36BZ.DE vs. ^GSPC

In the year-to-date period, 36BZ.DE achieves a -7.87% return, which is significantly lower than ^GSPC's 6.43% return. Over the past 10 years, 36BZ.DE has underperformed ^GSPC with an annualized return of -0.66%, while ^GSPC has yielded a comparatively higher 11.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current 36BZ.DE Sharpe Ratio is 0.32, which is lower than the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of 36BZ.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between 36BZ.DE and ^GSPC is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

The maximum 36BZ.DE drawdown since its inception was -53.30%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and ^GSPC.

The current volatility for iShares MSCI China A UCITS ETF (36BZ.DE) is 2.65%, while S&P 500 (^GSPC) has a volatility of 2.89%. This indicates that 36BZ.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.