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THD vs. GREK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between THD and GREK is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

THD vs. GREK - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
21.06%
47.05%
THD
GREK

Key characteristics

Sharpe Ratio

THD:

-0.18

GREK:

1.31

Sortino Ratio

THD:

-0.11

GREK:

1.76

Omega Ratio

THD:

0.99

GREK:

1.26

Calmar Ratio

THD:

-0.09

GREK:

0.80

Martin Ratio

THD:

-0.34

GREK:

5.42

Ulcer Index

THD:

12.56%

GREK:

5.64%

Daily Std Dev

THD:

24.00%

GREK:

23.37%

Max Drawdown

THD:

-64.22%

GREK:

-79.50%

Current Drawdown

THD:

-37.32%

GREK:

-15.95%

Returns By Period

In the year-to-date period, THD achieves a -12.62% return, which is significantly lower than GREK's 28.77% return. Over the past 10 years, THD has underperformed GREK with an annualized return of -1.68%, while GREK has yielded a comparatively higher 6.35% annualized return.


THD

YTD

-12.62%

1M

-1.10%

6M

-19.45%

1Y

-5.43%

5Y*

-1.18%

10Y*

-1.68%

GREK

YTD

28.77%

1M

3.03%

6M

30.93%

1Y

28.30%

5Y*

26.78%

10Y*

6.35%

*Annualized

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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.


Expense ratio chart for THD: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
THD: 0.59%
Expense ratio chart for GREK: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GREK: 0.58%

Risk-Adjusted Performance

THD vs. GREK — Risk-Adjusted Performance Rank

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

THD
The Risk-Adjusted Performance Rank of THD is 1414
Overall Rank
The Sharpe Ratio Rank of THD is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of THD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of THD is 1313
Omega Ratio Rank
The Calmar Ratio Rank of THD is 1515
Calmar Ratio Rank
The Martin Ratio Rank of THD is 1515
Martin Ratio Rank

GREK
The Risk-Adjusted Performance Rank of GREK is 8585
Overall Rank
The Sharpe Ratio Rank of GREK is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GREK is 8686
Sortino Ratio Rank
The Omega Ratio Rank of GREK is 8787
Omega Ratio Rank
The Calmar Ratio Rank of GREK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GREK is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for THD, currently valued at -0.18, compared to the broader market-1.000.001.002.003.004.00
THD: -0.18
GREK: 1.31
The chart of Sortino ratio for THD, currently valued at -0.11, compared to the broader market-2.000.002.004.006.008.00
THD: -0.11
GREK: 1.76
The chart of Omega ratio for THD, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
THD: 0.99
GREK: 1.26
The chart of Calmar ratio for THD, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
THD: -0.09
GREK: 0.80
The chart of Martin ratio for THD, currently valued at -0.34, compared to the broader market0.0020.0040.0060.00
THD: -0.34
GREK: 5.42

The current THD Sharpe Ratio is -0.18, which is lower than the GREK Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of THD and GREK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.18
1.31
THD
GREK

Dividends

THD vs. GREK - Dividend Comparison

THD's dividend yield for the trailing twelve months is around 3.61%, which matches GREK's 3.60% yield.


TTM20242023202220212020201920182017201620152014
THD
iShares MSCI Thailand ETF
3.61%3.15%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%2.34%
GREK
Global X MSCI Greece ETF
3.60%4.63%2.61%2.82%2.16%2.62%2.25%2.41%2.13%1.95%1.52%0.97%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-37.32%
-15.95%
THD
GREK

Volatility

THD vs. GREK - Volatility Comparison

iShares MSCI Thailand ETF (THD) and Global X MSCI Greece ETF (GREK) have volatilities of 15.26% and 14.75%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.26%
14.75%
THD
GREK