Note: MS Dhoni captained India in all the 33 matches from 2007 to 2016.
V Kohli captained India in all the 5 matches in 2021.
2007 in SA: India won title, winning the final over Pakistan by 5 runs
2009 in Eng: Last 8
2010 in WI: Last 8
2012 in SL: Last 8
2014 in BD: Lost in final to SL by 6 wkts
2016: in Ind: Lost in semi-final to WI by 7 wkts
2021: in UAE/OM: Last 12
The record is not great between 2009 and 2021, though there were promising signs in 2014 and 2016.
Looking at individual performances by India in these matches:
Most runs (90 and above):
Sharma is just ahead of Kohli
Also note: one century by SK Raina, 10 fifties by V Kohli, 8 fifties by RG Sharma.
Most 4s: 80 by RG Sharma, 78 by V Kohli
Most 6s: 33 by Yuvraj Singh, 31 by RG Sharma
Highest innings (50 and above):
Most wickets (8 and above):
R Ashwin leads, which makes his continuous omission surprising. IK Pathan was the MoM in the 2007 final. Strangely, he is the only bowler to be MoM in the finals up to 2016.
Best innings bowling (including all 4wi):
Ashwin leads again. Also note Shami and Jadeja with the same figures in the same innings.
Most dismissals (8 and above):
Dhoni leads, with RG Sharma taking the most catches as a fielder.
Most innings dismissals (3 and above):
Dhoni has the most catches as a keeper, while KD Karthik took 2 stumpings. Raina seems to have been more consistent here.
All-round match performance (20 runs and 2 wkts):
Three roughly equal performances.
Tailpiece: The New Zealand jinx
India has lost all 3 matches against New Zealand, in 2007, 2016 and 2021. In 2007, New Zealand was the only team to defeat the eventual champions India.