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C024.DE vs. FLCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

C024.DE vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI China A II UCITS ETF Dist (C024.DE) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

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C024.DE vs. FLCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.62%14.97%22.87%-17.78%-16.12%3.37%21.54%40.72%-22.27%0.86%
FLCH
Franklin FTSE China ETF
-4.38%16.82%25.79%-13.88%-17.96%-14.95%19.37%27.13%-15.75%-2.39%
Different Trading Currencies

C024.DE is traded in EUR, while FLCH is traded in USD. To make them comparable, the FLCH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, C024.DE achieves a 1.62% return, which is significantly higher than FLCH's -4.38% return.


C024.DE

1D
-0.41%
1M
-1.12%
YTD
1.62%
6M
3.76%
1Y
22.70%
3Y*
5.31%
5Y*
-0.65%
10Y*
5.90%

FLCH

1D
-0.01%
1M
-1.50%
YTD
-4.38%
6M
-12.65%
1Y
1.01%
3Y*
5.46%
5Y*
-4.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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C024.DE vs. FLCH - Expense Ratio Comparison

C024.DE has a 0.25% expense ratio, which is higher than FLCH's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

C024.DE vs. FLCH — Risk / Return Rank

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

C024.DE
C024.DE Risk / Return Rank: 7777
Overall Rank
C024.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 6666
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 8282
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 1919
Overall Rank
FLCH Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2020
Omega Ratio Rank
FLCH Calmar Ratio Rank: 1818
Calmar Ratio Rank
FLCH Martin Ratio Rank: 1818
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.

C024.DE vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China A II UCITS ETF Dist (C024.DE) and Franklin FTSE China ETF (FLCH). 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.


C024.DEFLCHDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.04

+1.36

Sortino ratio

Return per unit of downside risk

1.89

0.22

+1.67

Omega ratio

Gain probability vs. loss probability

1.26

1.03

+0.23

Calmar ratio

Return relative to maximum drawdown

3.95

0.00

+3.95

Martin ratio

Return relative to average drawdown

10.89

0.01

+10.88

C024.DE vs. FLCH - Sharpe Ratio Comparison

The current C024.DE Sharpe Ratio is 1.40, which is higher than the FLCH Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of C024.DE and FLCH, 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


C024.DEFLCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.04

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.16

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.02

+0.25

Correlation

The correlation between C024.DE and FLCH 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

C024.DE vs. FLCH - Dividend Comparison

C024.DE's dividend yield for the trailing twelve months is around 1.86%, less than FLCH's 2.51% yield.


TTM202520242023202220212020201920182017
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.86%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%0.00%
FLCH
Franklin FTSE China ETF
2.51%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Drawdowns

C024.DE vs. FLCH - Drawdown Comparison

The maximum C024.DE drawdown since its inception was -49.68%, smaller than the maximum FLCH drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for C024.DE and FLCH.


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Drawdown Indicators


C024.DEFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-49.68%

-62.09%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-15.88%

+8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.91%

-56.06%

+15.15%

Max Drawdown (10Y)

Largest decline over 10 years

-47.10%

Current Drawdown

Current decline from peak

-17.06%

-33.80%

+16.74%

Average Drawdown

Average peak-to-trough decline

-25.00%

-30.50%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

6.02%

-3.56%

Volatility

C024.DE vs. FLCH - Volatility Comparison

The current volatility for Amundi MSCI China A II UCITS ETF Dist (C024.DE) is 5.02%, while Franklin FTSE China ETF (FLCH) has a volatility of 6.20%. This indicates that C024.DE experiences smaller price fluctuations and is considered to be less risky than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C024.DEFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

6.20%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

13.88%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

23.28%

-7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

28.28%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

27.26%

-2.91%