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INDY vs. INDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDY and INDA is 0.55, 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.


Performance

INDY vs. INDA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

INDY:

0.28

INDA:

0.13

Sortino Ratio

INDY:

0.64

INDA:

0.39

Omega Ratio

INDY:

1.08

INDA:

1.05

Calmar Ratio

INDY:

0.33

INDA:

0.18

Martin Ratio

INDY:

0.69

INDA:

0.37

Ulcer Index

INDY:

8.54%

INDA:

9.02%

Daily Std Dev

INDY:

15.34%

INDA:

16.62%

Max Drawdown

INDY:

-44.74%

INDA:

-45.06%

Current Drawdown

INDY:

-6.13%

INDA:

-7.14%

Returns By Period

In the year-to-date period, INDY achieves a 5.55% return, which is significantly higher than INDA's 3.69% return. Both investments have delivered pretty close results over the past 10 years, with INDY having a 7.49% annualized return and INDA not far behind at 7.43%.


INDY

YTD

5.55%

1M

2.76%

6M

0.98%

1Y

3.83%

3Y*

9.59%

5Y*

17.30%

10Y*

7.49%

INDA

YTD

3.69%

1M

3.27%

6M

0.17%

1Y

1.67%

3Y*

10.39%

5Y*

17.64%

10Y*

7.43%

*Annualized

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iShares India 50 ETF

iShares MSCI India ETF

INDY vs. INDA - Expense Ratio Comparison

INDY has a 0.94% expense ratio, which is higher than INDA's 0.69% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

INDY vs. INDA — Risk-Adjusted Performance Rank

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

INDY
The Risk-Adjusted Performance Rank of INDY is 4040
Overall Rank
The Sharpe Ratio Rank of INDY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of INDY is 4444
Sortino Ratio Rank
The Omega Ratio Rank of INDY is 4242
Omega Ratio Rank
The Calmar Ratio Rank of INDY is 4747
Calmar Ratio Rank
The Martin Ratio Rank of INDY is 3232
Martin Ratio Rank

INDA
The Risk-Adjusted Performance Rank of INDA is 2828
Overall Rank
The Sharpe Ratio Rank of INDA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of INDA is 2929
Sortino Ratio Rank
The Omega Ratio Rank of INDA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of INDA is 3232
Calmar Ratio Rank
The Martin Ratio Rank of INDA is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INDY vs. INDA - Risk-Adjusted Performance Comparison

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


The current INDY Sharpe Ratio is 0.28, which is higher than the INDA Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of INDY 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

INDY vs. INDA - Dividend Comparison

INDY's dividend yield for the trailing twelve months is around 0.23%, less than INDA's 0.73% yield.


TTM20242023202220212020201920182017201620152014
INDY
iShares India 50 ETF
0.23%0.24%0.39%3.75%7.12%0.08%0.58%0.59%0.27%0.48%0.57%0.52%
INDA
iShares MSCI India ETF
0.73%0.76%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%

Drawdowns

INDY vs. INDA - Drawdown Comparison

The maximum INDY drawdown since its inception was -44.74%, roughly equal to the maximum INDA drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for INDY and INDA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

INDY vs. INDA - Volatility Comparison

The current volatility for iShares India 50 ETF (INDY) is 5.78%, while iShares MSCI India ETF (INDA) has a volatility of 6.44%. This indicates that INDY experiences smaller price fluctuations and is considered to be less risky than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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