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CHILX vs. IOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CHILX vs. IOO

Last updated Jun 23, 2026

CHILX (BlackRock China A Opportunities Fund) and IOO (iShares Global 100 ETF) are both funds - CHILX is a China Equities fund managed by BlackRock, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). Over the past 5 years, CHILX returned 1.34%/yr vs 15.86%/yr for IOO. At a 0.41 correlation, their price movements are largely independent. CHILX charges 0.99%/yr vs 0.40%/yr for IOO.

Performance

CHILX vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock China A Opportunities Fund (CHILX) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHILX achieves a 14.73% return, which is significantly higher than IOO's 8.90% return.

CHILX

1D
1.39%
1M
2.76%
YTD
14.73%
6M
15.97%
1Y
42.70%
3Y*
13.23%
5Y*
1.34%
10Y*
—

IOO

1D
-1.37%
1M
-2.56%
YTD
8.90%
6M
9.44%
1Y
34.19%
3Y*
23.69%
5Y*
15.86%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHILX vs. IOO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CHILX
BlackRock China A Opportunities Fund		14.73%26.30%15.44%-12.29%-28.54%3.54%48.69%48.44%
IOO
iShares Global 100 ETF		8.90%27.02%26.54%27.71%-16.34%26.03%18.61%29.40%

Correlation

The correlation between CHILX and IOO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.39

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

0.30

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2019

0.41

The correlation between CHILX and IOO shifts across timeframes, from 0.30 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

BlackRock China A Opportunities Fund

iShares Global 100 ETF

Often compared with CHILX:
CHILX vs. EWJVCHILX vs. FLNCHILX vs. VOOCHILX vs. CNYACHILX vs. SPYCHILX vs. EVCGXCHILX vs. CAF
Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT

Return for Risk

CHILX vs. IOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHILX
CHILX Risk / Return Rank: 8181
Overall Rank
CHILX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CHILX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CHILX Omega Ratio Rank: 7070
Omega Ratio Rank
CHILX Calmar Ratio Rank: 9494
Calmar Ratio Rank
CHILX Martin Ratio Rank: 8787
Martin Ratio Rank
IOO
IOO Risk / Return Rank: 7676
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 7676
Sortino Ratio Rank
IOO Omega Ratio Rank: 7676
Omega Ratio Rank
IOO Calmar Ratio Rank: 7171
Calmar Ratio Rank
IOO Martin Ratio Rank: 7979
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.

CHILX vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock China A Opportunities Fund (CHILX) and iShares Global 100 ETF (IOO). 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.

CHILXIOODifference
Sharpe ratioReturn per unit of total volatility
2.44
2.42

+0.01

Sortino ratioReturn per unit of downside risk
3.23
3.26

-0.03

Omega ratioGain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

4.97

3.46

+1.52

Martin ratioReturn relative to average drawdown

15.19

15.01

+0.18

CHILX vs. IOO - Sharpe Ratio Comparison

The current CHILX Sharpe Ratio is 2.44, which is comparable to the IOO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of CHILX and IOO, 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

CHILX vs. IOO - Drawdown Comparison

The maximum CHILX drawdown since its inception was -47.73%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for CHILX and IOO.

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Drawdown Indicators

CHILXIOODifference

Max Drawdown

Largest peak-to-trough decline

-47.73%

-55.85%

+8.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-9.94%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.59%

-19.19%

-3.40%

Max Drawdown (5Y)

Largest decline over 5 years

-43.88%

-23.52%

-20.36%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.43%

—

Current Drawdown

Current decline from peak

-4.02%

-4.28%

+0.26%

Average Drawdown

Average peak-to-trough decline

-20.37%

-11.25%

-9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.28%

+0.51%

Volatility

CHILX vs. IOO - Volatility Comparison

BlackRock China A Opportunities Fund (CHILX) has a higher volatility of 7.27% compared to iShares Global 100 ETF (IOO) at 5.15%. This indicates that CHILX's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CHILXIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

5.15%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

11.44%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

14.21%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

17.15%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

17.82%

+4.05%

CHILX vs. IOO - Expense Ratio Comparison

CHILX has a 0.99% expense ratio, which is higher than IOO's 0.40% expense ratio.

Dividends

CHILX vs. IOO - Dividend Comparison

CHILX's dividend yield for the trailing twelve months is around 2.56%, more than IOO's 0.85% yield.

PositionTTM20252024202320222021202020192018201720162015
CHILX
BlackRock China A Opportunities Fund		2.56%2.94%2.11%2.02%0.92%1.19%3.64%12.77%0.00%0.00%0.00%0.00%
IOO
iShares Global 100 ETF		0.85%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions

CHILX and IOO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHILX has higher volatility (7.27%) compared to IOO (5.15%). In terms of maximum drawdown, CHILX dropped -47.73% vs IOO's -55.85%.

CHILX currently has the higher Sharpe Ratio (2.44 vs 2.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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