THD vs. VDC
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and Vanguard Consumer Staples ETF (VDC).
THD and VDC 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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both THD and VDC 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. VDC - Performance Comparison
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THD vs. VDC - 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% |
VDC Vanguard Consumer Staples ETF | 6.90% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 10.86% | 26.11% | -7.79% | 11.85% |
Returns By Period
In the year-to-date period, THD achieves a 16.27% return, which is significantly higher than VDC's 6.90% return. Over the past 10 years, THD has underperformed VDC with an annualized return of 3.09%, while VDC has yielded a comparatively higher 7.72% 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%
VDC
- 1D
- 0.23%
- 1M
- -7.52%
- YTD
- 6.90%
- 6M
- 6.26%
- 1Y
- 4.94%
- 3Y*
- 7.68%
- 5Y*
- 7.34%
- 10Y*
- 7.72%
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THD vs. VDC - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is higher than VDC's 0.10% expense ratio.
Return for Risk
THD vs. VDC — Risk / Return Rank
THD
VDC
THD vs. VDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and Vanguard Consumer Staples ETF (VDC). 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 | VDC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.36 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.25 | 0.62 | +1.63 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.08 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.71 | +2.09 |
Martin ratioReturn relative to average drawdown | 7.61 | 1.76 | +5.85 |
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 | VDC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.36 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.57 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.53 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.67 | -0.50 |
Correlation
The correlation between THD and VDC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
THD vs. VDC - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.89%, more than VDC's 2.15% 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% |
VDC Vanguard Consumer Staples ETF | 2.15% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Drawdowns
THD vs. VDC - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for THD and VDC.
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Drawdown Indicators
| THD | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.22% | -34.24% | -29.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -9.28% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -40.24% | -16.55% | -23.69% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -25.31% | -24.01% |
Current DrawdownCurrent decline from peak | -14.62% | -7.52% | -7.10% |
Average DrawdownAverage peak-to-trough decline | -18.34% | -3.71% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 3.73% | +1.20% |
Volatility
THD vs. VDC - Volatility Comparison
iShares MSCI Thailand ETF (THD) has a higher volatility of 10.58% compared to Vanguard Consumer Staples ETF (VDC) at 3.89%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THD | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 3.89% | +6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 17.11% | 8.98% | +8.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.30% | 13.75% | +12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 12.98% | +6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 14.59% | +6.91% |