PortfoliosLab logoPortfoliosLab logo
CETF.AX vs. SUBD.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CETF.AX vs. SUBD.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 Australian Subordinated Debt ETF (SUBD.AX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CETF.AX achieves a -0.98% return, which is significantly lower than SUBD.AX's 3.04% 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%

SUBD.AX

1D
0.04%
1M
0.80%
6M
2.67%
YTD
3.04%
1Y
6.00%
3Y*
6.36%
5Y*
4.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CETF.AX vs. SUBD.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%3.15%
SUBD.AX
Vaneck Australian Subordinated Debt ETF
3.04%5.55%7.13%7.11%0.27%2.12%2.39%0.59%

Correlation

The correlation between CETF.AX and SUBD.AX is 0.02, 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

0.02

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

0.02

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

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2019

0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VanEck FTSE China A50 ETF

Return for Risk

CETF.AX vs. SUBD.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

SUBD.AX
SUBD.AX Risk / Return Rank: 9999
Overall Rank
SUBD.AX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SUBD.AX Sortino Ratio Rank: 9999
Sortino Ratio Rank
SUBD.AX Omega Ratio Rank: 9999
Omega Ratio Rank
SUBD.AX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SUBD.AX Martin Ratio Rank: 9999
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. SUBD.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 Australian Subordinated Debt ETF (SUBD.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.AXSUBD.AXDifference
Sharpe ratioReturn per unit of total volatility

-5.97

Sortino ratioReturn per unit of downside risk

-11.58

Omega ratioGain probability vs. loss probability

1.14

3.06

-1.92

Calmar ratioReturn relative to maximum drawdown

0.97

24.82

-23.86

Martin ratioReturn relative to average drawdown

2.38

101.01

-98.63

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

The current CETF.AX Sharpe Ratio is 0.76, which is lower than the SUBD.AX Sharpe Ratio of 6.73. The chart below compares the historical Sharpe Ratios of CETF.AX and SUBD.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.


Loading charts...

Drawdowns

CETF.AX vs. SUBD.AX - Drawdown Comparison

The maximum CETF.AX drawdown since its inception was -41.32%, which is greater than SUBD.AX's maximum drawdown of -10.85%. Use the drawdown chart below to compare losses from any high point for CETF.AX and SUBD.AX.


Loading charts...

Drawdown Indicators


CETF.AXSUBD.AXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-10.85%

-30.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.01%

-0.24%

-11.77%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-1.19%

-17.86%

Max Drawdown (5Y)

Largest decline over 5 years

-33.90%

-2.99%

-30.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.95%

Current Drawdown

Current decline from peak

-11.36%

0.00%

-11.36%

Average Drawdown

Average peak-to-trough decline

-23.78%

-0.44%

-23.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

0.06%

+4.89%

Volatility

CETF.AX vs. SUBD.AX - Volatility Comparison

VanEck FTSE China A50 ETF (CETF.AX) has a higher volatility of 5.19% compared to Vaneck Australian Subordinated Debt ETF (SUBD.AX) at 0.27%. This indicates that CETF.AX's price experiences larger fluctuations and is considered to be riskier than SUBD.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CETF.AXSUBD.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

0.27%

+4.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

0.64%

+11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

0.88%

+14.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

1.35%

+18.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

4.76%

+15.30%

CETF.AX vs. SUBD.AX - Expense Ratio Comparison

CETF.AX has a 0.60% expense ratio, which is higher than SUBD.AX's 0.29% expense ratio.


Dividends

CETF.AX vs. SUBD.AX - Dividend Comparison

CETF.AX's dividend yield for the trailing twelve months is around 1.87%, less than SUBD.AX's 5.35% 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%
SUBD.AX
Vaneck Australian Subordinated Debt ETF
5.35%5.54%5.85%5.13%2.60%1.90%2.01%0.18%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CETF.AX and SUBD.AX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUBD.AX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUBD.AX is cheaper with a 0.29% expense ratio, compared with 0.60% for CETF.AX.

CETF.AX is categorized as China Equities, while SUBD.AX is High Yield Bonds. CETF.AX tracks FTSE China A50 Net Tax AUD Index, while SUBD.AX tracks iBoxx AUD Investment Grade Subordinated Debt Mid Price Index. Their fees differ too: 0.60% for CETF.AX and 0.29% for SUBD.AX.

Portfolio Optimizer

Find the right allocation for CETF.AX and SUBD.AX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer