36BZ.DE vs. H4ZP.DE
Compare and contrast key facts about iShares MSCI China A UCITS ETF (36BZ.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.DE).
36BZ.DE and H4ZP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 36BZ.DE is a passively managed fund by iShares that tracks the performance of the MSCI China A Inclusion. It was launched on Apr 8, 2015. H4ZP.DE is a passively managed fund by HSBC that tracks the performance of the MSCI China. It was launched on Jan 26, 2011. Both 36BZ.DE and H4ZP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 36BZ.DE or H4ZP.DE.
Key characteristics
| 36BZ.DE | H4ZP.DE | |
|---|---|---|
| YTD Return | 20.44% | 19.86% |
| 1Y Return | 13.67% | 8.98% |
| 3Y Return (Ann) | -6.96% | -9.32% |
| 5Y Return (Ann) | 3.53% | -3.05% |
| Sharpe Ratio | 0.53 | 0.44 |
| Sortino Ratio | 1.02 | 0.84 |
| Omega Ratio | 1.14 | 1.10 |
| Calmar Ratio | 0.33 | 0.21 |
| Martin Ratio | 1.75 | 1.20 |
| Ulcer Index | 8.32% | 9.88% |
| Daily Std Dev | 27.08% | 27.45% |
| Max Drawdown | -53.30% | -57.68% |
| Current Drawdown | -25.45% | -43.42% |
Correlation
The correlation between 36BZ.DE and H4ZP.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
36BZ.DE vs. H4ZP.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with 36BZ.DE having a 20.44% return and H4ZP.DE slightly lower at 19.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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36BZ.DE vs. H4ZP.DE - Expense Ratio Comparison
36BZ.DE has a 0.40% expense ratio, which is higher than H4ZP.DE's 0.28% expense ratio.
Risk-Adjusted Performance
36BZ.DE vs. H4ZP.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.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.
Dividends
36BZ.DE vs. H4ZP.DE - Dividend Comparison
Neither 36BZ.DE nor H4ZP.DE has paid dividends to shareholders.
Drawdowns
36BZ.DE vs. H4ZP.DE - Drawdown Comparison
The maximum 36BZ.DE drawdown since its inception was -53.30%, smaller than the maximum H4ZP.DE drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and H4ZP.DE. For additional features, visit the drawdowns tool.
Volatility
36BZ.DE vs. H4ZP.DE - Volatility Comparison
iShares MSCI China A UCITS ETF (36BZ.DE) has a higher volatility of 12.02% compared to HSBC MSCI China UCITS ETF USD (H4ZP.DE) at 10.99%. This indicates that 36BZ.DE's price experiences larger fluctuations and is considered to be riskier than H4ZP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.