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36BZ.DE vs. C024.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BZ.DE vs. C024.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China A UCITS ETF (36BZ.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). 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 lower than C024.DE's 12.05% return. Over the past 10 years, 36BZ.DE has underperformed C024.DE with an annualized return of 5.98%, while C024.DE has yielded a comparatively higher 7.12% 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%

C024.DE

1D
-0.65%
1M
0.73%
YTD
12.05%
6M
14.60%
1Y
39.67%
3Y*
12.08%
5Y*
0.57%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BZ.DE vs. C024.DE - 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%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
12.05%14.97%22.87%-17.78%-16.12%3.37%21.54%40.72%-22.27%23.87%

Correlation

The correlation between 36BZ.DE and C024.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.91

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

0.88

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

0.87

The correlation between 36BZ.DE and C024.DE has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

36BZ.DE vs. C024.DE — 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

C024.DE
C024.DE Risk / Return Rank: 8383
Overall Rank
C024.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 7777
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 8787
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. C024.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). 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.DEC024.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.38

1.45

-0.08

Calmar ratioReturn relative to maximum drawdown

5.10

5.94

-0.84

Martin ratioReturn relative to average drawdown

13.77

18.19

-4.42

36BZ.DE vs. C024.DE - Sharpe Ratio Comparison

The current 36BZ.DE Sharpe Ratio is 2.11, which is comparable to the C024.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of 36BZ.DE and C024.DE, 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.DEC024.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.60

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.03

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.30

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.30

-0.27

Drawdowns

36BZ.DE vs. C024.DE - Drawdown Comparison

The maximum 36BZ.DE drawdown since its inception was -53.30%, which is greater than C024.DE's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and C024.DE.


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Drawdown Indicators


36BZ.DEC024.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-49.68%

-3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-6.78%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-28.01%

-25.82%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-40.46%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-47.10%

+3.72%

Current Drawdown

Current decline from peak

-10.22%

-8.55%

-1.67%

Average Drawdown

Average peak-to-trough decline

-30.19%

-24.80%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.22%

+0.22%

Volatility

36BZ.DE vs. C024.DE - Volatility Comparison

iShares MSCI China A UCITS ETF (36BZ.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE) have volatilities of 5.55% and 5.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BZ.DEC024.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.71%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

11.25%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

15.47%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

22.92%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

24.34%

-2.24%

36BZ.DE vs. C024.DE - Expense Ratio Comparison

36BZ.DE has a 0.40% expense ratio, which is higher than C024.DE's 0.25% expense ratio.


Dividends

36BZ.DE vs. C024.DE - Dividend Comparison

36BZ.DE has not paid dividends to shareholders, while C024.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
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%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.69%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%

Frequently Asked Questions


With a correlation of 0.96, 36BZ.DE and C024.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C024.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for 36BZ.DE.

36BZ.DE tracks MSCI China A Inclusion, while C024.DE tracks MSCI China A. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for 36BZ.DE and 0.25% for C024.DE.

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