea ETF
1.66%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

Drawdowns

INDY vs. EWY - Drawdown Comparison

The maximum INDY drawdown since its inception was -44.74%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for INDY and EWY.


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Drawdown Indicators


INDYEWYDifference

Max Drawdown

Largest peak-to-trough decline

-44.74%

-74.14%

+29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.95%

-23.08%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-48.55%

+26.15%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

-49.73%

+6.23%

Current Drawdown

Current decline from peak

-19.99%

-18.74%

-1.25%

Average Drawdown

Average peak-to-trough decline

-12.16%

-20.23%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

5.66%

-0.04%

Volatility

INDY vs. EWY - Volatility Comparison

The current volatility for iShares India 50 ETF (INDY) is 7.32%, while iShares MSCI South Korea ETF (EWY) has a volatility of 22.66%. This indicates that INDY experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDYEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

22.66%

-15.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

31.11%

-20.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

36.32%

-21.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

26.61%

-11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

26.19%

-6.57%