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

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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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 18.32% return, which is significantly higher than FLCH's -11.15% return.


C024.DE

1D
1.69%
1M
4.51%
YTD
18.32%
6M
20.17%
1Y
47.26%
3Y*
15.57%
5Y*
2.16%
10Y*
7.87%

FLCH

1D
-1.61%
1M
-6.12%
YTD
-11.15%
6M
-11.85%
1Y
-2.55%
3Y*
6.66%
5Y*
-5.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

C024.DE vs. FLCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C024.DE
Amundi MSCI China A II UCITS ETF Dist
18.32%14.97%22.87%-17.78%-16.16%3.42%21.54%40.72%-22.27%1.65%
FLCH
Franklin FTSE China ETF
-11.15%16.82%25.79%-13.88%-17.96%-14.95%19.37%27.13%-15.75%-1.81%

Correlation

The correlation between C024.DE and FLCH is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

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

0.63

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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.64

The correlation between C024.DE and FLCH has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

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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: 9292
Overall Rank
C024.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 9090
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 9292
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 77
Overall Rank
FLCH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 77
Sortino Ratio Rank
FLCH Omega Ratio Rank: 77
Omega Ratio Rank
FLCH Calmar Ratio Rank: 77
Calmar Ratio Rank
FLCH Martin Ratio Rank: 77
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


C024.DEFLCHDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+3.93

Omega ratioGain probability vs. loss probability

1.50

0.99

+0.50

Calmar ratioReturn relative to maximum drawdown

6.94

-0.14

+7.07

Martin ratioReturn relative to average drawdown

20.15

-0.32

+20.47

C024.DE vs. FLCH - Sharpe Ratio Comparison

The current C024.DE Sharpe Ratio is 2.91, which is higher than the FLCH Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of C024.DE and FLCH, 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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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%

-55.61%

+5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-18.84%

+12.06%

Max Drawdown (3Y)

Largest decline over 3 years

-25.82%

-24.49%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.34%

-48.72%

+9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-47.10%

Current Drawdown

Current decline from peak

-3.43%

-35.81%

+32.38%

Average Drawdown

Average peak-to-trough decline

-26.32%

-25.81%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

8.08%

-5.74%

Volatility

C024.DE vs. FLCH - Volatility Comparison

Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a higher volatility of 6.00% compared to Franklin FTSE China ETF (FLCH) at 5.12%. This indicates that C024.DE's price experiences larger fluctuations and is considered to be riskier 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

6.00%

5.12%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

13.21%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

18.75%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

28.33%

-5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.04%

27.04%

-3.00%

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%.


Dividends

C024.DE vs. FLCH - Dividend Comparison

C024.DE's dividend yield for the trailing twelve months is around 1.60%, less than FLCH's 1.81% yield.


PositionTTM202520242023202220212020201920182017
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.60%1.89%2.19%1.98%1.34%1.22%1.42%1.88%2.49%0.00%
FLCH
Franklin FTSE China ETF
1.81%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Frequently Asked Questions


C024.DE and FLCH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLCH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLCH is cheaper with a 0.19% expense ratio, compared with 0.25% for C024.DE.

C024.DE tracks MSCI China A, while FLCH tracks FTSE China RIC Capped Index. They also come from different issuers: Amundi and Franklin Templeton. Their fees differ too: 0.25% for C024.DE and 0.19% for FLCH.

Portfolio Optimizer

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