CHIN.L vs. LI

Last updated Apr 2, 2026

Compare and contrast key facts about ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) and Li Auto Inc. (LI).

CHIN.L is a passively managed fund by ICBC Credit Suisse Asset Management that tracks the performance of the MSCI China NR USD. It was launched on Jul 26, 2016.

Performance

CHIN.L vs. LI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) and Li Auto Inc. (LI). The values are adjusted to include any dividend payments, if applicable.

CHIN.L vs. LI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CHIN.L ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF	-1.68%	32.57%	14.56%	-13.55%	-25.21%	-9.74%	19.21%
LI Li Auto Inc.	8.56%	-29.43%	-35.91%	83.48%	-36.45%	11.34%	75.15%

Returns By Period

In the year-to-date period, CHIN.L achieves a -1.68% return, which is significantly lower than LI's 8.56% return.

CHIN.L

• 1D: 1.71%
• 1M: -3.37%
• YTD: -1.68%
• 6M: -3.39%
• 1Y: 21.14%
• 3Y*: 7.22%
• 5Y*: -2.84%
• 10Y*: —

LI

• 1D: 3.08%
• 1M: 4.61%
• YTD: 8.56%
• 6M: -27.92%
• 1Y: -28.32%
• 3Y*: -9.69%
• 5Y*: -6.15%
• 10Y*: —

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

Return for Risk

CHIN.L vs. LI — Risk / Return Rank

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

CHIN.L

CHIN.L Risk / Return Rank: 56
CHIN.L Sharpe Ratio Rank: 56
CHIN.L Sortino Ratio Rank: 52
CHIN.L Omega Ratio Rank: 50
CHIN.L Calmar Ratio Rank: 65
CHIN.L Martin Ratio Rank: 57

LI

LI Risk / Return Rank: 18
LI Sharpe Ratio Rank: 12
LI Sortino Ratio Rank: 13
LI Omega Ratio Rank: 15
LI Calmar Ratio Rank: 23
LI Martin Ratio Rank: 26

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.L vs. LI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) and Li Auto Inc. (LI). 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.L	LI	Difference
Sharpe ratio Return per unit of total volatility	1.05	-0.69	+1.74
Sortino ratio Return per unit of downside risk	1.45	-0.84	+2.28
Omega ratio Gain probability vs. loss probability	1.20	0.91	+0.30
Calmar ratio Return relative to maximum drawdown	1.81	-0.54	+2.35
Martin ratio Return relative to average drawdown	6.22	-0.86	+7.08
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.L vs. LI - Sharpe Ratio Comparison

The current CHIN.L Sharpe Ratio is 1.05, which is higher than the LI Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of CHIN.L and LI, 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.L	LI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	-0.69	+1.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	-0.10	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.03	+0.19

Correlation

The correlation between CHIN.L and LI is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CHIN.L vs. LI - Dividend Comparison

Neither CHIN.L nor LI has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
CHIN.L ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF	0.00%	0.00%	0.00%	0.00%	1.33%	1.01%	1.19%	2.38%
LI Li Auto Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CHIN.L vs. LI - Drawdown Comparison

The maximum CHIN.L drawdown since its inception was -55.89%, smaller than the maximum LI drawdown of -69.02%. Use the drawdown chart below to compare losses from any high point for CHIN.L and LI.

Drawdown Indicators

	CHIN.L	LI	Difference
Max Drawdown Largest peak-to-trough decline	-55.89%	-69.02%	+13.13%
Max Drawdown (1Y) Largest decline over 1 year	-13.18%	-50.53%	+37.35%
Max Drawdown (5Y) Largest decline over 5 years	-49.89%	-66.61%	+16.72%
Current Drawdown Current decline from peak	-25.96%	-60.60%	+34.64%
Average Drawdown Average peak-to-trough decline	-24.76%	-39.14%	+14.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	31.41%	-27.95%

Volatility

CHIN.L vs. LI - Volatility Comparison

The current volatility for ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) is 5.71%, while Li Auto Inc. (LI) has a volatility of 12.46%. This indicates that CHIN.L experiences smaller price fluctuations and is considered to be less risky than LI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHIN.L	LI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.71%	12.46%	-6.75%
Volatility (6M) Calculated over the trailing 6-month period	12.96%	24.58%	-11.62%
Volatility (1Y) Calculated over the trailing 1-year period	20.01%	41.37%	-21.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.31%	64.24%	-39.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.85%	68.96%	-46.11%