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Global X MSCI China Industrials ETF (CHII)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37950E7058
CUSIP37950E705
IssuerGlobal X
Inception DateNov 30, 2009
RegionEmerging Asia Pacific (China)
CategoryChina Equities
Index TrackedMSCI China Industrials 10/50 Index
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Global X MSCI China Industrials ETF has a high expense ratio of 0.66%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.66%

Share Price Chart


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Global X MSCI China Industrials ETF

Popular comparisons: CHII vs. CHAU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X MSCI China Industrials ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%OctoberNovemberDecember2024February
-38.81%
16.27%
CHII (Global X MSCI China Industrials ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A10.04%
1 monthN/A3.53%
6 monthsN/A22.79%
1 yearN/A32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.44%
2023-11.28%-3.42%-4.14%0.26%-0.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Global X MSCI China Industrials ETF (CHII) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CHII
Global X MSCI China Industrials ETF
^GSPC
S&P 500
2.76

Sharpe Ratio


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00OctoberNovemberDecember2024February
-1.25
2.13
CHII (Global X MSCI China Industrials ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X MSCI China Industrials ETF granted a 105.06% dividend yield in the last twelve months. The annual payout for that period amounted to $10.30 per share.


PeriodTTM202320222021
Dividend$10.30$0.43$0.09$0.03

Dividend yield

105.06%4.28%0.67%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for Global X MSCI China Industrials ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.07
2021$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024February
-41.05%
-0.38%
CHII (Global X MSCI China Industrials ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X MSCI China Industrials ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X MSCI China Industrials ETF was 44.48%, occurring on Jan 22, 2024. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.48%Sep 8, 2021596Jan 22, 2024
-9.42%Jul 23, 20213Jul 27, 202126Sep 1, 202129
-2.18%Jul 16, 20212Jul 19, 20213Jul 22, 20215

Volatility

Volatility Chart

The current Global X MSCI China Industrials ETF volatility is 1.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024February
1.95%
3.93%
CHII (Global X MSCI China Industrials ETF)
Benchmark (^GSPC)