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36BZ.DE vs. BABA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

36BZ.DE vs. BABA

Last updated Jun 5, 2026

36BZ.DE (iShares MSCI China A UCITS ETF) is China Equities fund tracking the MSCI China A Inclusion, while BABA (Alibaba Group Holding Limited) is a stock. Over the past 10 years, 36BZ.DE returned 5.98%/yr vs 4.91%/yr for BABA. At a 0.44 correlation, their price movements are largely independent.

Performance

36BZ.DE vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China A UCITS ETF (36BZ.DE) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

36BZ.DE is traded in EUR, while BABA is traded in USD. To make them comparable, the BABA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 36BZ.DE achieves a 9.71% return, which is significantly higher than BABA's -15.79% return. Over the past 10 years, 36BZ.DE has outperformed BABA with an annualized return of 5.98%, while BABA has yielded a comparatively lower 4.91% 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%

BABA

1D
-3.11%
1M
-12.72%
YTD
-15.79%
6M
-22.73%
1Y
1.94%
3Y*
10.92%
5Y*
-9.28%
10Y*
4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BZ.DE vs. BABA - 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%
BABA
Alibaba Group Holding Limited		-15.79%54.93%19.15%-13.50%-21.25%-45.14%0.68%58.23%-16.78%72.23%

Correlation

The correlation between 36BZ.DE and BABA is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.46

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

0.46

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

0.43

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

0.44

Compare stocks, funds, or ETFs

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

iShares MSCI China A UCITS ETF

Alibaba Group Holding Limited

Often compared with 36BZ.DE:
36BZ.DE vs. ICGA.DE36BZ.DE vs. MWRD.L36BZ.DE vs. IQQC.DE36BZ.DE vs. EXXU.DE36BZ.DE vs. H4ZP.DE36BZ.DE vs. CXSE36BZ.DE vs. ^GSPC
Often compared with BABA:
BABA vs. JDBABA vs. AMZNBABA vs. BIDUBABA vs. SPYBABA vs. AAPLBABA vs. ADBEBABA vs. NIO

Return for Risk

36BZ.DE vs. BABA — 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
BABA
BABA Risk / Return Rank: 4242
Overall Rank
BABA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 4242
Sortino Ratio Rank
BABA Omega Ratio Rank: 3939
Omega Ratio Rank
BABA Calmar Ratio Rank: 4343
Calmar Ratio Rank
BABA Martin Ratio Rank: 4444
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. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and Alibaba Group Holding Limited (BABA). 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.DEBABADifference
Sharpe ratioReturn per unit of total volatility
2.11
0.04

+2.07

Sortino ratioReturn per unit of downside risk
2.91
0.42

+2.49

Omega ratioGain probability vs. loss probability

1.38

1.05

+0.33

Calmar ratioReturn relative to maximum drawdown

5.10

0.05

+5.04

Martin ratioReturn relative to average drawdown

13.77

0.10

+13.67

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

36BZ.DE vs. BABA - Sharpe Ratio Comparison

The current 36BZ.DE Sharpe Ratio is 2.11, which is higher than the BABA Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of 36BZ.DE and BABA, 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.DEBABADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

0.04

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.19

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.11

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.09

-0.06

Drawdowns

36BZ.DE vs. BABA - Drawdown Comparison

The maximum 36BZ.DE drawdown since its inception was -53.30%, smaller than the maximum BABA drawdown of -76.43%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and BABA.

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Drawdown Indicators

36BZ.DEBABADifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-76.43%

+23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-36.11%

+29.54%

Max Drawdown (3Y)

Largest decline over 3 years

-28.01%

-36.11%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-67.12%

+25.18%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-76.43%

+33.05%

Current Drawdown

Current decline from peak

-10.22%

-58.87%

+48.65%

Average Drawdown

Average peak-to-trough decline

-30.19%

-34.74%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

18.69%

-16.25%

Volatility

36BZ.DE vs. BABA - Volatility Comparison

The current volatility for iShares MSCI China A UCITS ETF (36BZ.DE) is 5.55%, while Alibaba Group Holding Limited (BABA) has a volatility of 13.04%. This indicates that 36BZ.DE experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

36BZ.DEBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

13.04%

-7.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

28.74%

-17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

43.55%

-27.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

50.21%

-28.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

42.84%

-20.74%

Dividends

36BZ.DE vs. BABA - Dividend Comparison

36BZ.DE has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.65%.

PositionTTM202520242023
36BZ.DE
iShares MSCI China A UCITS ETF		0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited		1.65%1.36%1.96%1.29%

Frequently Asked Questions

36BZ.DE and BABA have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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