THD vs. SSO
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and ProShares Ultra S&P 500 (SSO).
THD and SSO 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. SSO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (200%). It was launched on Jun 21, 2006. Both THD and SSO 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 SSO.
Performance
THD vs. SSO - Performance Comparison
Returns By Period
In the year-to-date period, THD achieves a 1.38% return, which is significantly lower than SSO's 44.97% return. Over the past 10 years, THD has underperformed SSO with an annualized return of -0.22%, while SSO has yielded a comparatively higher 19.90% annualized return.
THD
1.38%
-8.51%
7.45%
3.89%
-3.66%
-0.22%
SSO
44.97%
0.59%
19.58%
61.10%
22.34%
19.90%
Key characteristics
| THD | SSO | |
|---|---|---|
| Sharpe Ratio | 0.24 | 2.53 |
| Sortino Ratio | 0.48 | 3.11 |
| Omega Ratio | 1.05 | 1.43 |
| Calmar Ratio | 0.11 | 3.01 |
| Martin Ratio | 0.52 | 15.48 |
| Ulcer Index | 7.90% | 3.97% |
| Daily Std Dev | 17.51% | 24.37% |
| Max Drawdown | -64.22% | -84.67% |
| Current Drawdown | -25.63% | -3.62% |
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THD vs. SSO - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is lower than SSO's 0.90% expense ratio.
Correlation
The correlation between THD and SSO is 0.55, 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. SSO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and ProShares Ultra S&P 500 (SSO). 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. SSO - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.83%, more than SSO's 0.71% 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% |
SSO ProShares Ultra S&P 500 | 0.71% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% | 0.26% |
Drawdowns
THD vs. SSO - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for THD and SSO. For additional features, visit the drawdowns tool.
Volatility
THD vs. SSO - Volatility Comparison
The current volatility for iShares MSCI Thailand ETF (THD) is 6.33%, while ProShares Ultra S&P 500 (SSO) has a volatility of 8.17%. This indicates that THD experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.