36BZ.DE vs. VUSA.AS
Compare and contrast key facts about iShares MSCI China A UCITS ETF (36BZ.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
36BZ.DE and VUSA.AS 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. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both 36BZ.DE and VUSA.AS 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 VUSA.AS.
Key characteristics
| 36BZ.DE | VUSA.AS | |
|---|---|---|
| YTD Return | 20.44% | 32.63% |
| 1Y Return | 13.67% | 37.50% |
| 3Y Return (Ann) | -6.96% | 12.44% |
| 5Y Return (Ann) | 3.53% | 16.14% |
| Sharpe Ratio | 0.53 | 3.18 |
| Sortino Ratio | 1.02 | 4.28 |
| Omega Ratio | 1.14 | 1.66 |
| Calmar Ratio | 0.33 | 4.57 |
| Martin Ratio | 1.75 | 20.45 |
| Ulcer Index | 8.32% | 1.86% |
| Daily Std Dev | 27.08% | 11.88% |
| Max Drawdown | -53.30% | -33.64% |
| Current Drawdown | -25.45% | -0.25% |
Correlation
The correlation between 36BZ.DE and VUSA.AS is 0.40, 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.
Performance
36BZ.DE vs. VUSA.AS - Performance Comparison
In the year-to-date period, 36BZ.DE achieves a 20.44% return, which is significantly lower than VUSA.AS's 32.63% return. 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. VUSA.AS - Expense Ratio Comparison
36BZ.DE has a 0.40% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.
Risk-Adjusted Performance
36BZ.DE vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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. VUSA.AS - Dividend Comparison
36BZ.DE has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
36BZ.DE vs. VUSA.AS - Drawdown Comparison
The maximum 36BZ.DE drawdown since its inception was -53.30%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
36BZ.DE vs. VUSA.AS - Volatility Comparison
iShares MSCI China A UCITS ETF (36BZ.DE) has a higher volatility of 12.02% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.58%. This indicates that 36BZ.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.