^BSE200 vs. SMIN
Compare and contrast key facts about S&P BSE-200 (^BSE200) and iShares MSCI India Small-Cap ETF (SMIN).
SMIN is a passively managed fund by iShares that tracks the performance of the MSCI India Small Cap Index. It was launched on Feb 8, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^BSE200 or SMIN.
Key characteristics
| ^BSE200 | SMIN | |
|---|---|---|
| YTD Return | 21.92% | 23.87% |
| 1Y Return | 33.82% | 35.70% |
| 3Y Return (Ann) | 16.03% | 13.38% |
| 5Y Return (Ann) | 20.65% | 21.25% |
| 10Y Return (Ann) | 13.97% | 11.23% |
| Sharpe Ratio | 2.38 | 2.12 |
| Daily Std Dev | 14.04% | 17.31% |
| Max Drawdown | -38.11% | -60.50% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ^BSE200 and SMIN is 0.56, 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.
Performance
^BSE200 vs. SMIN - Performance Comparison
In the year-to-date period, ^BSE200 achieves a 21.92% return, which is significantly lower than SMIN's 23.87% return. Over the past 10 years, ^BSE200 has outperformed SMIN with an annualized return of 13.97%, while SMIN has yielded a comparatively lower 11.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSE200 vs. SMIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE-200 (^BSE200) and iShares MSCI India Small-Cap ETF (SMIN). 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.
Drawdowns
^BSE200 vs. SMIN - Drawdown Comparison
The maximum ^BSE200 drawdown since its inception was -38.11%, smaller than the maximum SMIN drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for ^BSE200 and SMIN. For additional features, visit the drawdowns tool.
Volatility
^BSE200 vs. SMIN - Volatility Comparison
The current volatility for S&P BSE-200 (^BSE200) is 2.85%, while iShares MSCI India Small-Cap ETF (SMIN) has a volatility of 3.31%. This indicates that ^BSE200 experiences smaller price fluctuations and is considered to be less risky than SMIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.