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CA3S.L vs. CNAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CA3S.L vs. CNAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P China A 300 Swap UCITS ETF Acc (CA3S.L) and Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CA3S.L is traded in GBp, while CNAA.L is traded in USD. To make them comparable, the CNAA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CA3S.L achieves a 14.81% return, which is significantly higher than CNAA.L's 9.32% return.


CA3S.L

1D
-0.54%
1M
4.48%
YTD
14.81%
6M
18.71%
1Y
51.07%
3Y*
13.88%
5Y*
10Y*

CNAA.L

1D
-0.64%
1M
2.12%
YTD
9.32%
6M
12.02%
1Y
37.60%
3Y*
8.62%
5Y*
-0.07%
10Y*
5.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CA3S.L vs. CNAA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CA3S.L
Invesco S&P China A 300 Swap UCITS ETF Acc
14.81%24.66%16.66%-16.63%3.94%
CNAA.L
Lyxor Fortune SG UCITS MSCI China A DR
9.32%17.14%12.85%-18.49%3.63%

Correlation

The correlation between CA3S.L and CNAA.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.92

The correlation between CA3S.L and CNAA.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

CA3S.L vs. CNAA.L — Risk / Return Rank

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

CA3S.L
CA3S.L Risk / Return Rank: 9292
Overall Rank
CA3S.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CA3S.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
CA3S.L Omega Ratio Rank: 9090
Omega Ratio Rank
CA3S.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CA3S.L Martin Ratio Rank: 9393
Martin Ratio Rank

CNAA.L
CNAA.L Risk / Return Rank: 7272
Overall Rank
CNAA.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CNAA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
CNAA.L Omega Ratio Rank: 6565
Omega Ratio Rank
CNAA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
CNAA.L Martin Ratio Rank: 7676
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.

CA3S.L vs. CNAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A 300 Swap UCITS ETF Acc (CA3S.L) and Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L). 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.


CA3S.LCNAA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.57

1.41

+0.16

Calmar ratioReturn relative to maximum drawdown

8.16

5.33

+2.83

Martin ratioReturn relative to average drawdown

23.71

14.88

+8.83

CA3S.L vs. CNAA.L - Sharpe Ratio Comparison

The current CA3S.L Sharpe Ratio is 3.22, which is higher than the CNAA.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CA3S.L and CNAA.L, 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


CA3S.LCNAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.22

2.27

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.28

+0.17

Drawdowns

CA3S.L vs. CNAA.L - Drawdown Comparison

The maximum CA3S.L drawdown since its inception was -35.12%, smaller than the maximum CNAA.L drawdown of -50.93%. Use the drawdown chart below to compare losses from any high point for CA3S.L and CNAA.L.


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Drawdown Indicators


CA3S.LCNAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.12%

-50.93%

+15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-7.02%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-26.15%

-26.66%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-42.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.04%

Current Drawdown

Current decline from peak

-1.01%

-11.17%

+10.16%

Average Drawdown

Average peak-to-trough decline

-15.51%

-25.94%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.52%

-0.37%

Volatility

CA3S.L vs. CNAA.L - Volatility Comparison

The current volatility for Invesco S&P China A 300 Swap UCITS ETF Acc (CA3S.L) is 5.37%, while Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L) has a volatility of 5.85%. This indicates that CA3S.L experiences smaller price fluctuations and is considered to be less risky than CNAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CA3S.LCNAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.85%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

11.80%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

16.50%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

21.53%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

22.43%

-1.45%

CA3S.L vs. CNAA.L - Expense Ratio Comparison

Both CA3S.L and CNAA.L have an expense ratio of 0.35%.


Dividends

CA3S.L vs. CNAA.L - Dividend Comparison

Neither CA3S.L nor CNAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CA3S.L and CNAA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CA3S.L and CNAA.L have the same expense ratio: 0.35% per year.

Both ETFs track MSCI China A Onshore NR CNY. They also come from different issuers: Invesco and Amundi.

Portfolio Optimizer

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