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C024.DE vs. H4ZP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

C024.DE vs. H4ZP.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI China A II UCITS ETF Dist (C024.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.DE).

C024.DE and H4ZP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. C024.DE is a passively managed fund by Amundi that tracks the performance of the MSCI China A. It was launched on Mar 10, 2023. H4ZP.DE is a passively managed fund by HSBC that tracks the performance of the MSCI China. It was launched on Jan 26, 2011. Both C024.DE and H4ZP.DE 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

C024.DE vs. H4ZP.DE - 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 HSBC MSCI China UCITS ETF USD (H4ZP.DE). The values are adjusted to include any dividend payments, if applicable.

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C024.DE vs. H4ZP.DE - 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%23.87%
H4ZP.DE
HSBC MSCI China UCITS ETF USD		-6.41%16.54%28.55%-14.47%-15.34%-16.86%15.20%26.76%-16.09%35.18%

Returns By Period

In the year-to-date period, C024.DE achieves a 1.62% return, which is significantly higher than H4ZP.DE's -6.41% return. Over the past 10 years, C024.DE has outperformed H4ZP.DE with an annualized return of 5.90%, while H4ZP.DE has yielded a comparatively lower 4.88% annualized 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%

H4ZP.DE

1D
-0.39%
1M
-0.91%
YTD
-6.41%
6M
-14.69%
1Y
-1.09%
3Y*
5.36%
5Y*
-4.75%
10Y*
4.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Amundi MSCI China A II UCITS ETF Dist

HSBC MSCI China UCITS ETF USD

Often compared with C024.DE:
C024.DE vs. CNUA.DEC024.DE vs. FLCHC024.DE vs. FLXC.DEC024.DE vs. LCHI.DEC024.DE vs. CNAA.DEC024.DE vs. RQFI.DEC024.DE vs. AH50.DE
Often compared with H4ZP.DE:
H4ZP.DE vs. 36BZ.DEH4ZP.DE vs. EXXU.DEH4ZP.DE vs. IWDA.ASH4ZP.DE vs. H4ZF.DEH4ZP.DE vs. H412.DEH4ZP.DE vs. H4ZX.DEH4ZP.DE vs. H4Z6.DE

C024.DE vs. H4ZP.DE - Expense Ratio Comparison

C024.DE has a 0.25% expense ratio, which is lower than H4ZP.DE's 0.28% expense ratio.

H4ZP.DE
HSBC MSCI China UCITS ETF USD
C024.DE
Amundi MSCI China A II UCITS ETF Dist

Return for Risk

C024.DE vs. H4ZP.DE — 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
H4ZP.DE
H4ZP.DE Risk / Return Rank: 1111
Overall Rank
H4ZP.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
H4ZP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
H4ZP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
H4ZP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
H4ZP.DE Martin Ratio Rank: 1313
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. H4ZP.DE - 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 HSBC MSCI China UCITS ETF USD (H4ZP.DE). 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.DEH4ZP.DEDifference

Sharpe ratio

Return per unit of total volatility

1.40

-0.05

+1.45

Sortino ratio

Return per unit of downside risk

1.89

0.08

+1.81

Omega ratio

Gain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratio

Return relative to maximum drawdown

3.95

0.14

+3.82

Martin ratio

Return relative to average drawdown

10.89

0.34

+10.55

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

C024.DE vs. H4ZP.DE - Sharpe Ratio Comparison

The current C024.DE Sharpe Ratio is 1.40, which is higher than the H4ZP.DE Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of C024.DE and H4ZP.DE, 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.DEH4ZP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

-0.05

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.17

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.19

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.19

+0.08

Correlation

The correlation between C024.DE and H4ZP.DE is 0.66, 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. H4ZP.DE - Dividend Comparison

C024.DE's dividend yield for the trailing twelve months is around 1.86%, less than H4ZP.DE's 2.13% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
H4ZP.DE
HSBC MSCI China UCITS ETF USD		2.13%2.39%3.10%2.10%1.97%1.28%0.96%1.57%1.40%0.78%1.97%2.89%

Drawdowns

C024.DE vs. H4ZP.DE - Drawdown Comparison

The maximum C024.DE drawdown since its inception was -49.68%, smaller than the maximum H4ZP.DE drawdown of -55.74%. Use the drawdown chart below to compare losses from any high point for C024.DE and H4ZP.DE.

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Drawdown Indicators

C024.DEH4ZP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.68%

-55.74%

+6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-15.67%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-40.91%

-49.75%

+8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-47.10%

-55.74%

+8.64%

Current Drawdown

Current decline from peak

-17.06%

-31.09%

+14.03%

Average Drawdown

Average peak-to-trough decline

-25.00%

-22.98%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

6.28%

-3.82%

Volatility

C024.DE vs. H4ZP.DE - Volatility Comparison

The current volatility for Amundi MSCI China A II UCITS ETF Dist (C024.DE) is 5.02%, while HSBC MSCI China UCITS ETF USD (H4ZP.DE) has a volatility of 6.05%. This indicates that C024.DE experiences smaller price fluctuations and is considered to be less risky than H4ZP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

C024.DEH4ZP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

6.05%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

13.12%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

21.47%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.95%

27.61%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

25.24%

-0.89%