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36BZ.DE vs. 1MC.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BZ.DE vs. 1MC.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China A UCITS ETF (36BZ.DE) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 36BZ.DE achieves a 9.71% return, which is significantly higher than 1MC.MI's -23.38% return. Over the past 10 years, 36BZ.DE has underperformed 1MC.MI with an annualized return of 5.98%, while 1MC.MI has yielded a comparatively higher 14.70% annualized return.


36BZ.DE

1D
-0.75%
1M
0.35%
YTD
9.71%
6M
11.84%
1Y
33.04%
3Y*
8.44%
5Y*
-0.23%
10Y*
5.98%

1MC.MI

1D
1.86%
1M
-1.01%
YTD
-23.38%
6M
-23.56%
1Y
2.08%
3Y*
-14.65%
5Y*
-4.26%
10Y*
14.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BZ.DE vs. 1MC.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
36BZ.DE
iShares MSCI China A UCITS ETF
9.71%10.25%19.91%-17.13%-21.26%13.41%28.50%37.21%-23.49%14.90%
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-23.38%1.76%-13.18%10.77%-4.82%43.17%27.08%66.96%4.34%40.50%

Correlation

The correlation between 36BZ.DE and 1MC.MI is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2015

0.28

Over the past year, the correlation between 36BZ.DE and 1MC.MI has dropped to 0.08 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

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Return for Risk

36BZ.DE vs. 1MC.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36BZ.DE
36BZ.DE Risk / Return Rank: 7171
Overall Rank
36BZ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
36BZ.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
36BZ.DE Omega Ratio Rank: 6363
Omega Ratio Rank
36BZ.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
36BZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank

1MC.MI
1MC.MI Risk / Return Rank: 3737
Overall Rank
1MC.MI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
1MC.MI Sortino Ratio Rank: 3434
Sortino Ratio Rank
1MC.MI Omega Ratio Rank: 3434
Omega Ratio Rank
1MC.MI Calmar Ratio Rank: 4040
Calmar Ratio Rank
1MC.MI Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36BZ.DE vs. 1MC.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI). 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.


36BZ.DE1MC.MIDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.38

1.02

+0.36

Calmar ratioReturn relative to maximum drawdown

5.10

-0.06

+5.16

Martin ratioReturn relative to average drawdown

13.77

-0.12

+13.89

36BZ.DE vs. 1MC.MI - Sharpe Ratio Comparison

The current 36BZ.DE Sharpe Ratio is 2.11, which is higher than the 1MC.MI Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of 36BZ.DE and 1MC.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


36BZ.DE1MC.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

-0.05

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.14

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.51

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.39

-0.37

Drawdowns

36BZ.DE vs. 1MC.MI - Drawdown Comparison

The maximum 36BZ.DE drawdown since its inception was -53.30%, roughly equal to the maximum 1MC.MI drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and 1MC.MI.


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Drawdown Indicators


36BZ.DE1MC.MIDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-55.11%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-30.60%

+24.03%

Max Drawdown (3Y)

Largest decline over 3 years

-28.01%

-48.21%

+20.20%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-48.57%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-48.57%

+5.19%

Current Drawdown

Current decline from peak

-10.22%

-43.22%

+33.00%

Average Drawdown

Average peak-to-trough decline

-30.19%

-11.99%

-18.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

15.08%

-12.64%

Volatility

36BZ.DE vs. 1MC.MI - Volatility Comparison

The current volatility for iShares MSCI China A UCITS ETF (36BZ.DE) is 5.55%, while LVMH Moët Hennessy - Louis Vuitton, Société Européenne (1MC.MI) has a volatility of 8.34%. This indicates that 36BZ.DE experiences smaller price fluctuations and is considered to be less risky than 1MC.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BZ.DE1MC.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

8.34%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

22.31%

-11.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

33.61%

-17.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

30.83%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

28.57%

-6.47%

Dividends

36BZ.DE vs. 1MC.MI - Dividend Comparison

36BZ.DE has not paid dividends to shareholders, while 1MC.MI's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
1MC.MI
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.76%2.08%2.07%2.44%1.76%0.96%1.79%1.49%2.14%1.70%2.01%2.23%
36BZ.DE
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


36BZ.DE and 1MC.MI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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