THD vs. GREK
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and Global X MSCI Greece ETF (GREK).
THD and GREK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THD is a passively managed fund by iShares that tracks the performance of the MSCI Thailand Investable Market Index. It was launched on Mar 26, 2008. GREK is a passively managed fund by Global X that tracks the performance of the MSCI All Greece Select 25-50. It was launched on Dec 7, 2011. Both THD and GREK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: THD or GREK.
Performance
THD vs. GREK - Performance Comparison
Returns By Period
In the year-to-date period, THD achieves a 1.38% return, which is significantly lower than GREK's 5.59% return. Over the past 10 years, THD has outperformed GREK with an annualized return of -0.22%, while GREK has yielded a comparatively lower -0.53% annualized return.
THD
1.38%
-8.51%
7.45%
3.89%
-3.66%
-0.22%
GREK
5.59%
-6.88%
-9.63%
8.26%
8.36%
-0.53%
Key characteristics
| THD | GREK | |
|---|---|---|
| Sharpe Ratio | 0.24 | 0.55 |
| Sortino Ratio | 0.48 | 0.83 |
| Omega Ratio | 1.05 | 1.11 |
| Calmar Ratio | 0.11 | 0.24 |
| Martin Ratio | 0.52 | 2.35 |
| Ulcer Index | 7.90% | 4.29% |
| Daily Std Dev | 17.51% | 18.41% |
| Max Drawdown | -64.22% | -79.50% |
| Current Drawdown | -25.63% | -37.08% |
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THD vs. GREK - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is higher than GREK's 0.58% expense ratio.
Correlation
The correlation between THD and GREK is 0.36, 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.
Risk-Adjusted Performance
THD vs. GREK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and Global X MSCI Greece ETF (GREK). 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.
Dividends
THD vs. GREK - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.83%, more than GREK's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 2.83% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% | 2.34% | 2.93% |
GREK Global X MSCI Greece ETF | 2.24% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% | 0.97% | 0.12% |
Drawdowns
THD vs. GREK - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, smaller than the maximum GREK drawdown of -79.50%. Use the drawdown chart below to compare losses from any high point for THD and GREK. For additional features, visit the drawdowns tool.
Volatility
THD vs. GREK - Volatility Comparison
iShares MSCI Thailand ETF (THD) has a higher volatility of 6.33% compared to Global X MSCI Greece ETF (GREK) at 4.02%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than GREK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.