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ADIV vs. CN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADIV and CN is 0.08, 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.


-0.50.00.51.00.1

Performance

ADIV vs. CN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Asia Pacific Dividend Builder ETF (ADIV) and Xtrackers MSCI All China Equity ETF (CN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember
8.93%
22.22%
ADIV
CN

Key characteristics

Daily Std Dev

ADIV:

16.78%

CN:

102.95%

Max Drawdown

ADIV:

-31.55%

CN:

-45.00%

Current Drawdown

ADIV:

-6.56%

CN:

-17.50%

Returns By Period


ADIV

YTD

15.88%

1M

2.70%

6M

9.38%

1Y

18.66%

5Y*

N/A

10Y*

N/A

CN

YTD

N/A

1M

3.13%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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ADIV vs. CN - Expense Ratio Comparison

ADIV has a 0.78% expense ratio, which is higher than CN's 0.50% expense ratio.


ADIV
SmartETFs Asia Pacific Dividend Builder ETF
Expense ratio chart for ADIV: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for CN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

ADIV vs. CN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Asia Pacific Dividend Builder ETF (ADIV) and Xtrackers MSCI All China Equity ETF (CN). 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.


Sharpe ratio
The chart of Sharpe ratio for ADIV, currently valued at 1.11, compared to the broader market0.002.004.001.11
The chart of Sortino ratio for ADIV, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.0010.001.64
The chart of Omega ratio for ADIV, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
The chart of Calmar ratio for ADIV, currently valued at 1.27, compared to the broader market0.005.0010.0015.001.27
The chart of Martin ratio for ADIV, currently valued at 4.46, compared to the broader market0.0020.0040.0060.0080.00100.004.46
ADIV
CN


Chart placeholderNot enough data

Dividends

ADIV vs. CN - Dividend Comparison

ADIV's dividend yield for the trailing twelve months is around 4.77%, less than CN's 14,364.15% yield.


TTM2023202220212020201920182017201620152014
ADIV
SmartETFs Asia Pacific Dividend Builder ETF
4.77%4.55%2.98%13.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CN
Xtrackers MSCI All China Equity ETF
14,364.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADIV vs. CN - Drawdown Comparison

The maximum ADIV drawdown since its inception was -31.55%, smaller than the maximum CN drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for ADIV and CN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-6.56%
-17.50%
ADIV
CN

Volatility

ADIV vs. CN - Volatility Comparison

The current volatility for SmartETFs Asia Pacific Dividend Builder ETF (ADIV) is 4.55%, while Xtrackers MSCI All China Equity ETF (CN) has a volatility of 41.10%. This indicates that ADIV experiences smaller price fluctuations and is considered to be less risky than CN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember
4.55%
41.10%
ADIV
CN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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