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ASIL.L vs. FXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASIL.L vs. FXC - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASIL.L is traded in GBp, while FXC is traded in USD. To make them comparable, the FXC values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASIL.L achieves a -6.20% return, which is significantly lower than FXC's -0.79% return. Over the past 10 years, ASIL.L has outperformed FXC with an annualized return of 0.63%, while FXC has yielded a comparatively lower 0.59% annualized return.


ASIL.L

1D
-2.60%
1M
-0.06%
YTD
-6.20%
6M
-8.10%
1Y
8.93%
3Y*
6.75%
5Y*
-5.81%
10Y*
0.63%

FXC

1D
-0.15%
1M
-1.24%
YTD
-0.79%
6M
-0.08%
1Y
-0.34%
3Y*
-2.35%
5Y*
-0.81%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASIL.L vs. FXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF
-6.20%27.56%14.40%-17.94%-16.69%-22.70%-4.32%9.43%-6.32%15.81%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
-0.79%-2.26%-4.32%-0.87%4.69%1.17%-1.07%1.91%-2.06%-2.51%

Correlation

The correlation between ASIL.L and FXC is -0.03, 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 (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2012

0.21

The correlation between ASIL.L and FXC shifts across timeframes, from -0.03 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ASIL.L vs. FXC — Risk / Return Rank

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

ASIL.L
ASIL.L Risk / Return Rank: 1515
Overall Rank
ASIL.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ASIL.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ASIL.L Omega Ratio Rank: 1515
Omega Ratio Rank
ASIL.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
ASIL.L Martin Ratio Rank: 1313
Martin Ratio Rank

FXC
FXC Risk / Return Rank: 66
Overall Rank
FXC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXC Sortino Ratio Rank: 66
Sortino Ratio Rank
FXC Omega Ratio Rank: 55
Omega Ratio Rank
FXC Calmar Ratio Rank: 66
Calmar Ratio Rank
FXC Martin Ratio Rank: 66
Martin Ratio Rank
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.

ASIL.L vs. FXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and Invesco CurrencyShares® Canadian Dollar Trust (FXC). 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.LFXCDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.09

Calmar ratioReturn relative to maximum drawdown

0.50

-0.11

+0.61

Martin ratioReturn relative to average drawdown

0.99

-0.21

+1.20

ASIL.L vs. FXC - Sharpe Ratio Comparison

The current ASIL.L Sharpe Ratio is 0.45, which is higher than the FXC Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ASIL.L and FXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ASIL.LFXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

-0.06

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.12

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.07

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.13

-0.13

Drawdowns

ASIL.L vs. FXC - Drawdown Comparison

The maximum ASIL.L drawdown since its inception was -59.17%, which is greater than FXC's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for ASIL.L and FXC.


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Drawdown Indicators


ASIL.LFXCDifference

Max Drawdown

Largest peak-to-trough decline

-59.17%

-28.86%

-30.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.73%

-3.08%

-14.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-10.50%

-16.18%

Max Drawdown (5Y)

Largest decline over 5 years

-53.45%

-18.36%

-35.09%

Max Drawdown (10Y)

Largest decline over 10 years

-59.17%

-18.36%

-40.81%

Current Drawdown

Current decline from peak

-36.74%

-17.32%

-19.42%

Average Drawdown

Average peak-to-trough decline

-24.72%

-11.22%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.01%

1.65%

+7.36%

Volatility

ASIL.L vs. FXC - Volatility Comparison

Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) has a higher volatility of 8.03% compared to Invesco CurrencyShares® Canadian Dollar Trust (FXC) at 1.80%. This indicates that ASIL.L's price experiences larger fluctuations and is considered to be riskier than FXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASIL.LFXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

1.80%

+6.23%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

3.90%

+10.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

5.45%

+14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

6.80%

+21.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.11%

8.42%

+16.69%

ASIL.L vs. FXC - Expense Ratio Comparison

ASIL.L has a 0.65% expense ratio, which is higher than FXC's 0.40% expense ratio.


Dividends

ASIL.L vs. FXC - Dividend Comparison

ASIL.L has not paid dividends to shareholders, while FXC's dividend yield for the trailing twelve months is around 0.26%.


PositionTTM20252024202320222021202020192018201720162015
ASIL.L
Lyxor China Enterprise (HSCEI) 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%
FXC
Invesco CurrencyShares® Canadian Dollar Trust
0.26%0.55%2.23%2.01%0.31%0.00%0.19%0.75%0.42%0.02%0.00%0.02%

Frequently Asked Questions


ASIL.L and FXC have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FXC is cheaper with a 0.40% expense ratio, compared with 0.65% for ASIL.L.

ASIL.L is categorized as China Equities, while FXC is Currency. ASIL.L tracks MSCI China NR USD, while FXC tracks Canadian Dollar. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.65% for ASIL.L and 0.40% for FXC.

Portfolio Optimizer

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