ASIL.L vs. CNUA.L
Compare and contrast key facts about Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.L).
ASIL.L and CNUA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASIL.L is a passively managed fund by Amundi that tracks the performance of the MSCI China NR USD. It was launched on Feb 21, 2019. CNUA.L is a passively managed fund by UBS that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Feb 18, 2020. Both ASIL.L and CNUA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ASIL.L vs. CNUA.L - Performance Comparison
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ASIL.L vs. CNUA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ASIL.L Lyxor China Enterprise (HSCEI) UCITS ETF | -6.61% | 27.56% | 14.40% | -17.94% | -16.69% | -22.70% | -0.85% |
CNUA.L UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc | 1.83% | 22.98% | 16.55% | -16.32% | -15.85% | 10.51% | 38.62% |
Returns By Period
In the year-to-date period, ASIL.L achieves a -6.61% return, which is significantly lower than CNUA.L's 1.83% return.
ASIL.L
- 1D
- 0.68%
- 1M
- -2.25%
- YTD
- -6.61%
- 6M
- -14.11%
- 1Y
- 2.32%
- 3Y*
- 2.86%
- 5Y*
- -6.79%
- 10Y*
- 0.21%
CNUA.L
- 1D
- 0.37%
- 1M
- -4.10%
- YTD
- 1.83%
- 6M
- 4.95%
- 1Y
- 27.45%
- 3Y*
- 5.84%
- 5Y*
- 3.20%
- 10Y*
- —
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ASIL.L vs. CNUA.L - Expense Ratio Comparison
ASIL.L has a 0.65% expense ratio, which is higher than CNUA.L's 0.30% expense ratio.
Return for Risk
ASIL.L vs. CNUA.L — Risk / Return Rank
ASIL.L
CNUA.L
ASIL.L vs. CNUA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.L). 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.
| ASIL.L | CNUA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.65 | -1.55 |
Sortino ratioReturn per unit of downside risk | 0.30 | 2.18 | -1.87 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.31 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.81 | -3.63 |
Martin ratioReturn relative to average drawdown | 0.45 | 11.25 | -10.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASIL.L | CNUA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.65 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.15 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.34 | -0.34 |
Correlation
The correlation between ASIL.L and CNUA.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ASIL.L vs. CNUA.L - Dividend Comparison
Neither ASIL.L nor CNUA.L has paid dividends to shareholders.
Drawdowns
ASIL.L vs. CNUA.L - Drawdown Comparison
The maximum ASIL.L drawdown since its inception was -59.17%, which is greater than CNUA.L's maximum drawdown of -38.31%. Use the drawdown chart below to compare losses from any high point for ASIL.L and CNUA.L.
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Drawdown Indicators
| ASIL.L | CNUA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.17% | -38.31% | -20.86% |
Max Drawdown (1Y)Largest decline over 1 year | -17.59% | -9.74% | -7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -54.61% | -38.31% | -16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -59.17% | — | — |
Current DrawdownCurrent decline from peak | -37.01% | -4.10% | -32.91% |
Average DrawdownAverage peak-to-trough decline | -24.58% | -15.30% | -9.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.04% | 2.46% | +4.58% |
Volatility
ASIL.L vs. CNUA.L - Volatility Comparison
Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) has a higher volatility of 6.06% compared to UBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc (CNUA.L) at 4.78%. This indicates that ASIL.L's price experiences larger fluctuations and is considered to be riskier than CNUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASIL.L | CNUA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 4.78% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 11.15% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.38% | 16.52% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.62% | 21.32% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 22.88% | +2.20% |