THD vs. VPL
Compare and contrast key facts about iShares MSCI Thailand ETF (THD) and Vanguard FTSE Pacific ETF (VPL).
THD and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both THD and VPL 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 VPL.
Performance
THD vs. VPL - Performance Comparison
Returns By Period
In the year-to-date period, THD achieves a 1.38% return, which is significantly lower than VPL's 3.76% return. Over the past 10 years, THD has underperformed VPL with an annualized return of -0.22%, while VPL has yielded a comparatively higher 5.04% annualized return.
THD
1.38%
-8.51%
7.45%
3.89%
-3.66%
-0.22%
VPL
3.76%
-3.73%
-1.12%
10.34%
4.21%
5.04%
Key characteristics
| THD | VPL | |
|---|---|---|
| Sharpe Ratio | 0.24 | 0.76 |
| Sortino Ratio | 0.48 | 1.13 |
| Omega Ratio | 1.05 | 1.14 |
| Calmar Ratio | 0.11 | 0.79 |
| Martin Ratio | 0.52 | 3.53 |
| Ulcer Index | 7.90% | 3.26% |
| Daily Std Dev | 17.51% | 15.05% |
| Max Drawdown | -64.22% | -55.49% |
| Current Drawdown | -25.63% | -7.29% |
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THD vs. VPL - Expense Ratio Comparison
THD has a 0.59% expense ratio, which is higher than VPL's 0.08% expense ratio.
Correlation
The correlation between THD and VPL is 0.61, 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. VPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and Vanguard FTSE Pacific ETF (VPL). 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. VPL - Dividend Comparison
THD's dividend yield for the trailing twelve months is around 2.83%, less than VPL's 3.12% 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% |
VPL Vanguard FTSE Pacific ETF | 3.12% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
THD vs. VPL - Drawdown Comparison
The maximum THD drawdown since its inception was -64.22%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for THD and VPL. For additional features, visit the drawdowns tool.
Volatility
THD vs. VPL - Volatility Comparison
iShares MSCI Thailand ETF (THD) has a higher volatility of 6.33% compared to Vanguard FTSE Pacific ETF (VPL) at 4.14%. This indicates that THD's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.