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Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) Sharpe Ratio: 1.95

C300.L's Sharpe Ratio of 1.95 indicates that for each unit of volatility, it generates 1.95 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

C300.L Sharpe Ratio Rank

C300.L Sharpe Ratio Rank: 88.388
Exceptional

C300.L ranks above 88.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

C300.L Sharpe Ratio Market Positioning

The chart shows C300.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.45
  • Green zone (top 25%): 1.45 or higher
  • Top 1%: 5.91+
  • Median: 0.98 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco S&P China A 300 Swap UCITS ETF Acc's Sharpe Ratio with other ETFs in the China Equities category across multiple time periods, showing how C300.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
C500.LInvesco S&P China A MidCap 500 Swap UCITS ETF Acc2.17
CM5S.LInvesco S&P China A MidCap 500 Swap UCITS ETF Acc2.11
C300.LInvesco S&P China A 300 Swap UCITS ETF Acc1.95
CA3S.LInvesco S&P China A 300 Swap UCITS ETF Acc1.86
XCNA.LXtrackers MSCI China A ESG Screened Swap UCITS ETF 1C1.82
XCHA.LXtrackers CSI 300 Swap UCITS ETF 1C1.74
CNUA.LUBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc1.65
JRCE.LJPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)1.53
HMCT.LHSBC MSCI CHINA A UCITS ETF1.47
RQFI.LXtrackers Harvest CSI 300 UCITS ETF 1D1.46

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows C300.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when C300.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore C300.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

C300.L Sortino Ratio