THD vs. IEMG
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and iShares Core MSCI Emerging Markets ETF (IEMG).
THD and IEMG 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. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012. Both THD and IEMG 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 IEMG.
Performance
THD vs. IEMG - Performance Comparison
Returns By Period
In the year-to-date period, THD achieves a 1.38% return, which is significantly lower than IEMG's 8.41% return. Over the past 10 years, THD has underperformed IEMG with an annualized return of -0.22%, while IEMG has yielded a comparatively higher 3.33% annualized return.
THD
1.38%
-8.51%
7.45%
3.89%
-3.66%
-0.22%
IEMG
8.41%
-5.25%
0.12%
13.35%
3.87%
3.33%
Key characteristics
| THD | IEMG | |
|---|---|---|
| Sharpe Ratio | 0.24 | 0.90 |
| Sortino Ratio | 0.48 | 1.34 |
| Omega Ratio | 1.05 | 1.16 |
| Calmar Ratio | 0.11 | 0.53 |
| Martin Ratio | 0.52 | 4.42 |
| Ulcer Index | 7.90% | 3.06% |
| Daily Std Dev | 17.51% | 15.08% |
| Max Drawdown | -64.22% | -38.72% |
| Current Drawdown | -25.63% | -14.14% |
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THD vs. IEMG - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is higher than IEMG's 0.14% expense ratio.
Correlation
The correlation between THD and IEMG is 0.68, 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.
Risk-Adjusted Performance
THD vs. IEMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and iShares Core MSCI Emerging Markets ETF (IEMG). 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. IEMG - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.83%, more than IEMG's 2.74% 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% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.74% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
Drawdowns
THD vs. IEMG - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, which is greater than IEMG's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for THD and IEMG. For additional features, visit the drawdowns tool.
Volatility
THD vs. IEMG - Volatility Comparison
iShares MSCI Thailand ETF (THD) has a higher volatility of 6.33% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 4.61%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.