C024.DE vs. SXRW.DE
C024.DE (Amundi MSCI China A II UCITS ETF Dist) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - C024.DE is a China Equities fund tracking the MSCI China A, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, C024.DE returned 7.12%/yr vs 8.04%/yr for SXRW.DE. At a 0.34 correlation, their price movements are largely independent. C024.DE charges 0.25%/yr vs 0.07%/yr for SXRW.DE.
Performance
C024.DE vs. SXRW.DE - Performance Comparison
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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 SXRW.DE's 6.50% return. Over the past 10 years, C024.DE has underperformed SXRW.DE with an annualized return of 7.12%, while SXRW.DE has yielded a comparatively higher 8.04% 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%
SXRW.DE
- 1D
- 0.14%
- 1M
- 1.20%
- YTD
- 6.50%
- 6M
- 8.95%
- 1Y
- 18.26%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
C024.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between C024.DE and SXRW.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2013 | 0.34 |
The correlation between C024.DE and SXRW.DE shifts across timeframes, from 0.23 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
C024.DE vs. SXRW.DE — Risk / Return Rank
C024.DE
SXRW.DE
C024.DE vs. SXRW.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 Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.28 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.94 | 2.30 | +3.64 |
| Martin ratioReturn relative to average drawdown | 18.19 | 8.40 | +9.79 |
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
| C024.DE | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.50 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.81 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.47 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.50 | -0.21 |
Drawdowns
C024.DE vs. SXRW.DE - Drawdown Comparison
The maximum C024.DE drawdown since its inception was -49.68%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for C024.DE and SXRW.DE.
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Drawdown Indicators
| C024.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.68% | -40.31% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -7.91% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -25.82% | -16.86% | -8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -40.47% | -16.86% | -23.61% |
Max Drawdown (10Y)Largest decline over 10 years | -47.10% | -40.31% | -6.79% |
Current DrawdownCurrent decline from peak | -8.55% | -2.75% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -24.80% | -6.05% | -18.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.17% | +0.05% |
Volatility
C024.DE vs. SXRW.DE - Volatility Comparison
Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a higher volatility of 5.71% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that C024.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 4.45% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.16% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 12.13% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 14.13% | +8.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.34% | 16.93% | +7.41% |
C024.DE vs. SXRW.DE - Expense Ratio Comparison
C024.DE has a 0.25% expense ratio, which is higher than SXRW.DE's 0.07% 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. SXRW.DE - Dividend Comparison
C024.DE's dividend yield for the trailing twelve months is around 1.69%, while SXRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
C024.DE and SXRW.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for C024.DE.
C024.DE is categorized as China Equities, while SXRW.DE is Europe Equities. C024.DE tracks MSCI China A, while SXRW.DE tracks FTSE 100. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for C024.DE and 0.07% for SXRW.DE.
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