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THD vs. BRAZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THD vs. BRAZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Thailand ETF (THD) and Global X Brazil Active ETF (BRAZ). The values are adjusted to include any dividend payments, if applicable.

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THD vs. BRAZ - Yearly Performance Comparison


2026 (YTD)202520242023
THD
iShares MSCI Thailand ETF
16.27%2.36%-2.21%-2.85%
BRAZ
Global X Brazil Active ETF
17.07%45.42%-29.74%17.56%

Returns By Period

The year-to-date returns for both investments are quite close, with THD having a 16.27% return and BRAZ slightly higher at 17.07%.


THD

1D
3.63%
1M
-7.55%
YTD
16.27%
6M
19.40%
1Y
38.44%
3Y*
1.39%
5Y*
-0.40%
10Y*
3.09%

BRAZ

1D
2.49%
1M
-3.15%
YTD
17.07%
6M
24.77%
1Y
52.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THD vs. BRAZ - Expense Ratio Comparison

THD has a 0.59% expense ratio, which is lower than BRAZ's 0.75% expense ratio.


Return for Risk

THD vs. BRAZ — Risk / Return Rank

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

THD
THD Risk / Return Rank: 8080
Overall Rank
THD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
THD Sortino Ratio Rank: 8585
Sortino Ratio Rank
THD Omega Ratio Rank: 7777
Omega Ratio Rank
THD Calmar Ratio Rank: 8888
Calmar Ratio Rank
THD Martin Ratio Rank: 7474
Martin Ratio Rank

BRAZ
BRAZ Risk / Return Rank: 9292
Overall Rank
BRAZ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BRAZ Sortino Ratio Rank: 9191
Sortino Ratio Rank
BRAZ Omega Ratio Rank: 8787
Omega Ratio Rank
BRAZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
BRAZ Martin Ratio Rank: 9292
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.

THD vs. BRAZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and Global X Brazil Active ETF (BRAZ). 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.


THDBRAZDifference

Sharpe ratio

Return per unit of total volatility

1.47

2.10

-0.63

Sortino ratio

Return per unit of downside risk

2.25

2.66

-0.41

Omega ratio

Gain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratio

Return relative to maximum drawdown

2.79

4.76

-1.97

Martin ratio

Return relative to average drawdown

7.61

13.26

-5.65

THD vs. BRAZ - Sharpe Ratio Comparison

The current THD Sharpe Ratio is 1.47, which is comparable to the BRAZ Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of THD and BRAZ, 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


THDBRAZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.10

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.59

-0.43

Correlation

The correlation between THD and BRAZ is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

THD vs. BRAZ - Dividend Comparison

THD's dividend yield for the trailing twelve months is around 2.89%, which matches BRAZ's 2.91% yield.


TTM20252024202320222021202020192018201720162015
THD
iShares MSCI Thailand ETF
2.89%3.36%3.15%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%
BRAZ
Global X Brazil Active ETF
2.91%3.41%4.16%1.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

THD vs. BRAZ - Drawdown Comparison

The maximum THD drawdown since its inception was -64.22%, which is greater than BRAZ's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for THD and BRAZ.


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Drawdown Indicators


THDBRAZDifference

Max Drawdown

Largest peak-to-trough decline

-64.22%

-31.02%

-33.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-10.93%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

Current Drawdown

Current decline from peak

-14.62%

-4.98%

-9.64%

Average Drawdown

Average peak-to-trough decline

-18.34%

-11.54%

-6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

3.93%

+1.00%

Volatility

THD vs. BRAZ - Volatility Comparison

iShares MSCI Thailand ETF (THD) and Global X Brazil Active ETF (BRAZ) have volatilities of 10.58% and 10.90%, 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


THDBRAZDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

10.90%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.11%

19.31%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

26.30%

25.40%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

23.60%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.50%

23.60%

-2.10%