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

Performance

36BZ.DE vs. CXSE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China A UCITS ETF (36BZ.DE) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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 CXSE is traded in USD. To make them comparable, the CXSE 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 CXSE's -1.43% return. Over the past 10 years, 36BZ.DE has underperformed CXSE with an annualized return of 5.98%, while CXSE has yielded a comparatively higher 6.52% 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%

CXSE

1D
-3.10%
1M
-3.88%
YTD
-1.43%
6M
-4.25%
1Y
15.35%
3Y*
6.50%
5Y*
-7.86%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BZ.DE vs. CXSE - 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%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
-1.43%20.74%15.73%-20.48%-24.94%-17.96%46.25%41.08%-25.19%59.20%

Correlation

The correlation between 36BZ.DE and CXSE is 0.73, 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

0.73

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

0.72

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

0.72

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

0.69

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

0.66

The correlation between 36BZ.DE and CXSE has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

36BZ.DE vs. CXSE — 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

CXSE
CXSE Risk / Return Rank: 2121
Overall Rank
CXSE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 2222
Sortino Ratio Rank
CXSE Omega Ratio Rank: 2222
Omega Ratio Rank
CXSE Calmar Ratio Rank: 2121
Calmar Ratio Rank
CXSE Martin Ratio Rank: 1818
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. CXSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.DECXSEDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.38

1.14

+0.23

Calmar ratioReturn relative to maximum drawdown

5.10

0.94

+4.15

Martin ratioReturn relative to average drawdown

13.77

1.88

+11.90

36BZ.DE vs. CXSE - Sharpe Ratio Comparison

The current 36BZ.DE Sharpe Ratio is 2.11, which is higher than the CXSE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of 36BZ.DE and CXSE, 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.DECXSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

0.73

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.26

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.23

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.21

-0.19

Drawdowns

36BZ.DE vs. CXSE - Drawdown Comparison

The maximum 36BZ.DE drawdown since its inception was -53.30%, smaller than the maximum CXSE drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and CXSE.


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Drawdown Indicators


36BZ.DECXSEDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-66.54%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-16.33%

+9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-28.01%

-30.82%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-60.83%

+18.89%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-66.54%

+23.16%

Current Drawdown

Current decline from peak

-10.22%

-45.96%

+35.74%

Average Drawdown

Average peak-to-trough decline

-30.19%

-25.55%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

8.20%

-5.76%

Volatility

36BZ.DE vs. CXSE - Volatility Comparison

The current volatility for iShares MSCI China A UCITS ETF (36BZ.DE) is 5.55%, while WisdomTree China ex-State-Owned Enterprises Fund (CXSE) has a volatility of 7.20%. This indicates that 36BZ.DE experiences smaller price fluctuations and is considered to be less risky than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36BZ.DECXSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

7.20%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

14.20%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

21.06%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

30.92%

-9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

28.10%

-6.00%

36BZ.DE vs. CXSE - Expense Ratio Comparison

36BZ.DE has a 0.40% expense ratio, which is higher than CXSE's 0.32% expense ratio.


Dividends

36BZ.DE vs. CXSE - Dividend Comparison

36BZ.DE has not paid dividends to shareholders, while CXSE's dividend yield for the trailing twelve months is around 2.07%.


PositionTTM20252024202320222021202020192018201720162015
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%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
2.07%1.95%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%2.50%

Frequently Asked Questions


36BZ.DE and CXSE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CXSE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CXSE is cheaper with a 0.32% expense ratio, compared with 0.40% for 36BZ.DE.

36BZ.DE tracks MSCI China A Inclusion, while CXSE tracks WisdomTree China ex-State-Owned Enterprises Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for 36BZ.DE and 0.32% for CXSE.

Portfolio Optimizer

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