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CHII vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHII and VOO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CHII vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Industrials ETF (CHII) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-38.81%
28.04%
CHII
VOO

Key characteristics

Returns By Period


CHII

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-9.88%

1M

-6.86%

6M

-9.35%

1Y

6.85%

5Y*

14.69%

10Y*

11.66%

*Annualized

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CHII vs. VOO - Expense Ratio Comparison

CHII has a 0.66% expense ratio, which is higher than VOO's 0.03% expense ratio.


CHII
Global X MSCI China Industrials ETF
Expense ratio chart for CHII: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHII: 0.66%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

CHII vs. VOO — Risk-Adjusted Performance Rank

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

CHII

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHII vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Industrials ETF (CHII) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
No data
The chart of Calmar ratio for CHII, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
CHII: 0.00
VOO: 0.32


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.00
0.32
CHII
VOO

Dividends

CHII vs. VOO - Dividend Comparison

CHII has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.44%.


TTM20242023202220212020201920182017201620152014
CHII
Global X MSCI China Industrials ETF
0.00%100.62%4.28%0.67%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CHII vs. VOO - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.05%
-13.85%
CHII
VOO

Volatility

CHII vs. VOO - Volatility Comparison

The current volatility for Global X MSCI China Industrials ETF (CHII) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.31%. This indicates that CHII experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril0
13.31%
CHII
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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