Data Source: from January 2009 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: iShares MSCI Thailand ETF (THD)

In the last 10 Years, the iShares MSCI Thailand ETF (THD) ETF obtained a 2.53% compound annual return, with a 19.58% standard deviation.

In 2021, the ETF granted a 3.14% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Thailand ETF (THD) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Asia Pacific
  • Country: Thailand

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares MSCI Thailand ETF (THD) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI THAILAND ETF (THD) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2009 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
-0.45
-0.44
-0.45
Jul 2022 - Jul 2022
0 - 1
3M
-6.32
-8.58
-8.03
Jun 2022 - Jul 2022
1 - 2
6M
-8.90
-13.55
-12.74
Mar 2022 - Jul 2022
2 - 4
YTD
-8.37
-13.78
-12.74
Mar 2022 - Jul 2022
3 - 4
1Y
-3.13
-10.74
17.05
-12.74
Mar 2022 - Jul 2022
6 - 6
50% pos
3Y(*)
-6.89
-11.25
24.51
-37.03
Aug 2019 - Mar 2020
15 - 21
42% pos
5Y(*)
-0.30
-4.04
22.03
-39.98
Mar 2018 - Mar 2020
28 - 32
47% pos
10Y(*)
2.53
-0.08
19.58
-39.98
Mar 2018 - Mar 2020
62 - 58
52% pos
MAX(*)
01 Jan 2009
10.91
8.14
22.65
-39.98
Mar 2018 - Mar 2020
90 - 73
55% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of iShares MSCI Thailand ETF (THD) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI THAILAND ETF (THD) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs THD
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2009
US Total Stock Market
VTI
0.53
0.69
0.60
0.61
US Large Cap
SPY
0.54
0.68
0.59
0.60
US Small Cap
IJR
0.58
0.72
0.59
0.59
US REITs
VNQ
0.45
0.50
0.46
0.53
US Technology
QQQ
0.40
0.54
0.45
0.51
Preferred Stocks
PFF
0.45
0.55
0.51
0.50
EAFE Stocks
EFA
0.66
0.79
0.70
0.70
World All Countries
VT
0.60
0.75
0.68
0.70
Emerging Markets
EEM
0.77
0.72
0.69
0.74
Europe
VGK
0.67
0.77
0.66
0.67
Pacific
VPL
0.61
0.76
0.69
0.69
Latin America
FLLA
0.53
0.71
0.68
0.72
US Total Bond Market
BND
0.34
0.15
0.22
0.17
Long Term Treasuries
TLT
0.22
-0.24
-0.06
-0.20
US Cash
BIL
-0.44
-0.23
-0.15
-0.15
TIPS
TIP
0.36
0.18
0.31
0.25
Investment Grade Bonds
LQD
0.37
0.42
0.41
0.40
High Yield Bonds
HYG
0.50
0.61
0.57
0.60
International Bond Market
BNDX
0.15
0.14
0.23
0.25
Emerging Market Bonds
EMB
0.52
0.60
0.60
0.63
Gold
GLD
0.53
0.11
0.15
0.26
Commodities
DBC
0.32
0.53
0.39
0.46

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Thailand ETF (THD) ETF: Dividend Yield page.

An investment of 1000$, since August 2012, now would be worth 1283.24$, with a total return of 28.32% (2.53% annualized).

The Inflation Adjusted Capital now would be 992.31$, with a net total return of -0.77% (-0.08% annualized).
An investment of 1000$, since January 2009, now would be worth 4080.24$, with a total return of 308.02% (10.91% annualized).

The Inflation Adjusted Capital now would be 2895.21$, with a net total return of 189.52% (8.14% annualized).

Drawdowns

Worst drawdowns since August 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-39.98% Mar 2018 Mar 2020 25 in progress 28 53
-33.21% May 2013 Dec 2015 32 Sep 2017 21 53
-1.65% Oct 2012 Oct 2012 1 Nov 2012 1 2

Worst drawdowns since January 2009.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-39.98% Mar 2018 Mar 2020 25 in progress 28 53
-33.21% May 2013 Dec 2015 32 Sep 2017 21 53
-25.87% Aug 2011 Sep 2011 2 Feb 2012 5 7
-12.05% May 2012 May 2012 1 Sep 2012 4 5
-9.72% May 2011 Jun 2011 2 Jul 2011 1 3
-9.30% Jan 2011 Jan 2011 1 Mar 2011 2 3
-8.95% Jan 2009 Feb 2009 2 Apr 2009 2 4
-8.16% Oct 2009 Oct 2009 1 Dec 2009 2 3
-8.10% Apr 2010 May 2010 2 Jul 2010 2 4
-6.54% Jan 2010 Jan 2010 1 Mar 2010 2 3
-1.65% Oct 2012 Oct 2012 1 Nov 2012 1 2
-0.71% Nov 2010 Nov 2010 1 Dec 2010 1 2

Rolling Returns ( more details)

iShares MSCI Thailand ETF (THD) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
13.00 118.80
Apr 2009 - Mar 2010
-33.37
Apr 2019 - Mar 2020
34.21%
2 Years
9.77 77.31
Apr 2009 - Mar 2011
-22.20
Apr 2018 - Mar 2020
35.00%
3 Years
8.20 52.84
Mar 2009 - Feb 2012
-9.48
Nov 2017 - Oct 2020
31.25%
5 Years
7.28 29.85
Apr 2009 - Mar 2014
-3.78
Apr 2015 - Mar 2020
3.85%
7 Years
6.63 20.12
Apr 2009 - Mar 2016
-3.94
Apr 2013 - Mar 2020
6.25%
10 Years
7.47 18.20
Mar 2009 - Feb 2019
2.21
Nov 2010 - Oct 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Thailand ETF (THD) ETF: Rolling Returns page.

Seasonality

iShares MSCI Thailand ETF (THD) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.56
57%
1.83
71%
1.69
64%
2.88
57%
-0.79
36%
0.65
57%
1.68
50%
0.88
62%
0.84
54%
0.27
46%
1.79
46%
0.59
62%
Best
Year
9.8
2019
10.5
2012
14.1
2010
18.6
2009
20.5
2009
8.4
2019
13.0
2011
10.0
2010
12.2
2010
10.6
2011
23.3
2020
7.4
2012
Worst
Year
-9.9
2020
-10.9
2020
-18.3
2020
-4.5
2022
-12.0
2012
-11.0
2018
-6.4
2015
-11.9
2013
-19.7
2011
-8.2
2009
-6.5
2013
-7.6
2015
Statistics calculated for the period Jan 2009 - Jul 2022

Monthly/Yearly Returns

iShares MSCI Thailand ETF (THD) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
90 Positive Months (55%) - 73 Negative Months (45%)
Jan 2009 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-8.37 -13.78 0.6 4.4 -2.5 -4.5 1.9 -7.6 -0.4
2021
+1.85 -4.84 -0.2 1.2 5.6 -1.8 0.5 -2.4 -6.2 8.8 -6.2 2.7 -4.9 6.1
2020
-9.87 -11.08 -9.9 -10.9 -18.3 12.8 8.4 2.3 -2.8 -0.6 -8.1 -2.8 23.3 3.0
2019
+8.33 +5.91 9.8 -1.4 -1.4 2.6 -1.1 8.4 -3.8 -2.2 -1.4 -0.8 -0.6 1.0
2018
-8.21 -9.93 7.7 0.9 -0.8 -2.2 -3.5 -11.0 8.4 1.3 4.4 -8.1 -0.5 -3.3
2017
+31.48 +28.76 5.0 -0.9 4.0 -0.6 0.9 1.5 1.5 4.6 4.5 2.4 1.2 3.9
2016
+26.34 +23.77 4.5 3.3 6.4 0.8 -0.4 3.5 7.9 1.6 -2.7 -2.0 -0.2 1.4
2015
-22.02 -22.59 3.2 2.2 -2.8 -0.7 -3.4 -0.2 -6.4 -7.5 -3.5 4.7 -1.7 -7.6
2014
+15.50 +14.63 -4.9 5.4 5.6 4.7 -3.5 6.9 0.9 7.1 0.4 -0.8 0.2 -6.3
2013
-14.60 -15.86 5.7 3.1 1.4 4.3 -10.0 -6.5 -3.3 -11.9 11.5 5.3 -6.5 -5.7
2012
+40.23 +37.83 8.1 10.5 1.4 3.6 -12.0 5.8 0.0 2.3 7.4 -1.6 3.4 7.4
2011
-4.24 -7.00 -9.3 5.4 8.2 7.0 -5.2 -4.7 13.0 -7.7 -19.7 10.6 4.6 -1.2
2010
+56.72 +54.41 -6.5 5.7 14.1 -4.3 -3.9 6.9 9.2 10.0 12.2 2.0 -0.7 3.6
2009
+81.45 +76.64 -5.8 -3.3 2.7 18.6 20.5 6.2 5.5 5.5 12.1 -8.2 5.8 5.3
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