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MCHI vs. INDA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCHI vs. INDA - Performance Comparison

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

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MCHI vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCHI
iShares MSCI China ETF
-6.78%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%
INDA
iShares MSCI India ETF
-13.58%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%

Returns By Period

In the year-to-date period, MCHI achieves a -6.78% return, which is significantly higher than INDA's -13.58% return. Over the past 10 years, MCHI has underperformed INDA with an annualized return of 4.62%, while INDA has yielded a comparatively higher 6.85% annualized return.


MCHI

1D
-0.32%
1M
-4.29%
YTD
-6.78%
6M
-14.44%
1Y
4.94%
3Y*
6.44%
5Y*
-5.72%
10Y*
4.62%

INDA

1D
-0.28%
1M
-8.32%
YTD
-13.58%
6M
-10.84%
1Y
-8.50%
3Y*
6.19%
5Y*
3.44%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCHI vs. INDA - Expense Ratio Comparison

MCHI has a 0.59% expense ratio, which is lower than INDA's 0.69% expense ratio.


Return for Risk

MCHI vs. INDA — Risk / Return Rank

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

MCHI
MCHI Risk / Return Rank: 1717
Overall Rank
MCHI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1717
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1717
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1717
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 44
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
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.

MCHI vs. INDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) 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.


MCHIINDADifference

Sharpe ratio

Return per unit of total volatility

0.21

-0.55

+0.76

Sortino ratio

Return per unit of downside risk

0.45

-0.70

+1.15

Omega ratio

Gain probability vs. loss probability

1.06

0.92

+0.14

Calmar ratio

Return relative to maximum drawdown

0.30

-0.50

+0.80

Martin ratio

Return relative to average drawdown

0.79

-1.63

+2.41

MCHI vs. INDA - Sharpe Ratio Comparison

The current MCHI Sharpe Ratio is 0.21, which is higher than the INDA Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of MCHI 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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Sharpe Ratios by Period


MCHIINDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

-0.55

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.22

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.33

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.23

-0.14

Correlation

The correlation between MCHI and INDA is 0.49, 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

MCHI vs. INDA - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.27%, while INDA has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MCHI
iShares MSCI China ETF
2.27%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%

Drawdowns

MCHI vs. INDA - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.95%, which is greater than INDA's maximum drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for MCHI and INDA.


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Drawdown Indicators


MCHIINDADifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-45.07%

-17.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-18.69%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-57.18%

-22.72%

-34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-62.95%

-45.07%

-17.88%

Current Drawdown

Current decline from peak

-36.43%

-20.53%

-15.90%

Average Drawdown

Average peak-to-trough decline

-24.40%

-9.48%

-14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

5.70%

+0.93%

Volatility

MCHI vs. INDA - Volatility Comparison

iShares MSCI China ETF (MCHI) and iShares MSCI India ETF (INDA) have volatilities of 6.82% and 6.79%, 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


MCHIINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

6.79%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

10.88%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

15.58%

+8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.67%

15.38%

+15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

21.12%

+6.27%