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XID.TO vs. GLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XID.TOGLIN
YTD Return14.14%19.83%
1Y Return21.62%36.92%
3Y Return (Ann)7.81%8.42%
5Y Return (Ann)10.59%10.54%
10Y Return (Ann)8.97%2.12%
Sharpe Ratio1.702.17
Sortino Ratio2.232.73
Omega Ratio1.351.42
Calmar Ratio3.950.68
Martin Ratio12.1115.46
Ulcer Index1.80%2.42%
Daily Std Dev12.80%17.19%
Max Drawdown-42.26%-79.39%
Current Drawdown-3.49%-37.77%

Correlation

-0.50.00.51.00.8

The correlation between XID.TO and GLIN is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

XID.TO vs. GLIN - Performance Comparison

In the year-to-date period, XID.TO achieves a 14.14% return, which is significantly lower than GLIN's 19.83% return. Over the past 10 years, XID.TO has outperformed GLIN with an annualized return of 8.97%, while GLIN has yielded a comparatively lower 2.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.58%
11.30%
XID.TO
GLIN

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XID.TO vs. GLIN - Expense Ratio Comparison

XID.TO has a 1.08% expense ratio, which is higher than GLIN's 0.82% expense ratio.


XID.TO
iShares India Index ETF
Expense ratio chart for XID.TO: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Risk-Adjusted Performance

XID.TO vs. GLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India Index ETF (XID.TO) and VanEck Vectors India Growth Leaders ETF (GLIN). 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.


XID.TO
Sharpe ratio
The chart of Sharpe ratio for XID.TO, currently valued at 1.42, compared to the broader market-2.000.002.004.006.001.42
Sortino ratio
The chart of Sortino ratio for XID.TO, currently valued at 1.88, compared to the broader market0.005.0010.001.88
Omega ratio
The chart of Omega ratio for XID.TO, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for XID.TO, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for XID.TO, currently valued at 7.96, compared to the broader market0.0020.0040.0060.0080.00100.007.96
GLIN
Sharpe ratio
The chart of Sharpe ratio for GLIN, currently valued at 1.95, compared to the broader market-2.000.002.004.006.001.95
Sortino ratio
The chart of Sortino ratio for GLIN, currently valued at 2.49, compared to the broader market0.005.0010.002.49
Omega ratio
The chart of Omega ratio for GLIN, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for GLIN, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63
Martin ratio
The chart of Martin ratio for GLIN, currently valued at 13.81, compared to the broader market0.0020.0040.0060.0080.00100.0013.81

XID.TO vs. GLIN - Sharpe Ratio Comparison

The current XID.TO Sharpe Ratio is 1.70, which is comparable to the GLIN Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XID.TO and GLIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.42
1.95
XID.TO
GLIN

Dividends

XID.TO vs. GLIN - Dividend Comparison

XID.TO's dividend yield for the trailing twelve months is around 0.34%, less than GLIN's 0.80% yield.


TTM20232022202120202019201820172016201520142013
XID.TO
iShares India Index ETF
0.34%0.42%3.45%6.82%0.03%0.43%0.39%0.16%0.36%0.36%0.35%0.56%
GLIN
VanEck Vectors India Growth Leaders ETF
0.80%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%

Drawdowns

XID.TO vs. GLIN - Drawdown Comparison

The maximum XID.TO drawdown since its inception was -42.26%, smaller than the maximum GLIN drawdown of -79.39%. Use the drawdown chart below to compare losses from any high point for XID.TO and GLIN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.76%
-37.77%
XID.TO
GLIN

Volatility

XID.TO vs. GLIN - Volatility Comparison

The current volatility for iShares India Index ETF (XID.TO) is 2.68%, while VanEck Vectors India Growth Leaders ETF (GLIN) has a volatility of 3.85%. This indicates that XID.TO experiences smaller price fluctuations and is considered to be less risky than GLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.68%
3.85%
XID.TO
GLIN