CM5S.L vs. C500.L
Compare and contrast key facts about Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L).
CM5S.L and C500.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CM5S.L is a passively managed fund by Invesco that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on May 5, 2022. C500.L is a passively managed fund by Invesco that tracks the performance of the S&P China A MidCap 500 Index. It was launched on May 5, 2022. Both CM5S.L and C500.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
CM5S.L vs. C500.L - Performance Comparison
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CM5S.L vs. C500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CM5S.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 6.85% | 42.07% | 14.29% | -14.04% | -6.94% |
C500.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 7.63% | 37.19% | 20.63% | -14.32% | -7.71% |
Different Trading Currencies
CM5S.L is traded in GBp, while C500.L is traded in USD. To make them comparable, the C500.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CM5S.L achieves a 6.85% return, which is significantly lower than C500.L's 7.63% return.
CM5S.L
- 1D
- 0.62%
- 1M
- -7.61%
- YTD
- 6.85%
- 6M
- 12.92%
- 1Y
- 45.78%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
C500.L
- 1D
- 1.27%
- 1M
- -6.86%
- YTD
- 7.63%
- 6M
- 13.52%
- 1Y
- 46.53%
- 3Y*
- 12.51%
- 5Y*
- —
- 10Y*
- —
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CM5S.L vs. C500.L - Expense Ratio Comparison
Both CM5S.L and C500.L have an expense ratio of 0.35%.
Return for Risk
CM5S.L vs. C500.L — Risk / Return Rank
CM5S.L
C500.L
CM5S.L vs. C500.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.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.
| CM5S.L | C500.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 2.10 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.59 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.99 | +0.57 |
Martin ratioReturn relative to average drawdown | 13.50 | 9.89 | +3.61 |
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
| CM5S.L | C500.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.10 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.60 | -0.03 |
Correlation
The correlation between CM5S.L and C500.L is 0.54, 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
CM5S.L vs. C500.L - Dividend Comparison
Neither CM5S.L nor C500.L has paid dividends to shareholders.
Drawdowns
CM5S.L vs. C500.L - Drawdown Comparison
The maximum CM5S.L drawdown since its inception was -38.57%, which is greater than C500.L's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for CM5S.L and C500.L.
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Drawdown Indicators
| CM5S.L | C500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.57% | -30.23% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.93% | -14.14% | +1.21% |
Current DrawdownCurrent decline from peak | -8.36% | -9.27% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -7.78% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 3.74% | -0.33% |
Volatility
CM5S.L vs. C500.L - Volatility Comparison
The current volatility for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) is 6.99%, while Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) has a volatility of 8.30%. This indicates that CM5S.L experiences smaller price fluctuations and is considered to be less risky than C500.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CM5S.L | C500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 8.30% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.68% | 16.30% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 23.08% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.18% | 38.63% | -13.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.18% | 38.63% | -13.45% |