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

C024.DE vs. IQQC.DE

Last updated Jun 5, 2026

C024.DE (Amundi MSCI China A II UCITS ETF Dist) and IQQC.DE (iShares China Large Cap UCITS ETF) are both China Equities funds - C024.DE tracks the MSCI China A while IQQC.DE tracks the FTSE China 50. Both are passively managed. Over the past 10 years, C024.DE returned 7.12%/yr vs 2.69%/yr for IQQC.DE. A 0.67 correlation means they provide meaningful diversification when combined. C024.DE charges 0.25%/yr vs 0.74%/yr for IQQC.DE.

Performance

C024.DE vs. IQQC.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 iShares China Large Cap UCITS ETF (IQQC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, C024.DE achieves a 12.05% return, which is significantly higher than IQQC.DE's -7.00% return. Over the past 10 years, C024.DE has outperformed IQQC.DE with an annualized return of 7.12%, while IQQC.DE has yielded a comparatively lower 2.69% annualized return.

C024.DE

1D
-0.65%
1M
2.07%
YTD
12.05%
6M
16.25%
1Y
40.47%
3Y*
12.08%
5Y*
0.57%
10Y*
7.12%

IQQC.DE

1D
-0.30%
1M
-2.22%
YTD
-7.00%
6M
-8.34%
1Y
-1.65%
3Y*
8.94%
5Y*
-2.24%
10Y*
2.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C024.DE vs. IQQC.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
C024.DE
Amundi MSCI China A II UCITS ETF Dist		12.05%14.97%22.87%-17.78%-16.12%3.37%21.54%40.72%-22.27%23.87%
IQQC.DE
iShares China Large Cap UCITS ETF		-7.00%14.32%39.12%-16.33%-13.36%-15.34%-1.10%18.05%-9.09%18.68%

Correlation

The correlation between C024.DE and IQQC.DE 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

0.64

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2013

0.67

The correlation between C024.DE and IQQC.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

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Amundi MSCI China A II UCITS ETF Dist

iShares China Large Cap UCITS ETF

Often compared with C024.DE:
C024.DE vs. FLCHC024.DE vs. CNUA.DEC024.DE vs. FLXC.DEC024.DE vs. H4ZP.DEC024.DE vs. CNAA.DEC024.DE vs. LCHI.DEC024.DE vs. AH50.DE
Often compared with IQQC.DE:
IQQC.DE vs. FXIIQQC.DE vs. 36BZ.DEIQQC.DE vs. EXXU.DEIQQC.DE vs. JMLP.DEIQQC.DE vs. IS3R.DEIQQC.DE vs. IJHIQQC.DE vs. CSPX.L

Return for Risk

C024.DE vs. IQQC.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: 8383
Overall Rank
C024.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 7777
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 8787
Martin Ratio Rank
IQQC.DE
IQQC.DE Risk / Return Rank: 88
Overall Rank
IQQC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IQQC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQC.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQC.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
IQQC.DE Martin Ratio Rank: 88
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. IQQC.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 iShares China Large Cap UCITS ETF (IQQC.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.DEIQQC.DEDifference
Sharpe ratioReturn per unit of total volatility
2.60
-0.09

+2.70

Sortino ratioReturn per unit of downside risk
3.52
-0.01

+3.53

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

5.94

-0.11

+6.05

Martin ratioReturn relative to average drawdown

18.19

-0.23

+18.42

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. IQQC.DE - Sharpe Ratio Comparison

The current C024.DE Sharpe Ratio is 2.60, which is higher than the IQQC.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of C024.DE and IQQC.DE, 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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Sharpe Ratios by Period

C024.DEIQQC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

-0.09

+2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.08

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.11

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.17

+0.12

Drawdowns

C024.DE vs. IQQC.DE - Drawdown Comparison

The maximum C024.DE drawdown since its inception was -49.68%, smaller than the maximum IQQC.DE drawdown of -67.50%. Use the drawdown chart below to compare losses from any high point for C024.DE and IQQC.DE.

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Drawdown Indicators

C024.DEIQQC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.68%

-67.50%

+17.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-15.24%

+8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-25.82%

-27.71%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-40.47%

-47.35%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-47.10%

-53.92%

+6.82%

Current Drawdown

Current decline from peak

-8.55%

-24.02%

+15.47%

Average Drawdown

Average peak-to-trough decline

-24.80%

-28.16%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

7.16%

-4.94%

Volatility

C024.DE vs. IQQC.DE - Volatility Comparison

The current volatility for Amundi MSCI China A II UCITS ETF Dist (C024.DE) is 5.71%, while iShares China Large Cap UCITS ETF (IQQC.DE) has a volatility of 6.75%. This indicates that C024.DE experiences smaller price fluctuations and is considered to be less risky than IQQC.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.DEIQQC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

6.75%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

12.55%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

17.72%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

28.20%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.34%

25.07%

-0.73%

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

C024.DE has a 0.25% expense ratio, which is lower than IQQC.DE's 0.74% expense ratio.

Dividends

C024.DE vs. IQQC.DE - Dividend Comparison

C024.DE's dividend yield for the trailing twelve months is around 1.69%, less than IQQC.DE's 1.92% yield.

PositionTTM20252024202320222021202020192018201720162015
C024.DE
Amundi MSCI China A II UCITS ETF Dist		1.69%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%0.00%0.00%0.00%
IQQC.DE
iShares China Large Cap UCITS ETF		1.92%1.78%2.26%2.52%2.51%1.85%2.51%2.45%3.03%2.38%2.33%2.63%

Frequently Asked Questions

C024.DE and IQQC.DE 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, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C024.DE is cheaper with a 0.25% expense ratio, compared with 0.74% for IQQC.DE.

C024.DE tracks MSCI China A, while IQQC.DE tracks FTSE China 50. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for C024.DE and 0.74% for IQQC.DE.

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