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

Performance

36BZ.DE vs. CNIE.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 VanEck New China ESG UCITS ETF A (CNIE.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 higher than CNIE.DE's -3.41% 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%

CNIE.DE

1D
-0.76%
1M
-3.01%
YTD
-3.41%
6M
-5.32%
1Y
6.61%
3Y*
-0.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BZ.DE vs. CNIE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
36BZ.DE
iShares MSCI China A UCITS ETF
9.71%10.25%19.91%-17.13%-21.26%7.10%
CNIE.DE
VanEck New China ESG UCITS ETF A
-3.41%8.76%7.28%-12.40%-22.84%8.74%

Correlation

The correlation between 36BZ.DE and CNIE.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.87

The correlation between 36BZ.DE and CNIE.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.

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Return for Risk

36BZ.DE vs. CNIE.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

CNIE.DE
CNIE.DE Risk / Return Rank: 1515
Overall Rank
CNIE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CNIE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
CNIE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CNIE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CNIE.DE Martin Ratio Rank: 1515
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. CNIE.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 VanEck New China ESG UCITS ETF A (CNIE.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.DECNIE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.23

Omega ratioGain probability vs. loss probability

1.38

1.08

+0.29

Calmar ratioReturn relative to maximum drawdown

5.10

0.53

+4.56

Martin ratioReturn relative to average drawdown

13.77

1.17

+12.60

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

The current 36BZ.DE Sharpe Ratio is 2.11, which is higher than the CNIE.DE Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of 36BZ.DE and CNIE.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.DECNIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

0.42

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.16

+0.19

Drawdowns

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

The maximum 36BZ.DE drawdown since its inception was -53.30%, which is greater than CNIE.DE's maximum drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and CNIE.DE.


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Drawdown Indicators


36BZ.DECNIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-45.69%

-7.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-12.45%

+5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-28.01%

-29.20%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

Current Drawdown

Current decline from peak

-10.22%

-25.25%

+15.03%

Average Drawdown

Average peak-to-trough decline

-30.19%

-24.67%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

5.70%

-3.26%

Volatility

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

iShares MSCI China A UCITS ETF (36BZ.DE) has a higher volatility of 5.55% compared to VanEck New China ESG UCITS ETF A (CNIE.DE) at 4.49%. This indicates that 36BZ.DE's price experiences larger fluctuations and is considered to be riskier than CNIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BZ.DECNIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

4.49%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

10.68%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

16.04%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

24.27%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

24.27%

-2.17%

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

36BZ.DE has a 0.40% expense ratio, which is lower than CNIE.DE's 0.60% expense ratio.


Dividends

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

Neither 36BZ.DE nor CNIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


36BZ.DE and CNIE.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 36BZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BZ.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for CNIE.DE.

36BZ.DE tracks MSCI China A Inclusion, while CNIE.DE tracks MarketGrader New China ESG. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for 36BZ.DE and 0.60% for CNIE.DE.

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