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

ETF Info

ISIN

US4642871846

Issuer

iShares

Inception Date

Oct 5, 2004

Region

Emerging Asia Pacific (China)

Leveraged

1x

Index Tracked

FTSE China 25 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FXI has an expense ratio of 0.74%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

iShares China Large-Cap ETF (FXI) returned 19.28% year-to-date (YTD) and 31.99% over the past 12 months. Over the past 10 years, FXI returned -0.89% annually, underperforming the S&P 500 benchmark at 10.78%.


FXI

YTD

19.28%

1M

8.81%

6M

21.75%

1Y

31.99%

5Y*

1.37%

10Y*

-0.89%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

The table below presents the monthly returns of FXI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.76%10.47%1.73%-5.52%7.24%19.28%
2024-9.45%7.63%2.78%5.90%4.47%-2.09%-1.19%3.04%20.11%-0.69%-3.96%1.93%28.98%
202312.37%-12.08%5.62%-4.06%-8.33%5.28%11.88%-9.93%-3.18%-3.81%-1.41%-2.03%-12.42%
20223.72%-8.01%-8.40%-3.22%2.97%6.89%-10.41%-0.56%-14.40%-18.99%34.42%2.62%-20.66%
20216.31%-0.59%-4.91%-0.81%-0.09%0.52%-12.50%0.99%-4.91%3.60%-5.31%-3.13%-20.06%
2020-8.92%2.32%-7.67%2.80%1.19%2.51%4.21%6.26%-4.46%5.00%6.58%0.27%8.92%
201910.39%1.14%1.47%0.50%-9.26%7.02%-3.90%-4.82%1.74%3.39%-0.51%8.58%14.90%
201814.08%-10.35%0.04%-0.66%-0.49%-6.77%1.51%-2.82%1.01%-8.24%6.95%-5.96%-13.28%
20175.70%4.12%0.76%0.10%4.18%-0.64%7.13%4.00%-0.45%4.29%0.52%1.99%36.26%
2016-11.59%-2.95%11.51%-0.70%0.36%2.44%3.54%4.57%2.59%-3.03%1.98%-5.81%1.06%
2015-0.91%6.11%1.46%15.61%-5.01%-4.97%-12.19%-11.29%-1.23%7.89%-2.14%-3.70%-12.91%
2014-9.88%2.34%1.10%-2.38%5.50%1.99%9.26%0.00%-5.41%4.31%1.68%3.81%11.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FXI is 75, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FXI is 7575
Overall Rank
The Sharpe Ratio Rank of FXI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares China Large-Cap ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.92
  • 5-Year: 0.04
  • 10-Year: -0.03
  • All Time: 0.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares China Large-Cap ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

iShares China Large-Cap ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.54 per share.


2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.54$0.54$0.76$0.74$0.59$1.02$1.20$1.05$1.07$0.93$1.02$1.05

Dividend yield

1.48%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.45$0.54
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$0.76
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$0.74
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$0.59
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$1.02
2019$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.79$1.20
2018$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.45$1.05
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$1.07
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$0.93
2015$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.78$1.02
2014$0.54$0.00$0.00$0.00$0.00$0.00$0.51$1.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 27.16%.


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 chart below shows the rolling one-month volatility.


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