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CETF.AX vs. REIT.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CETF.AX vs. REIT.AX

Last updated Jul 16, 2026
Documentation

CETF.AX (VanEck FTSE China A50 ETF) and REIT.AX (VanEck FTSE International Property (AUD Hedged) ETF) are both exchange-traded funds - CETF.AX is a China Equities fund tracking the FTSE China A50 Net Tax AUD Index, while REIT.AX is a REIT fund tracking the VanEck FTSE International Property (AUD Hedged) Index. Both are passively managed. Over the past 5 years, CETF.AX returned 0.64%/yr vs -0.28%/yr for REIT.AX. At a 0.02 correlation, their price movements are largely independent.

Performance

CETF.AX vs. REIT.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in VanEck FTSE China A50 ETF (CETF.AX) and VanEck FTSE International Property (AUD Hedged) ETF (REIT.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CETF.AX achieves a -0.98% return, which is significantly lower than REIT.AX's 11.07% return.

CETF.AX

1D
-1.86%
1M
-1.13%
6M
-2.24%
YTD
-0.98%
1Y
11.65%
3Y*
9.83%
5Y*
0.64%
10Y*
5.29%

REIT.AX

1D
1.12%
1M
0.53%
6M
11.21%
YTD
11.07%
1Y
14.43%
3Y*
6.97%
5Y*
-0.28%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CETF.AX vs. REIT.AX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CETF.AX
VanEck FTSE China A50 ETF		-0.98%12.88%30.64%-13.18%-16.50%-1.23%18.52%6.95%
REIT.AX
VanEck FTSE International Property (AUD Hedged) ETF		11.07%7.01%-1.59%6.46%-26.16%31.83%-13.54%6.59%

Correlation

The correlation between CETF.AX and REIT.AX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.01

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

-0.04

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2019

0.02

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VanEck FTSE China A50 ETF

VanEck FTSE International Property (AUD Hedged) ETF

Return for Risk

CETF.AX vs. REIT.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CETF.AX
CETF.AX Risk / Return Rank: 2424
Overall Rank
CETF.AX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CETF.AX Sortino Ratio Rank: 2323
Sortino Ratio Rank
CETF.AX Omega Ratio Rank: 2323
Omega Ratio Rank
CETF.AX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CETF.AX Martin Ratio Rank: 2323
Martin Ratio Rank
REIT.AX
REIT.AX Risk / Return Rank: 3636
Overall Rank
REIT.AX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
REIT.AX Sortino Ratio Rank: 3333
Sortino Ratio Rank
REIT.AX Omega Ratio Rank: 3333
Omega Ratio Rank
REIT.AX Calmar Ratio Rank: 3939
Calmar Ratio Rank
REIT.AX Martin Ratio Rank: 4343
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.

CETF.AX vs. REIT.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck FTSE China A50 ETF (CETF.AX) and VanEck FTSE International Property (AUD Hedged) ETF (REIT.AX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CETF.AXREIT.AXDifference
Sharpe ratioReturn per unit of total volatility
0.76
1.04

-0.28

Sortino ratioReturn per unit of downside risk
1.11
1.50

-0.39

Omega ratioGain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratioReturn relative to maximum drawdown

0.97

1.65

-0.69

Martin ratioReturn relative to average drawdown

2.38

5.59

-3.21

CETF.AX vs. REIT.AX - Sharpe Ratio Comparison

The current CETF.AX Sharpe Ratio is 0.76, which is comparable to the REIT.AX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of CETF.AX and REIT.AX, 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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Drawdowns

CETF.AX vs. REIT.AX - Drawdown Comparison

The maximum CETF.AX drawdown since its inception was -41.32%, roughly equal to the maximum REIT.AX drawdown of -42.54%. Use the drawdown chart below to compare losses from any high point for CETF.AX and REIT.AX.

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Drawdown Indicators

CETF.AXREIT.AXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-42.54%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-9.04%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-19.42%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-33.90%

-35.77%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-40.95%

—

—

Current Drawdown

Current decline from peak

-11.36%

-8.05%

-3.31%

Average Drawdown

Average peak-to-trough decline

-23.78%

-16.76%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

2.69%

+2.26%

Volatility

CETF.AX vs. REIT.AX - Volatility Comparison

VanEck FTSE China A50 ETF (CETF.AX) has a higher volatility of 5.19% compared to VanEck FTSE International Property (AUD Hedged) ETF (REIT.AX) at 3.92%. This indicates that CETF.AX's price experiences larger fluctuations and is considered to be riskier than REIT.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CETF.AXREIT.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

3.92%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

11.91%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

14.39%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

18.02%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

19.77%

+0.29%

Dividends

CETF.AX vs. REIT.AX - Dividend Comparison

CETF.AX's dividend yield for the trailing twelve months is around 1.87%, less than REIT.AX's 3.31% yield.

PositionTTM20252024202320222021202020192018201720162015
CETF.AX
VanEck FTSE China A50 ETF		1.87%1.94%1.55%2.94%2.80%1.80%1.30%1.28%11.56%1.08%1.16%3.19%
REIT.AX
VanEck FTSE International Property (AUD Hedged) ETF		3.31%4.47%2.25%3.16%3.25%3.16%4.30%1.83%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CETF.AX and REIT.AX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CETF.AX is categorized as China Equities, while REIT.AX is REIT. CETF.AX tracks FTSE China A50 Net Tax AUD Index, while REIT.AX tracks VanEck FTSE International Property (AUD Hedged) Index.

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