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36BZ.DE vs. ICGA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

36BZ.DE vs. ICGA.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 iShares MSCI China UCITS ETF USD Acc (ICGA.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

36BZ.DE:

0.38

ICGA.DE:

0.76

Sortino Ratio

36BZ.DE:

0.69

ICGA.DE:

1.17

Omega Ratio

36BZ.DE:

1.10

ICGA.DE:

1.16

Calmar Ratio

36BZ.DE:

0.22

ICGA.DE:

0.42

Martin Ratio

36BZ.DE:

0.57

ICGA.DE:

2.03

Ulcer Index

36BZ.DE:

16.34%

ICGA.DE:

10.41%

Daily Std Dev

36BZ.DE:

28.54%

ICGA.DE:

29.89%

Max Drawdown

36BZ.DE:

-53.30%

ICGA.DE:

-55.95%

Current Drawdown

36BZ.DE:

-31.43%

ICGA.DE:

-34.99%

Returns By Period

In the year-to-date period, 36BZ.DE achieves a -7.62% return, which is significantly lower than ICGA.DE's 4.71% return.


36BZ.DE

YTD
-7.62%
1M
2.41%
6M
-3.00%
1Y
10.90%
3Y*
-8.66%
5Y*
-2.68%
10Y*
-0.84%

ICGA.DE

YTD
4.71%
1M
-2.02%
6M
8.65%
1Y
22.94%
3Y*
-0.74%
5Y*
-4.24%
10Y*
N/A
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares MSCI China A UCITS ETF

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

36BZ.DE has a 0.40% expense ratio, which is higher than ICGA.DE's 0.28% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

36BZ.DE vs. ICGA.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36BZ.DE
The Risk-Adjusted Performance Rank of 36BZ.DE is 3030
Overall Rank
The Sharpe Ratio Rank of 36BZ.DE is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of 36BZ.DE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of 36BZ.DE is 3535
Omega Ratio Rank
The Calmar Ratio Rank of 36BZ.DE is 2727
Calmar Ratio Rank
The Martin Ratio Rank of 36BZ.DE is 2424
Martin Ratio Rank

ICGA.DE
The Risk-Adjusted Performance Rank of ICGA.DE is 5252
Overall Rank
The Sharpe Ratio Rank of ICGA.DE is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ICGA.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ICGA.DE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ICGA.DE is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ICGA.DE is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

36BZ.DE vs. ICGA.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 iShares MSCI China UCITS ETF USD Acc (ICGA.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.


The current 36BZ.DE Sharpe Ratio is 0.38, which is lower than the ICGA.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of 36BZ.DE and ICGA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between 36BZ.DE and ICGA.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum 36BZ.DE drawdown since its inception was -53.30%, roughly equal to the maximum ICGA.DE drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and ICGA.DE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

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

The current volatility for iShares MSCI China A UCITS ETF (36BZ.DE) is 2.67%, while iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a volatility of 4.42%. This indicates that 36BZ.DE experiences smaller price fluctuations and is considered to be less risky than ICGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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