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

ASIL.L vs. FXC.L

Last updated Apr 1, 2026

Compare and contrast key facts about Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and iShares China Large Cap UCITS (FXC.L).

ASIL.L and FXC.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. FXC.L is a passively managed fund by iShares that tracks the performance of the MSCI China NR USD. It was launched on Oct 21, 2004. Both ASIL.L and FXC.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. FXC.L - Performance Comparison

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

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ASIL.L vs. FXC.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF		-7.23%27.56%14.40%-17.94%-16.69%-22.70%-4.32%9.43%-6.32%15.81%
FXC.L
iShares China Large Cap UCITS		-5.96%20.50%33.78%-17.86%-10.68%-18.89%7.61%10.16%-6.21%24.12%

Returns By Period

In the year-to-date period, ASIL.L achieves a -7.23% return, which is significantly lower than FXC.L's -5.96% return. Over the past 10 years, ASIL.L has underperformed FXC.L with an annualized return of 0.15%, while FXC.L has yielded a comparatively higher 4.53% annualized return.

ASIL.L

1D
0.30%
1M
-4.31%
YTD
-7.23%
6M
-14.97%
1Y
2.78%
3Y*
2.63%
5Y*
-6.91%
10Y*
0.15%

FXC.L

1D
0.30%
1M
-3.28%
YTD
-5.96%
6M
-11.28%
1Y
0.04%
3Y*
7.07%
5Y*
-2.04%
10Y*
4.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor China Enterprise (HSCEI) UCITS ETF

iShares China Large Cap UCITS

Often compared with ASIL.L:
ASIL.L vs. ^HSIASIL.L vs. ASHRASIL.L vs. VOOASIL.L vs. AAXJASIL.L vs. MOATASIL.L vs. ACWIASIL.L vs. CNUA.L
Often compared with FXC.L:
FXC.L vs. KWEB.LFXC.L vs. FRCH.LFXC.L vs. XCX6.LFXC.L vs. CSPX.LFXC.L vs. IWDA.LFXC.L vs. SXRV.DEFXC.L vs. IWDA.AS

ASIL.L vs. FXC.L - Expense Ratio Comparison

ASIL.L has a 0.65% expense ratio, which is lower than FXC.L's 0.74% expense ratio.

FXC.L
iShares China Large Cap UCITS
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF

Return for Risk

ASIL.L vs. FXC.L — 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: 1414
Overall Rank
ASIL.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ASIL.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
ASIL.L Omega Ratio Rank: 1414
Omega Ratio Rank
ASIL.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
ASIL.L Martin Ratio Rank: 1313
Martin Ratio Rank
FXC.L
FXC.L Risk / Return Rank: 1111
Overall Rank
FXC.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXC.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
FXC.L Omega Ratio Rank: 1212
Omega Ratio Rank
FXC.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
FXC.L Martin Ratio Rank: 1111
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.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 iShares China Large Cap UCITS (FXC.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.LFXC.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.00

+0.13

Sortino ratio

Return per unit of downside risk

0.33

0.14

+0.19

Omega ratio

Gain probability vs. loss probability

1.04

1.02

+0.02

Calmar ratio

Return relative to maximum drawdown

0.09

-0.05

+0.14

Martin ratio

Return relative to average drawdown

0.23

-0.12

+0.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASIL.L vs. FXC.L - Sharpe Ratio Comparison

The current ASIL.L Sharpe Ratio is 0.13, which is higher than the FXC.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of ASIL.L and FXC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ASIL.LFXC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.00

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.07

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.18

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.31

-0.31

Correlation

The correlation between ASIL.L and FXC.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ASIL.L vs. FXC.L - Dividend Comparison

ASIL.L has not paid dividends to shareholders, while FXC.L's dividend yield for the trailing twelve months is around 2.56%.

TTM20252024202320222021202020192018201720162015
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.L
iShares China Large Cap UCITS		2.56%2.37%2.99%3.10%2.85%2.51%3.26%3.22%3.89%3.18%3.04%4.00%

Drawdowns

ASIL.L vs. FXC.L - Drawdown Comparison

The maximum ASIL.L drawdown since its inception was -59.17%, roughly equal to the maximum FXC.L drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for ASIL.L and FXC.L.

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Drawdown Indicators

ASIL.LFXC.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.17%

-60.51%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-17.59%

-14.54%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-54.61%

-47.53%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-59.17%

-53.90%

-5.27%

Current Drawdown

Current decline from peak

-37.44%

-21.08%

-16.36%

Average Drawdown

Average peak-to-trough decline

-24.57%

-18.75%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

5.86%

+1.34%

Volatility

ASIL.L vs. FXC.L - Volatility Comparison

Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) has a higher volatility of 6.54% compared to iShares China Large Cap UCITS (FXC.L) at 5.63%. This indicates that ASIL.L's price experiences larger fluctuations and is considered to be riskier than FXC.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.LFXC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

5.63%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

13.06%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

21.37%

20.20%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.62%

28.17%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.09%

24.98%

+0.11%