AFTY vs. ISVBF

Last updated Jun 4, 2026

AFTY (Pacer CSOP FTSE China A50 ETF) and ISVBF (iShares MSCI China A UCITS ETF) are both China Equities funds - AFTY tracks the FTSE China A 50 while ISVBF tracks the MSCI China A Inclusion Index. Both are passively managed. At a 0.05 correlation, their price movements are largely independent. AFTY charges 0.70%/yr vs 0.40%/yr for ISVBF.

Performance

AFTY vs. ISVBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and iShares MSCI China A UCITS ETF (ISVBF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AFTY

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ISVBF

• 1D: -2.03%
• 1M: -2.58%
• YTD: -6.46%
• 6M: -7.93%
• 1Y: 7.29%
• 3Y*: 9.94%
• 5Y*: -5.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AFTY vs. ISVBF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AFTY Pacer CSOP FTSE China A50 ETF	0.00%	0.00%	20.48%	-12.80%	-22.47%	-5.71%
ISVBF iShares MSCI China A UCITS ETF	-6.46%	30.64%	18.96%	-9.28%	-23.01%	-22.12%

Correlation

The correlation between AFTY and ISVBF is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since May 6, 2021	0.05

Return for Risk

AFTY vs. ISVBF — Risk / Return Rank

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

ISVBF

ISVBF Risk / Return Rank: 13
ISVBF Sharpe Ratio Rank: 12
ISVBF Sortino Ratio Rank: 13
ISVBF Omega Ratio Rank: 13
ISVBF Calmar Ratio Rank: 13
ISVBF Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFTY vs. ISVBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) and iShares MSCI China A UCITS ETF (ISVBF). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AFTY	ISVBF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.15	—

Drawdowns

Drawdown Indicators

	AFTY	ISVBF	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.78%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-19.18%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-53.22%	—
Current Drawdown Current decline from peak	—	-24.18%	—
Average Drawdown Average peak-to-trough decline	—	-32.76%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.21%	—

Volatility

Volatility by Period

	AFTY	ISVBF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	30.57%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	30.20%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	30.21%	—

AFTY vs. ISVBF - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is higher than ISVBF's 0.40% expense ratio.

Dividends

AFTY vs. ISVBF - Dividend Comparison

Neither AFTY nor ISVBF has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFTY Pacer CSOP FTSE China A50 ETF	0.00%	0.00%	0.00%	2.23%	2.08%	1.84%	1.48%	7.96%	1.85%	6.62%	1.19%	16.76%
ISVBF 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%

Frequently Asked Questions

Can I hold both AFTY and ISVBF in my portfolio?

AFTY and ISVBF have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AFTY or ISVBF?

On fees, ISVBF is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AFTY or ISVBF?

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.70% for AFTY.

Which ETF pays a higher dividend yield, AFTY or ISVBF?

AFTY and ISVBF have nearly identical dividend yields, around 0.00%.

What is the main difference between AFTY and ISVBF?

AFTY tracks FTSE China A 50, while ISVBF tracks MSCI China A Inclusion Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.70% for AFTY and 0.40% for ISVBF.