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CEBG.L vs. C300.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBG.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck New China ESG UCITS ETF A (CEBG.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CEBG.L is traded in GBP, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEBG.L achieves a -3.84% return, which is significantly lower than C300.L's 15.06% return.


CEBG.L

1D
-0.71%
1M
-2.19%
YTD
-3.84%
6M
-5.52%
1Y
9.77%
3Y*
-0.04%
5Y*
10Y*

C300.L

1D
-0.55%
1M
4.41%
YTD
15.06%
6M
18.59%
1Y
51.03%
3Y*
13.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBG.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CEBG.L
VanEck New China ESG UCITS ETF A
-3.84%15.45%1.26%-14.25%6.84%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
15.06%24.25%16.79%-16.21%3.69%

Correlation

The correlation between CEBG.L and C300.L is 0.75, 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

0.75

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

0.80

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

0.80

The correlation between CEBG.L and C300.L has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

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Return for Risk

CEBG.L vs. C300.L — Risk / Return Rank

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

CEBG.L
CEBG.L Risk / Return Rank: 1818
Overall Rank
CEBG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CEBG.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
CEBG.L Omega Ratio Rank: 1919
Omega Ratio Rank
CEBG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
CEBG.L Martin Ratio Rank: 1717
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 8989
Overall Rank
C300.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8585
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9292
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.

CEBG.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck New China ESG UCITS ETF A (CEBG.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.


CEBG.LC300.LDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-2.95

Omega ratioGain probability vs. loss probability

1.11

1.53

-0.41

Calmar ratioReturn relative to maximum drawdown

0.73

7.50

-6.77

Martin ratioReturn relative to average drawdown

1.65

22.25

-20.59

CEBG.L vs. C300.L - Sharpe Ratio Comparison

The current CEBG.L Sharpe Ratio is 0.62, which is lower than the C300.L Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of CEBG.L and C300.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


CEBG.LC300.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.98

-2.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.45

-0.61

Drawdowns

CEBG.L vs. C300.L - Drawdown Comparison

The maximum CEBG.L drawdown since its inception was -46.41%, which is greater than C300.L's maximum drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for CEBG.L and C300.L.


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Drawdown Indicators


CEBG.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.41%

-34.94%

-11.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-6.77%

-6.51%

Max Drawdown (3Y)

Largest decline over 3 years

-30.10%

-26.04%

-4.06%

Current Drawdown

Current decline from peak

-24.24%

-0.88%

-23.36%

Average Drawdown

Average peak-to-trough decline

-24.43%

-15.41%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

2.29%

+3.60%

Volatility

CEBG.L vs. C300.L - Volatility Comparison

The current volatility for VanEck New China ESG UCITS ETF A (CEBG.L) is 4.18%, while Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a volatility of 5.67%. This indicates that CEBG.L experiences smaller price fluctuations and is considered to be less risky than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEBG.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

5.67%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

12.24%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

17.06%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

21.19%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.29%

21.19%

+3.10%

CEBG.L vs. C300.L - Expense Ratio Comparison

CEBG.L has a 0.60% expense ratio, which is higher than C300.L's 0.35% expense ratio.


Dividends

CEBG.L vs. C300.L - Dividend Comparison

Neither CEBG.L nor C300.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEBG.L and C300.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C300.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C300.L is cheaper with a 0.35% expense ratio, compared with 0.60% for CEBG.L.

CEBG.L tracks MSCI China NR USD, while C300.L tracks S&P China A 300 Index. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.60% for CEBG.L and 0.35% for C300.L.

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