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

Key characteristics


INQQVWO
YTD Return15.67%12.13%
1Y Return26.74%19.33%
Sharpe Ratio1.541.31
Sortino Ratio2.071.90
Omega Ratio1.281.24
Calmar Ratio1.210.80
Martin Ratio8.767.26
Ulcer Index3.05%2.69%
Daily Std Dev17.39%14.95%
Max Drawdown-40.82%-67.68%
Current Drawdown-6.99%-9.74%

Correlation

-0.50.00.51.00.5

The correlation between INQQ and VWO is 0.50, 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. VWO - Performance Comparison

In the year-to-date period, INQQ achieves a 15.67% return, which is significantly higher than VWO's 12.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.77%
3.70%
INQQ
VWO

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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.


INQQ
India Internet & Ecommerce ETF
Expense ratio chart for INQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

INQQ vs. VWO - Risk-Adjusted Performance 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.


INQQ
Sharpe ratio
The chart of Sharpe ratio for INQQ, currently valued at 1.54, compared to the broader market-2.000.002.004.006.001.54
Sortino ratio
The chart of Sortino ratio for INQQ, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.0012.002.07
Omega ratio
The chart of Omega ratio for INQQ, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for INQQ, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.21
Martin ratio
The chart of Martin ratio for INQQ, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.00100.008.76
VWO
Sharpe ratio
The chart of Sharpe ratio for VWO, currently valued at 1.31, compared to the broader market-2.000.002.004.006.001.31
Sortino ratio
The chart of Sortino ratio for VWO, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.0012.001.90
Omega ratio
The chart of Omega ratio for VWO, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for VWO, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.48
Martin ratio
The chart of Martin ratio for VWO, currently valued at 7.26, compared to the broader market0.0020.0040.0060.0080.00100.007.26

INQQ vs. VWO - Sharpe Ratio Comparison

The current INQQ Sharpe Ratio is 1.54, which is comparable to the VWO Sharpe Ratio of 1.31. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.54
1.31
INQQ
VWO

Dividends

INQQ vs. VWO - Dividend Comparison

INQQ's dividend yield for the trailing twelve months is around 0.04%, less than VWO's 2.64% yield.


TTM20232022202120202019201820172016201520142013
INQQ
India Internet & Ecommerce ETF
0.04%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.64%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

INQQ vs. VWO - Drawdown Comparison

The maximum INQQ drawdown since its inception was -40.82%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.99%
-7.60%
INQQ
VWO

Volatility

INQQ vs. VWO - Volatility Comparison

The current volatility for India Internet & Ecommerce ETF (INQQ) is 4.74%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 5.08%. This indicates that INQQ experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.74%
5.08%
INQQ
VWO