Matthews China Active ETF (MCH) Sharpe Ratio: 1.53

MCH's Sharpe Ratio of 1.53 indicates that for each unit of volatility, it generates 1.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.

MCH Sharpe Ratio Rank

Average

MCH ranks above 42.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

MCH Sharpe Ratio Market Positioning

The chart shows MCH'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%): 0.90 or lower
Yellow zone (middle 50%): 0.90 to 2.47
Green zone (top 25%): 2.47 or higher
Top 1%: 7.92+
Median: 1.75 — half of all investments score higher

How it compares to other similar ETFs

The table compares Matthews China Active ETF's Sharpe Ratio with other ETFs in the China Equities category across multiple time periods, showing how MCH'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 Jun 3, 2026.

Symbol	Name	1Y Sharpe Ratio
CNXT	VanEck Vectors ChinaAMC SME-ChiNext ETF	3.92
NBCE	Neuberger Berman China Equity ETF	3.41
MCHS	Matthews China Discovery Active ETF	3.35
KBA	KraneShares Bosera MSCI China A Share ETF	2.86
ASHS	Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF	2.65
CHAU	Direxion Daily CSI 300 China A Share Bull 2x Shares	2.50
KSTR	KraneShares SSE STAR Market 50 Index ETF	2.34
ASHR	Xtrackers Harvest CSI 300 China A-Shares Fund	2.33
CNYA	iShares MSCI China A ETF	2.20
FCA	First Trust China AlphaDEX Fund	2.02
MCH	Matthews China Active ETF	1.53

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows MCH'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 MCH consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does MCH fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio