CHIN.DE vs. IASH.L
Compare and contrast key facts about KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) and iShares MSCI China A UCITS USD (IASH.L).
CHIN.DE and IASH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHIN.DE is a passively managed fund by KraneShares that tracks the performance of the S&P China 500 Index. It was launched on Oct 16, 2023. IASH.L is a passively managed fund by iShares that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Apr 8, 2015. Both CHIN.DE and IASH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CHIN.DE vs. IASH.L - Performance Comparison
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CHIN.DE vs. IASH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CHIN.DE KraneShares ICBCCS S&P China 500 Index UCITS ETF USD | -1.05% | 16.60% | 23.10% | -6.61% |
IASH.L iShares MSCI China A UCITS USD | 1.01% | 11.53% | 18.37% | -6.10% |
Different Trading Currencies
CHIN.DE is traded in EUR, while IASH.L is traded in GBp. To make them comparable, the IASH.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHIN.DE achieves a -1.05% return, which is significantly lower than IASH.L's 1.01% return.
CHIN.DE
- 1D
- 0.83%
- 1M
- -2.93%
- YTD
- -1.05%
- 6M
- -2.53%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IASH.L
- 1D
- 1.04%
- 1M
- -3.70%
- YTD
- 1.01%
- 6M
- 2.77%
- 1Y
- 17.20%
- 3Y*
- 2.66%
- 5Y*
- -0.90%
- 10Y*
- 4.52%
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CHIN.DE vs. IASH.L - Expense Ratio Comparison
CHIN.DE has a 0.55% expense ratio, which is higher than IASH.L's 0.40% expense ratio.
Return for Risk
CHIN.DE vs. IASH.L — Risk / Return Rank
CHIN.DE
IASH.L
CHIN.DE vs. IASH.L - 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 iShares MSCI China A UCITS USD (IASH.L). 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.DE | IASH.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.02 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.41 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.15 | -0.81 |
Martin ratioReturn relative to average drawdown | 3.56 | 5.85 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHIN.DE | IASH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.02 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | -0.01 | +0.55 |
Correlation
The correlation between CHIN.DE and IASH.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CHIN.DE vs. IASH.L - Dividend Comparison
Neither CHIN.DE nor IASH.L has paid dividends to shareholders.
Drawdowns
CHIN.DE vs. IASH.L - Drawdown Comparison
The maximum CHIN.DE drawdown since its inception was -22.95%, smaller than the maximum IASH.L drawdown of -51.71%. Use the drawdown chart below to compare losses from any high point for CHIN.DE and IASH.L.
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Drawdown Indicators
| CHIN.DE | IASH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -48.39% | +25.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.06% | -8.84% | -4.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.67% | — |
Current DrawdownCurrent decline from peak | -6.57% | -17.38% | +10.81% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -24.91% | +16.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.66% | +1.12% |
Volatility
CHIN.DE vs. IASH.L - Volatility Comparison
KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) has a higher volatility of 5.38% compared to iShares MSCI China A UCITS USD (IASH.L) at 5.02%. This indicates that CHIN.DE's price experiences larger fluctuations and is considered to be riskier than IASH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHIN.DE | IASH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 5.02% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 11.29% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 16.72% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.60% | 21.51% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.60% | 22.93% | -0.33% |