3993.HK vs. XCH.TO
Compare and contrast key facts about CMOC Group Ltd (3993.HK) and iShares China Index ETF (XCH.TO).
XCH.TO is a passively managed fund by iShares that tracks the performance of the Morningstar China GR CAD. It was launched on Jan 21, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 3993.HK or XCH.TO.
Key characteristics
| 3993.HK | XCH.TO | |
|---|---|---|
| YTD Return | 69.62% | 39.93% |
| 1Y Return | 57.11% | 29.91% |
| 3Y Return (Ann) | 12.12% | -3.23% |
| 5Y Return (Ann) | 25.92% | -1.98% |
| 10Y Return (Ann) | 19.91% | 2.44% |
| Sharpe Ratio | 1.00 | 0.90 |
| Sortino Ratio | 1.54 | 1.47 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 1.04 | 0.49 |
| Martin Ratio | 3.05 | 2.60 |
| Ulcer Index | 14.81% | 10.64% |
| Daily Std Dev | 45.63% | 30.94% |
| Max Drawdown | -92.43% | -58.02% |
| Current Drawdown | -14.61% | -31.63% |
Correlation
The correlation between 3993.HK and XCH.TO is 0.32, 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
3993.HK vs. XCH.TO - Performance Comparison
In the year-to-date period, 3993.HK achieves a 69.62% return, which is significantly higher than XCH.TO's 39.93% return. Over the past 10 years, 3993.HK has outperformed XCH.TO with an annualized return of 19.91%, while XCH.TO has yielded a comparatively lower 2.44% annualized 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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Risk-Adjusted Performance
3993.HK vs. XCH.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CMOC Group Ltd (3993.HK) and iShares China Index ETF (XCH.TO). 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
3993.HK vs. XCH.TO - Dividend Comparison
3993.HK's dividend yield for the trailing twelve months is around 2.40%, more than XCH.TO's 1.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
3993.HK CMOC Group Ltd | 2.40% | 2.20% | 2.33% | 0.97% | 0.93% | 3.74% | 3.25% | 0.79% | 1.55% | 5.25% | 3.92% | 4.35% |
XCH.TO iShares China Index ETF | 1.90% | 2.86% | 2.35% | 1.50% | 2.17% | 2.50% | 2.45% | 2.41% | 2.21% | 2.58% | 2.09% | 2.15% |
Drawdowns
3993.HK vs. XCH.TO - Drawdown Comparison
The maximum 3993.HK drawdown since its inception was -92.43%, which is greater than XCH.TO's maximum drawdown of -58.02%. Use the drawdown chart below to compare losses from any high point for 3993.HK and XCH.TO. For additional features, visit the drawdowns tool.
Volatility
3993.HK vs. XCH.TO - Volatility Comparison
The current volatility for CMOC Group Ltd (3993.HK) is 19.69%, while iShares China Index ETF (XCH.TO) has a volatility of 21.93%. This indicates that 3993.HK experiences smaller price fluctuations and is considered to be less risky than XCH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.