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

Correlation

The correlation between INQQ and INDA is 0.44, 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

INQQ vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in India Internet & Ecommerce ETF (INQQ) 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

INQQ:

0.26

INDA:

0.15

Sortino Ratio

INQQ:

0.43

INDA:

0.25

Omega Ratio

INQQ:

1.06

INDA:

1.03

Calmar Ratio

INQQ:

0.21

INDA:

0.09

Martin Ratio

INQQ:

0.48

INDA:

0.19

Ulcer Index

INQQ:

9.49%

INDA:

8.90%

Daily Std Dev

INQQ:

22.22%

INDA:

16.10%

Max Drawdown

INQQ:

-40.82%

INDA:

-45.06%

Current Drawdown

INQQ:

-13.22%

INDA:

-10.86%

Returns By Period

In the year-to-date period, INQQ achieves a -8.34% return, which is significantly lower than INDA's -0.47% return.


INQQ

YTD

-8.34%

1M

4.65%

6M

-5.98%

1Y

6.03%

5Y*

N/A

10Y*

N/A

INDA

YTD

-0.47%

1M

3.70%

6M

-2.93%

1Y

2.72%

5Y*

16.63%

10Y*

7.14%

*Annualized

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INQQ vs. INDA - Expense Ratio Comparison

INQQ has a 0.86% expense ratio, which is higher than INDA's 0.69% expense ratio.


Risk-Adjusted Performance

INQQ vs. INDA — Risk-Adjusted Performance Rank

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

INQQ
The Risk-Adjusted Performance Rank of INQQ is 3333
Overall Rank
The Sharpe Ratio Rank of INQQ is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of INQQ is 3333
Sortino Ratio Rank
The Omega Ratio Rank of INQQ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of INQQ is 3636
Calmar Ratio Rank
The Martin Ratio Rank of INQQ is 2929
Martin Ratio Rank

INDA
The Risk-Adjusted Performance Rank of INDA is 2525
Overall Rank
The Sharpe Ratio Rank of INDA is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of INDA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of INDA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of INDA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of INDA is 2222
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.

INQQ vs. INDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for India Internet & Ecommerce ETF (INQQ) 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 INQQ Sharpe Ratio is 0.26, which is higher than the INDA Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of INQQ 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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Dividends

INQQ vs. INDA - Dividend Comparison

INQQ's dividend yield for the trailing twelve months is around 1.28%, more than INDA's 0.76% yield.


TTM20242023202220212020201920182017201620152014
INQQ
India Internet & Ecommerce ETF
1.28%1.18%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDA
iShares MSCI India ETF
0.76%0.76%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%

Drawdowns

INQQ vs. INDA - Drawdown Comparison

The maximum INQQ drawdown since its inception was -40.82%, smaller than the maximum INDA drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for INQQ and INDA. For additional features, visit the drawdowns tool.


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Volatility

INQQ vs. INDA - Volatility Comparison

India Internet & Ecommerce ETF (INQQ) has a higher volatility of 8.60% compared to iShares MSCI India ETF (INDA) at 5.72%. This indicates that INQQ'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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