PortfoliosLab logoPortfoliosLab logo
CHIP.L vs. C300.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHIP.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in ICBC Credit Suisse WisdomTree S&P China 500 UCITS ETF Class B USD Inc (CHIP.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CHIP.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CHIP.L
ICBC Credit Suisse WisdomTree S&P China 500 UCITS ETF Class B USD Inc
-0.76%23.30%16.51%-99.18%4.86%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
3.68%24.25%16.79%-16.21%3.69%
Different Trading Currencies

CHIP.L is traded in GBp, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHIP.L achieves a -0.76% return, which is significantly lower than C300.L's 3.68% return.


CHIP.L

1D
0.60%
1M
-3.30%
YTD
-0.76%
6M
-2.38%
1Y
17.28%
3Y*
-77.49%
5Y*
-61.05%
10Y*

C300.L

1D
1.28%
1M
-1.55%
YTD
3.68%
6M
6.88%
1Y
31.72%
3Y*
6.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CHIP.L vs. C300.L - Expense Ratio Comparison

CHIP.L has a 0.55% expense ratio, which is higher than C300.L's 0.35% expense ratio.


Return for Risk

CHIP.L vs. C300.L — Risk / Return Rank

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

CHIP.L
CHIP.L Risk / Return Rank: 5050
Overall Rank
CHIP.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CHIP.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CHIP.L Omega Ratio Rank: 4242
Omega Ratio Rank
CHIP.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
CHIP.L Martin Ratio Rank: 4848
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 9090
Overall Rank
C300.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8787
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9494
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.

CHIP.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICBC Credit Suisse WisdomTree S&P China 500 UCITS ETF Class B USD Inc (CHIP.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.


CHIP.LC300.LDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.79

-0.86

Sortino ratio

Return per unit of downside risk

1.29

2.33

-1.05

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.99

4.44

-2.44

Martin ratio

Return relative to average drawdown

5.09

12.59

-7.50

CHIP.L vs. C300.L - Sharpe Ratio Comparison

The current CHIP.L Sharpe Ratio is 0.93, which is lower than the C300.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of CHIP.L and C300.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CHIP.LC300.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.79

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.90

0.33

-1.23

Correlation

The correlation between CHIP.L and C300.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

CHIP.L vs. C300.L - Dividend Comparison

Neither CHIP.L nor C300.L has paid dividends to shareholders.


TTM2025202420232022202120202019
CHIP.L
ICBC Credit Suisse WisdomTree S&P China 500 UCITS ETF Class B USD Inc
0.00%0.00%0.00%0.00%1.31%0.97%1.31%2.48%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHIP.L vs. C300.L - Drawdown Comparison

The maximum CHIP.L drawdown since its inception was -99.52%, which is greater than C300.L's maximum drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for CHIP.L and C300.L.


Loading graphics...

Drawdown Indicators


CHIP.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.52%

-31.77%

-67.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-11.35%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-99.44%

Current Drawdown

Current decline from peak

-99.23%

-4.34%

-94.89%

Average Drawdown

Average peak-to-trough decline

-36.88%

-14.62%

-22.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.34%

+1.18%

Volatility

CHIP.L vs. C300.L - Volatility Comparison

The current volatility for ICBC Credit Suisse WisdomTree S&P China 500 UCITS ETF Class B USD Inc (CHIP.L) is 5.32%, while Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a volatility of 6.88%. This indicates that CHIP.L experiences smaller price fluctuations and is considered to be less risky than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CHIP.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

6.88%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

12.76%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

17.67%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.89%

21.28%

+28.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.82%

21.28%

+17.54%