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CHIQ vs. CNYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHIQ and CNYA is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

CHIQ vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Discretionary ETF (CHIQ) and iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
120.10%
32.26%
CHIQ
CNYA

Key characteristics

Sharpe Ratio

CHIQ:

0.58

CNYA:

0.22

Sortino Ratio

CHIQ:

1.10

CNYA:

0.55

Omega Ratio

CHIQ:

1.14

CNYA:

1.09

Calmar Ratio

CHIQ:

0.37

CNYA:

0.15

Martin Ratio

CHIQ:

1.51

CNYA:

0.40

Ulcer Index

CHIQ:

15.51%

CNYA:

18.43%

Daily Std Dev

CHIQ:

40.05%

CNYA:

33.91%

Max Drawdown

CHIQ:

-67.04%

CNYA:

-49.48%

Current Drawdown

CHIQ:

-49.60%

CNYA:

-38.74%

Returns By Period

In the year-to-date period, CHIQ achieves a 9.22% return, which is significantly higher than CNYA's -2.19% return.


CHIQ

YTD

9.22%

1M

-7.37%

6M

2.32%

1Y

20.07%

5Y*

5.55%

10Y*

4.39%

CNYA

YTD

-2.19%

1M

-3.67%

6M

-4.79%

1Y

8.23%

5Y*

1.42%

10Y*

N/A

*Annualized

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CHIQ vs. CNYA - Expense Ratio Comparison

CHIQ has a 0.65% expense ratio, which is higher than CNYA's 0.60% expense ratio.


Expense ratio chart for CHIQ: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHIQ: 0.65%
Expense ratio chart for CNYA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CNYA: 0.60%

Risk-Adjusted Performance

CHIQ vs. CNYA — Risk-Adjusted Performance Rank

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

CHIQ
The Risk-Adjusted Performance Rank of CHIQ is 6262
Overall Rank
The Sharpe Ratio Rank of CHIQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CHIQ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CHIQ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CHIQ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CHIQ is 5353
Martin Ratio Rank

CNYA
The Risk-Adjusted Performance Rank of CNYA is 4040
Overall Rank
The Sharpe Ratio Rank of CNYA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYA is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CNYA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CNYA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CNYA is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHIQ vs. CNYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) and iShares MSCI China A ETF (CNYA). 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.


The chart of Sharpe ratio for CHIQ, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
CHIQ: 0.58
CNYA: 0.22
The chart of Sortino ratio for CHIQ, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
CHIQ: 1.10
CNYA: 0.55
The chart of Omega ratio for CHIQ, currently valued at 1.14, compared to the broader market0.501.001.502.00
CHIQ: 1.14
CNYA: 1.09
The chart of Calmar ratio for CHIQ, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.00
CHIQ: 0.37
CNYA: 0.15
The chart of Martin ratio for CHIQ, currently valued at 1.51, compared to the broader market0.0020.0040.0060.00
CHIQ: 1.51
CNYA: 0.40

The current CHIQ Sharpe Ratio is 0.58, which is higher than the CNYA Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CHIQ and CNYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.001.20NovemberDecember2025FebruaryMarchApril
0.58
0.22
CHIQ
CNYA

Dividends

CHIQ vs. CNYA - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 2.43%, less than CNYA's 2.57% yield.


TTM20242023202220212020201920182017201620152014
CHIQ
Global X MSCI China Consumer Discretionary ETF
2.43%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%2.08%
CNYA
iShares MSCI China A ETF
2.57%2.51%4.23%2.69%1.11%1.05%1.21%3.92%0.98%1.38%0.00%0.00%

Drawdowns

CHIQ vs. CNYA - Drawdown Comparison

The maximum CHIQ drawdown since its inception was -67.04%, which is greater than CNYA's maximum drawdown of -49.48%. Use the drawdown chart below to compare losses from any high point for CHIQ and CNYA. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-49.60%
-38.74%
CHIQ
CNYA

Volatility

CHIQ vs. CNYA - Volatility Comparison

Global X MSCI China Consumer Discretionary ETF (CHIQ) has a higher volatility of 16.61% compared to iShares MSCI China A ETF (CNYA) at 10.74%. This indicates that CHIQ's price experiences larger fluctuations and is considered to be riskier than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.61%
10.74%
CHIQ
CNYA