THD vs. SSO
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and ProShares Ultra S&P500 (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. It was launched on Jun 19, 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.
Performance
THD vs. SSO - Performance Comparison
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THD vs. SSO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 16.27% | 2.36% | -2.21% | -12.63% | 1.22% | 1.87% | -9.89% | 8.32% | -8.25% | 31.45% |
SSO ProShares Ultra S&P500 | -10.23% | 26.19% | 43.48% | 46.65% | -38.98% | 60.57% | 21.54% | 63.45% | -14.60% | 44.35% |
Returns By Period
In the year-to-date period, THD achieves a 16.27% return, which is significantly higher than SSO's -10.23% return. Over the past 10 years, THD has underperformed SSO with an annualized return of 3.09%, while SSO has yielded a comparatively higher 21.06% annualized return.
THD
- 1D
- 3.63%
- 1M
- -7.55%
- YTD
- 16.27%
- 6M
- 19.40%
- 1Y
- 38.44%
- 3Y*
- 1.39%
- 5Y*
- -0.40%
- 10Y*
- 3.09%
SSO
- 1D
- 5.75%
- 1M
- -10.37%
- YTD
- -10.23%
- 6M
- -7.08%
- 1Y
- 26.35%
- 3Y*
- 28.27%
- 5Y*
- 15.34%
- 10Y*
- 21.06%
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THD vs. SSO - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is lower than SSO's 0.87% expense ratio.
Return for Risk
THD vs. SSO — Risk / Return Rank
THD
SSO
THD vs. SSO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and ProShares Ultra S&P500 (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.
| THD | SSO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.73 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.23 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.19 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.20 | +1.59 |
Martin ratioReturn relative to average drawdown | 7.61 | 5.18 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THD | SSO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.73 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.46 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.59 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.38 | -0.21 |
Correlation
The correlation between THD and SSO is 0.54, 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.
Dividends
THD vs. SSO - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.89%, more than SSO's 0.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THD iShares MSCI Thailand ETF | 2.89% | 3.36% | 3.15% | 2.92% | 2.41% | 3.16% | 2.31% | 2.42% | 2.57% | 2.16% | 2.61% | 3.58% |
SSO ProShares Ultra S&P500 | 0.82% | 0.68% | 0.85% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% |
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.
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Drawdown Indicators
| THD | SSO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.22% | -84.67% | +20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -23.17% | +9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -40.24% | -46.73% | +6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -59.34% | +10.02% |
Current DrawdownCurrent decline from peak | -14.62% | -13.46% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -18.34% | -19.72% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 5.38% | -0.45% |
Volatility
THD vs. SSO - Volatility Comparison
iShares MSCI Thailand ETF (THD) and ProShares Ultra S&P500 (SSO) have volatilities of 10.58% and 10.60%, 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.
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Volatility by Period
| THD | SSO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 10.60% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.11% | 18.95% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.30% | 36.45% | -10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 33.66% | -14.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 35.86% | -14.36% |