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

Correlation

The correlation between THD and INDA is 0.51, 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. INDA - Performance Comparison

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

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
11.51%
128.04%
THD
INDA

Key characteristics

Sharpe Ratio

THD:

-0.23

INDA:

0.15

Sortino Ratio

THD:

-0.19

INDA:

0.31

Omega Ratio

THD:

0.98

INDA:

1.04

Calmar Ratio

THD:

-0.12

INDA:

0.13

Martin Ratio

THD:

-0.43

INDA:

0.27

Ulcer Index

THD:

12.65%

INDA:

8.70%

Daily Std Dev

THD:

24.00%

INDA:

15.67%

Max Drawdown

THD:

-64.22%

INDA:

-45.06%

Current Drawdown

THD:

-36.96%

INDA:

-10.08%

Returns By Period

In the year-to-date period, THD achieves a -12.13% return, which is significantly lower than INDA's 0.40% return. Over the past 10 years, THD has underperformed INDA with an annualized return of -1.34%, while INDA has yielded a comparatively higher 7.27% annualized return.


THD

YTD

-12.13%

1M

-0.34%

6M

-19.12%

1Y

-4.96%

5Y*

-1.23%

10Y*

-1.34%

INDA

YTD

0.40%

1M

2.05%

6M

-2.70%

1Y

1.74%

5Y*

16.50%

10Y*

7.27%

*Annualized

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THD vs. INDA - Expense Ratio Comparison

THD has a 0.59% expense ratio, which is lower than INDA's 0.69% expense ratio.


Expense ratio chart for INDA: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INDA: 0.69%
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%

Risk-Adjusted Performance

THD vs. INDA — 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 1212
Overall Rank
The Sharpe Ratio Rank of THD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of THD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of THD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of THD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of THD is 1313
Martin Ratio Rank

INDA
The Risk-Adjusted Performance Rank of INDA is 3131
Overall Rank
The Sharpe Ratio Rank of INDA is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of INDA is 3131
Sortino Ratio Rank
The Omega Ratio Rank of INDA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of INDA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of INDA is 2828
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. INDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and iShares MSCI India ETF (INDA). 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 -0.23, compared to the broader market-1.000.001.002.003.004.00
THD: -0.23
INDA: 0.15
The chart of Sortino ratio for THD, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.00
THD: -0.19
INDA: 0.31
The chart of Omega ratio for THD, currently valued at 0.98, compared to the broader market0.501.001.502.00
THD: 0.98
INDA: 1.04
The chart of Calmar ratio for THD, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.00
THD: -0.12
INDA: 0.13
The chart of Martin ratio for THD, currently valued at -0.43, compared to the broader market0.0020.0040.0060.00
THD: -0.43
INDA: 0.27

The current THD Sharpe Ratio is -0.23, which is lower than the INDA Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of THD and INDA, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.23
0.15
THD
INDA

Dividends

THD vs. INDA - Dividend Comparison

THD's dividend yield for the trailing twelve months is around 3.59%, more than INDA's 0.75% yield.


TTM20242023202220212020201920182017201620152014
THD
iShares MSCI Thailand ETF
3.59%3.15%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%2.34%
INDA
iShares MSCI India ETF
0.75%0.76%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%

Drawdowns

THD vs. INDA - Drawdown Comparison

The maximum THD drawdown since its inception was -64.22%, which is greater than INDA's maximum drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for THD and INDA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-36.96%
-10.08%
THD
INDA

Volatility

THD vs. INDA - Volatility Comparison

iShares MSCI Thailand ETF (THD) has a higher volatility of 15.26% compared to iShares MSCI India ETF (INDA) at 7.28%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.26%
7.28%
THD
INDA