MSBHF vs. EXI
MSBHF (Mitsubishi Corp) is a stock, while EXI (iShares Global Industrials ETF) is Industrials Equities fund tracking the S&P Global 1200 / Industrials -SEC. Over the past 10 years, MSBHF returned 23.29%/yr vs 12.43%/yr for EXI. At a 0.17 correlation, their price movements are largely independent.
Performance
MSBHF vs. EXI - Performance Comparison
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Returns By Period
In the year-to-date period, MSBHF achieves a 43.17% return, which is significantly higher than EXI's 10.88% return. Over the past 10 years, MSBHF has outperformed EXI with an annualized return of 23.29%, while EXI has yielded a comparatively lower 12.43% annualized return.
MSBHF
- 1D
- 4.98%
- 1M
- -2.95%
- YTD
- 43.17%
- 6M
- 37.76%
- 1Y
- 64.15%
- 3Y*
- 35.22%
- 5Y*
- 32.24%
- 10Y*
- 23.29%
EXI
- 1D
- -0.21%
- 1M
- 1.21%
- YTD
- 10.88%
- 6M
- 13.08%
- 1Y
- 22.09%
- 3Y*
- 20.74%
- 5Y*
- 11.17%
- 10Y*
- 12.43%
MSBHF vs. EXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSBHF Mitsubishi Corp | 43.17% | 45.58% | 4.78% | 55.88% | 4.23% | 31.37% | 5.16% | -5.35% | 12.97% | 19.70% |
EXI iShares Global Industrials ETF | 10.88% | 25.88% | 12.47% | 22.04% | -12.36% | 17.37% | 11.33% | 27.13% | -14.41% | 25.16% |
Correlation
The correlation between MSBHF and EXI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2007 | 0.17 |
The correlation between MSBHF and EXI shifts across timeframes, from 0.17 (all time) to 0.33 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSBHF vs. EXI — Risk / Return Rank
MSBHF
EXI
MSBHF vs. EXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mitsubishi Corp (MSBHF) and iShares Global Industrials ETF (EXI). 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.
| MSBHF | EXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 1.80 | +1.78 |
| Martin ratioReturn relative to average drawdown | 13.16 | 7.30 | +5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSBHF | EXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.39 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.66 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.68 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.42 | -0.12 |
Drawdowns
MSBHF vs. EXI - Drawdown Comparison
The maximum MSBHF drawdown since its inception was -66.05%, which is greater than EXI's maximum drawdown of -62.60%. Use the drawdown chart below to compare losses from any high point for MSBHF and EXI.
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Drawdown Indicators
| MSBHF | EXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.05% | -62.60% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -18.05% | -12.35% | -5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -32.60% | -14.38% | -18.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -27.23% | -5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -37.81% | -39.56% | +1.75% |
Current DrawdownCurrent decline from peak | -12.44% | -3.16% | -9.28% |
Average DrawdownAverage peak-to-trough decline | -24.37% | -9.97% | -14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 3.03% | +1.86% |
Volatility
MSBHF vs. EXI - Volatility Comparison
Mitsubishi Corp (MSBHF) has a higher volatility of 14.99% compared to iShares Global Industrials ETF (EXI) at 5.33%. This indicates that MSBHF's price experiences larger fluctuations and is considered to be riskier than EXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSBHF | EXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.99% | 5.33% | +9.66% |
Volatility (6M)Calculated over the trailing 6-month period | 26.46% | 13.42% | +13.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.27% | 15.92% | +17.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.09% | 16.99% | +14.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.50% | 18.41% | +10.09% |
Dividends
MSBHF vs. EXI - Dividend Comparison
MSBHF's dividend yield for the trailing twelve months is around 2.19%, more than EXI's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI iShares Global Industrials ETF | 1.19% | 1.32% | 1.47% | 1.84% | 1.63% | 1.42% | 1.26% | 1.72% | 2.21% | 1.48% | 1.75% | 1.95% |
MSBHF Mitsubishi Corp | 2.19% | 3.05% | 3.54% | 3.03% | 3.46% | 3.84% | 5.07% | 4.56% | 3.64% | 1.42% | 1.39% | 0.00% |
Frequently Asked Questions
MSBHF and EXI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSBHF has higher volatility (14.99%) compared to EXI (5.33%). In terms of maximum drawdown, MSBHF dropped -66.05% vs EXI's -62.60%.
MSBHF currently has the higher Sharpe Ratio (1.94 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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