ASIU.L vs. C500.L
Compare and contrast key facts about Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L).
ASIU.L and C500.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASIU.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. C500.L is a passively managed fund by Invesco that tracks the performance of the S&P China A MidCap 500 Index. It was launched on May 5, 2022. Both ASIU.L and C500.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
ASIU.L vs. C500.L - Performance Comparison
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ASIU.L vs. C500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ASIU.L Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc | -7.59% | 36.59% | 18.62% | -16.23% | -13.02% |
C500.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 5.88% | 46.93% | 20.08% | -11.13% | -7.65% |
Returns By Period
In the year-to-date period, ASIU.L achieves a -7.59% return, which is significantly lower than C500.L's 5.88% return.
ASIU.L
- 1D
- 1.60%
- 1M
- -2.62%
- YTD
- -7.59%
- 6M
- -15.30%
- 1Y
- 5.41%
- 3Y*
- 5.89%
- 5Y*
- -7.21%
- 10Y*
- —
C500.L
- 1D
- 1.50%
- 1M
- -7.91%
- YTD
- 5.88%
- 6M
- 11.63%
- 1Y
- 50.31%
- 3Y*
- 15.25%
- 5Y*
- —
- 10Y*
- —
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ASIU.L vs. C500.L - Expense Ratio Comparison
ASIU.L has a 0.65% expense ratio, which is higher than C500.L's 0.35% expense ratio.
Return for Risk
ASIU.L vs. C500.L — Risk / Return Rank
ASIU.L
C500.L
ASIU.L vs. C500.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.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.
| ASIU.L | C500.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 2.17 | -1.94 |
Sortino ratioReturn per unit of downside risk | 0.48 | 2.68 | -2.20 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.39 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 2.86 | -2.57 |
Martin ratioReturn relative to average drawdown | 0.74 | 12.08 | -11.33 |
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
| ASIU.L | C500.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 2.17 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.74 | -0.97 |
Correlation
The correlation between ASIU.L and C500.L is 0.39, 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.
Dividends
ASIU.L vs. C500.L - Dividend Comparison
Neither ASIU.L nor C500.L has paid dividends to shareholders.
Drawdowns
ASIU.L vs. C500.L - Drawdown Comparison
The maximum ASIU.L drawdown since its inception was -64.71%, which is greater than C500.L's maximum drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for ASIU.L and C500.L.
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Drawdown Indicators
| ASIU.L | C500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.71% | -30.23% | -34.48% |
Max Drawdown (1Y)Largest decline over 1 year | -18.29% | -14.14% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -59.28% | — | — |
Current DrawdownCurrent decline from peak | -40.70% | -9.27% | -31.43% |
Average DrawdownAverage peak-to-trough decline | -35.99% | -7.78% | -28.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.29% | 3.74% | +3.55% |
Volatility
ASIU.L vs. C500.L - Volatility Comparison
The current volatility for Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) is 6.82%, while Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) has a volatility of 7.54%. This indicates that ASIU.L experiences smaller price fluctuations and is considered to be less risky than C500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASIU.L | C500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 7.54% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.72% | 16.24% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 24.11% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.62% | 40.23% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.49% | 40.23% | +0.26% |