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SMIN vs. QFIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMIN vs. QFIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and 360 DigiTech, Inc. (QFIN). 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 QFIN's -15.31% 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%

QFIN

1D
2.67%
1M
17.56%
YTD
-15.31%
6M
-17.62%
1Y
-59.79%
3Y*
7.60%
5Y*
-12.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMIN vs. QFIN - 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%2.83%
QFIN
360 DigiTech, Inc.
-15.31%-47.46%162.76%-16.28%-6.54%97.15%20.68%-36.99%-7.75%

Correlation

The correlation between SMIN and QFIN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.17

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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2018

0.21

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Return for Risk

SMIN vs. QFIN — 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

QFIN
QFIN Risk / Return Rank: 88
Overall Rank
QFIN Sharpe Ratio Rank: 44
Sharpe Ratio Rank
QFIN Sortino Ratio Rank: 33
Sortino Ratio Rank
QFIN Omega Ratio Rank: 44
Omega Ratio Rank
QFIN Calmar Ratio Rank: 1010
Calmar Ratio Rank
QFIN Martin Ratio Rank: 1818
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. QFIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) and 360 DigiTech, Inc. (QFIN). 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.


SMINQFINDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

0.93

0.76

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.83

+0.44

Martin ratioReturn relative to average drawdown

-0.87

-1.13

+0.27

SMIN vs. QFIN - Sharpe Ratio Comparison

The current SMIN Sharpe Ratio is -0.51, which is higher than the QFIN Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of SMIN and QFIN, 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. QFIN - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, smaller than the maximum QFIN drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SMIN and QFIN.


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Drawdown Indicators


SMINQFINDifference

Max Drawdown

Largest peak-to-trough decline

-60.50%

-76.74%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-24.54%

-72.31%

+47.77%

Max Drawdown (3Y)

Largest decline over 3 years

-27.58%

-73.15%

+45.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-76.74%

+49.16%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

Current Drawdown

Current decline from peak

-16.07%

-64.51%

+48.44%

Average Drawdown

Average peak-to-trough decline

-14.62%

-45.54%

+30.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

53.01%

-42.00%

Volatility

SMIN vs. QFIN - Volatility Comparison

The current volatility for iShares MSCI India Small-Cap ETF (SMIN) is 4.86%, while 360 DigiTech, Inc. (QFIN) has a volatility of 29.45%. This indicates that SMIN experiences smaller price fluctuations and is considered to be less risky than QFIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMINQFINDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

29.45%

-24.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

38.71%

-23.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

55.12%

-36.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

66.39%

-47.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.83%

72.04%

-49.21%

Dividends

SMIN vs. QFIN - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 2.10%, less than QFIN's 10.00% yield.


PositionTTM20252024202320222021202020192018201720162015
QFIN
360 DigiTech, Inc.
10.00%7.58%4.56%7.27%4.03%1.22%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 QFIN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFIN has higher volatility (29.45%) compared to SMIN (4.86%). In terms of maximum drawdown, SMIN dropped -60.50% vs QFIN's -76.74%.

SMIN currently has the higher Sharpe Ratio (-0.51 vs -1.09), 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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