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INQQ vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INQQ vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in India Internet & Ecommerce ETF (INQQ) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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INQQ vs. VWO - Yearly Performance Comparison


2026 (YTD)2025202420232022
INQQ
India Internet & Ecommerce ETF
-20.32%-7.05%19.12%31.45%-34.73%
VWO
Vanguard FTSE Emerging Markets ETF
0.84%25.60%10.59%9.25%-12.95%

Returns By Period

In the year-to-date period, INQQ achieves a -20.32% return, which is significantly lower than VWO's 0.84% return.


INQQ

1D
0.77%
1M
-7.28%
YTD
-20.32%
6M
-23.62%
1Y
-16.32%
3Y*
7.47%
5Y*
10Y*

VWO

1D
0.30%
1M
-5.29%
YTD
0.84%
6M
1.39%
1Y
22.71%
3Y*
13.84%
5Y*
3.90%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INQQ vs. VWO - Expense Ratio Comparison

INQQ has a 0.86% expense ratio, which is higher than VWO's 0.08% expense ratio.


Return for Risk

INQQ vs. VWO — Risk / Return Rank

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

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

VWO
VWO Risk / Return Rank: 7070
Overall Rank
VWO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VWO Omega Ratio Rank: 6969
Omega Ratio Rank
VWO Calmar Ratio Rank: 7171
Calmar Ratio Rank
VWO Martin Ratio Rank: 6868
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.

INQQ vs. VWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for India Internet & Ecommerce ETF (INQQ) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


INQQVWODifference

Sharpe ratio

Return per unit of total volatility

-0.81

1.28

-2.09

Sortino ratio

Return per unit of downside risk

-1.08

1.80

-2.88

Omega ratio

Gain probability vs. loss probability

0.87

1.26

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.54

1.89

-2.43

Martin ratio

Return relative to average drawdown

-1.57

7.18

-8.75

INQQ vs. VWO - Sharpe Ratio Comparison

The current INQQ Sharpe Ratio is -0.81, which is lower than the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of INQQ and VWO, 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


INQQVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

1.28

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.25

-0.59

Correlation

The correlation between INQQ and VWO is 0.48, 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

INQQ vs. VWO - Dividend Comparison

INQQ's dividend yield for the trailing twelve months is around 2.80%, more than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
INQQ
India Internet & Ecommerce ETF
2.80%2.23%1.18%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.68%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Drawdowns

INQQ vs. VWO - Drawdown Comparison

The maximum INQQ drawdown since its inception was -40.53%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for INQQ and VWO.


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Drawdown Indicators


INQQVWODifference

Max Drawdown

Largest peak-to-trough decline

-40.53%

-67.68%

+27.15%

Max Drawdown (1Y)

Largest decline over 1 year

-30.41%

-12.23%

-18.18%

Max Drawdown (5Y)

Largest decline over 5 years

-32.80%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

Current Drawdown

Current decline from peak

-29.88%

-8.13%

-21.75%

Average Drawdown

Average peak-to-trough decline

-16.69%

-15.93%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.50%

3.22%

+7.28%

Volatility

INQQ vs. VWO - Volatility Comparison

India Internet & Ecommerce ETF (INQQ) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 7.25% and 7.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INQQVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

7.41%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

12.26%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

17.83%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

17.21%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

19.18%

+0.65%