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SMIN vs. BILI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMIN vs. BILI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and Bilibili Inc. (BILI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMIN achieves a -4.03% return, which is significantly higher than BILI's -27.37% return.


SMIN

1D
1.44%
1M
0.72%
YTD
-4.03%
6M
-1.54%
1Y
-8.33%
3Y*
8.94%
5Y*
6.19%
10Y*
9.73%

BILI

1D
-2.72%
1M
-12.11%
YTD
-27.37%
6M
-27.40%
1Y
-10.79%
3Y*
1.92%
5Y*
-30.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMIN vs. BILI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SMIN
iShares MSCI India Small-Cap ETF
-4.03%-6.68%16.78%35.41%-14.23%44.43%19.59%-5.21%-16.57%
BILI
Bilibili Inc.
-27.37%35.78%48.81%-48.63%-48.94%-45.87%360.37%27.62%48.88%

Correlation

The correlation between SMIN and BILI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.23

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Return for Risk

SMIN vs. BILI — Risk / Return Rank

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

SMIN
SMIN Risk / Return Rank: 55
Overall Rank
SMIN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SMIN Sortino Ratio Rank: 55
Sortino Ratio Rank
SMIN Omega Ratio Rank: 55
Omega Ratio Rank
SMIN Calmar Ratio Rank: 66
Calmar Ratio Rank
SMIN Martin Ratio Rank: 66
Martin Ratio Rank

BILI
BILI Risk / Return Rank: 3131
Overall Rank
BILI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BILI Sortino Ratio Rank: 3030
Sortino Ratio Rank
BILI Omega Ratio Rank: 3030
Omega Ratio Rank
BILI Calmar Ratio Rank: 3434
Calmar Ratio Rank
BILI Martin Ratio Rank: 3232
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.

SMIN vs. BILI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) and Bilibili Inc. (BILI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMINBILIDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.93

0.99

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.27

-0.12

Martin ratioReturn relative to average drawdown

-0.87

-0.60

-0.27

SMIN vs. BILI - Sharpe Ratio Comparison

The current SMIN Sharpe Ratio is -0.51, which is lower than the BILI Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SMIN and BILI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMIN vs. BILI - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for SMIN and BILI.


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Drawdown Indicators


SMINBILIDifference

Max Drawdown

Largest peak-to-trough decline

-60.50%

-94.30%

+33.80%

Max Drawdown (1Y)

Largest decline over 1 year

-24.54%

-52.06%

+27.52%

Max Drawdown (3Y)

Largest decline over 3 years

-27.58%

-53.12%

+25.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-92.97%

+65.39%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

Current Drawdown

Current decline from peak

-16.07%

-88.58%

+72.51%

Average Drawdown

Average peak-to-trough decline

-14.62%

-57.96%

+43.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

23.32%

-12.31%

Volatility

SMIN vs. BILI - Volatility Comparison

The current volatility for iShares MSCI India Small-Cap ETF (SMIN) is 4.86%, while Bilibili Inc. (BILI) has a volatility of 18.55%. This indicates that SMIN experiences smaller price fluctuations and is considered to be less risky than BILI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMINBILIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

18.55%

-13.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

36.58%

-21.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

49.74%

-31.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

79.14%

-60.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

73.93%

-51.10%

Dividends

SMIN vs. BILI - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 2.10%, while BILI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BILI
Bilibili Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMIN
iShares MSCI India Small-Cap ETF
2.10%2.01%6.84%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%

Frequently Asked Questions


SMIN and BILI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILI has higher volatility (18.55%) compared to SMIN (4.86%). In terms of maximum drawdown, SMIN dropped -60.50% vs BILI's -94.30%.

BILI currently has the higher Sharpe Ratio (-0.28 vs -0.51), 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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