THD vs. VOO
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and Vanguard S&P 500 ETF (VOO).
THD and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both THD and VOO 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 VOO.
Performance
THD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, THD achieves a 1.38% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, THD has underperformed VOO with an annualized return of -0.22%, while VOO has yielded a comparatively higher 13.11% annualized return.
THD
1.38%
-8.51%
7.45%
3.89%
-3.66%
-0.22%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| THD | VOO | |
|---|---|---|
| Sharpe Ratio | 0.24 | 2.67 |
| Sortino Ratio | 0.48 | 3.56 |
| Omega Ratio | 1.05 | 1.50 |
| Calmar Ratio | 0.11 | 3.85 |
| Martin Ratio | 0.52 | 17.51 |
| Ulcer Index | 7.90% | 1.86% |
| Daily Std Dev | 17.51% | 12.23% |
| Max Drawdown | -64.22% | -33.99% |
| Current Drawdown | -25.63% | -1.76% |
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THD vs. VOO - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between THD and VOO is 0.53, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.83%, more than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
THD vs. VOO - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for THD and VOO. For additional features, visit the drawdowns tool.
Volatility
THD vs. VOO - Volatility Comparison
iShares MSCI Thailand ETF (THD) has a higher volatility of 6.33% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.