CHIN.DE vs. IGC

Last updated Apr 2, 2026

Compare and contrast key facts about KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) and India Globalization Capital, Inc. (IGC).

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.

Performance

CHIN.DE vs. IGC - 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 India Globalization Capital, Inc. (IGC). The values are adjusted to include any dividend payments, if applicable.

CHIN.DE vs. IGC - 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%
IGC India Globalization Capital, Inc.	-2.07%	-26.19%	27.88%	-15.59%

Different Trading Currencies

CHIN.DE is traded in EUR, while IGC is traded in USD. To make them comparable, the IGC 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 higher than IGC's -2.07% return.

CHIN.DE

• 1D: 0.83%
• 1M: -2.93%
• YTD: -1.05%
• 6M: -2.53%
• 1Y: 12.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGC

• 1D: 3.09%
• 1M: 0.42%
• YTD: -2.07%
• 6M: -33.14%
• 1Y: -11.33%
• 3Y*: -9.17%
• 5Y*: -31.26%
• 10Y*: -6.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CHIN.DE vs. IGC — 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: 35
CHIN.DE Sharpe Ratio Rank: 32
CHIN.DE Sortino Ratio Rank: 31
CHIN.DE Omega Ratio Rank: 30
CHIN.DE Calmar Ratio Rank: 46
CHIN.DE Martin Ratio Rank: 36

IGC

IGC Risk / Return Rank: 37
IGC Sharpe Ratio Rank: 36
IGC Sortino Ratio Rank: 37
IGC Omega Ratio Rank: 35
IGC Calmar Ratio Rank: 38
IGC Martin Ratio Rank: 38

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. IGC - 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 India Globalization Capital, Inc. (IGC). 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	IGC	Difference
Sharpe ratio Return per unit of total volatility	0.66	-0.20	+0.86
Sortino ratio Return per unit of downside risk	0.98	0.12	+0.86
Omega ratio Gain probability vs. loss probability	1.13	1.01	+0.12
Calmar ratio Return relative to maximum drawdown	1.34	-0.23	+1.57
Martin ratio Return relative to average drawdown	3.56	-0.43	+4.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHIN.DE vs. IGC - Sharpe Ratio Comparison

The current CHIN.DE Sharpe Ratio is 0.66, which is higher than the IGC Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of CHIN.DE and IGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CHIN.DE	IGC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	-0.20	+0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.35	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	-0.14	+0.68

Correlation

The correlation between CHIN.DE and IGC is 0.04, 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.

Dividends

CHIN.DE vs. IGC - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

CHIN.DE vs. IGC - Drawdown Comparison

The maximum CHIN.DE drawdown since its inception was -22.95%, smaller than the maximum IGC drawdown of -99.70%. Use the drawdown chart below to compare losses from any high point for CHIN.DE and IGC.

Drawdown Indicators

	CHIN.DE	IGC	Difference
Max Drawdown Largest peak-to-trough decline	-22.95%	-99.76%	+76.81%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	-47.15%	+34.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-91.13%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-98.09%	—
Current Drawdown Current decline from peak	-6.57%	-99.54%	+92.97%
Average Drawdown Average peak-to-trough decline	-8.01%	-84.95%	+76.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	25.18%	-21.40%

Volatility

CHIN.DE vs. IGC - Volatility Comparison

The current volatility for KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) is 5.38%, while India Globalization Capital, Inc. (IGC) has a volatility of 14.41%. This indicates that CHIN.DE experiences smaller price fluctuations and is considered to be less risky than IGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHIN.DE	IGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	14.41%	-9.03%
Volatility (6M) Calculated over the trailing 6-month period	12.50%	36.52%	-24.02%
Volatility (1Y) Calculated over the trailing 1-year period	18.88%	58.04%	-39.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.60%	90.78%	-68.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.60%	209.06%	-186.46%