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CHIN.DE vs. CNIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHIN.DE vs. CNIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) and VanEck New China ESG UCITS ETF A (CNIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHIN.DE achieves a 6.22% return, which is significantly higher than CNIE.DE's -3.41% return.


CHIN.DE

1D
-0.55%
1M
-0.17%
YTD
6.22%
6M
6.27%
1Y
26.49%
3Y*
5Y*
10Y*

CNIE.DE

1D
-0.76%
1M
-3.01%
YTD
-3.41%
6M
-5.32%
1Y
6.61%
3Y*
-0.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHIN.DE vs. CNIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CHIN.DE
KraneShares ICBCCS S&P China 500 Index UCITS ETF USD
6.22%16.60%23.10%-6.61%
CNIE.DE
VanEck New China ESG UCITS ETF A
-3.41%8.76%7.28%-5.08%

Correlation

The correlation between CHIN.DE and CNIE.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2023

0.85

The correlation between CHIN.DE and CNIE.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

CHIN.DE vs. CNIE.DE — Risk / Return Rank

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

CHIN.DE
CHIN.DE Risk / Return Rank: 4949
Overall Rank
CHIN.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CHIN.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
CHIN.DE Omega Ratio Rank: 4444
Omega Ratio Rank
CHIN.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
CHIN.DE Martin Ratio Rank: 4949
Martin Ratio Rank

CNIE.DE
CNIE.DE Risk / Return Rank: 1515
Overall Rank
CNIE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CNIE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
CNIE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CNIE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CNIE.DE Martin Ratio Rank: 1515
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.

CHIN.DE vs. CNIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) and VanEck New China ESG UCITS ETF A (CNIE.DE). 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.


CHIN.DECNIE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.28

1.08

+0.20

Calmar ratioReturn relative to maximum drawdown

3.02

0.53

+2.49

Martin ratioReturn relative to average drawdown

8.15

1.17

+6.98

CHIN.DE vs. CNIE.DE - Sharpe Ratio Comparison

The current CHIN.DE Sharpe Ratio is 1.57, which is higher than the CNIE.DE Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of CHIN.DE and CNIE.DE, 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


CHIN.DECNIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.42

+1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

-0.16

+0.80

Drawdowns

CHIN.DE vs. CNIE.DE - Drawdown Comparison

The maximum CHIN.DE drawdown since its inception was -22.95%, smaller than the maximum CNIE.DE drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for CHIN.DE and CNIE.DE.


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Drawdown Indicators


CHIN.DECNIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.95%

-45.69%

+22.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-12.45%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

Current Drawdown

Current decline from peak

-3.48%

-25.25%

+21.77%

Average Drawdown

Average peak-to-trough decline

-7.69%

-24.67%

+16.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

5.70%

-2.41%

Volatility

CHIN.DE vs. CNIE.DE - Volatility Comparison

KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) has a higher volatility of 6.18% compared to VanEck New China ESG UCITS ETF A (CNIE.DE) at 4.49%. This indicates that CHIN.DE's price experiences larger fluctuations and is considered to be riskier than CNIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHIN.DECNIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

4.49%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

10.68%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

16.04%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

24.27%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

24.27%

-1.86%

CHIN.DE vs. CNIE.DE - Expense Ratio Comparison

CHIN.DE has a 0.55% expense ratio, which is lower than CNIE.DE's 0.60% expense ratio.


Dividends

CHIN.DE vs. CNIE.DE - Dividend Comparison

Neither CHIN.DE nor CNIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CHIN.DE and CNIE.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHIN.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHIN.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for CNIE.DE.

CHIN.DE tracks S&P China 500 Index, while CNIE.DE tracks MarketGrader New China ESG. They also come from different issuers: KraneShares and VanEck. Their fees differ too: 0.55% for CHIN.DE and 0.60% for CNIE.DE.

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