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iShares China Large-Cap ETF (FXI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642871846
IssueriShares
Inception DateOct 5, 2004
RegionEmerging Asia Pacific (China)
CategoryChina Equities
Index TrackedFTSE China 25 Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares China Large-Cap ETF has a high expense ratio of 0.74%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.74%

Share Price Chart


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Compare to other instruments

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iShares China Large-Cap ETF

Popular comparisons: FXI vs. MCHI, FXI vs. KWEB, FXI vs. ASHR, FXI vs. CQQQ, FXI vs. GXC, FXI vs. EEM, FXI vs. T, FXI vs. IEUR, FXI vs. EWH, FXI vs. HYG

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
102.66%
367.72%
FXI (iShares China Large-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares China Large-Cap ETF had a return of -0.92% year-to-date (YTD) and -16.47% in the last 12 months. Over the past 10 years, iShares China Large-Cap ETF had an annualized return of -1.57%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares China Large-Cap ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.92%10.04%
1 month-0.42%3.53%
6 months-7.52%22.79%
1 year-16.47%32.16%
5 years (annualized)-9.50%13.15%
10 years (annualized)-1.57%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.45%7.63%
2023-9.93%-3.18%-3.81%-1.41%-2.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) 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
FXI
iShares China Large-Cap ETF
-0.47
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares China Large-Cap ETF Sharpe ratio is -0.47. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.47
2.76
FXI (iShares China Large-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares China Large-Cap ETF granted a 3.20% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.76$0.76$0.74$0.58$1.01$1.19$1.05$1.06$0.93$1.02$1.04$1.01

Dividend yield

3.20%3.17%2.60%1.59%2.18%2.72%2.68%2.30%2.68%2.89%2.50%2.63%

Monthly Dividends

The table displays the monthly dividend distributions for iShares China Large-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.43
2020$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.68
2019$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.78
2018$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.44
2017$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.89
2016$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.69
2015$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.77
2014$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.50
2013$0.83$0.00$0.00$0.00$0.00$0.00$0.17

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-53.10%
0
FXI (iShares China Large-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares China Large-Cap 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 iShares China Large-Cap ETF was 72.68%, occurring on Oct 27, 2008. Recovery took 3094 trading sessions.

The current iShares China Large-Cap ETF drawdown is 53.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.68%Nov 1, 2007249Oct 27, 20083094Feb 11, 20213343
-60.81%Feb 18, 2021430Oct 31, 2022
-21.26%Jan 4, 200741Mar 5, 200751May 16, 200792
-21.18%May 9, 200625Jun 13, 200685Oct 12, 2006110
-16.02%Jul 24, 200718Aug 16, 20076Aug 24, 200724

Volatility

Volatility Chart

The current iShares China Large-Cap ETF volatility is 7.18%, 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%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
7.18%
2.82%
FXI (iShares China Large-Cap ETF)
Benchmark (^GSPC)