PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CN vs. DVYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CN and DVYA is 0.36, 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.


-0.50.00.51.00.4

Performance

CN vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All China Equity ETF (CN) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
2.66%
CN
DVYA

Key characteristics

Returns By Period


CN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DVYA

YTD

2.18%

1M

1.47%

6M

2.66%

1Y

6.70%

5Y*

3.03%

10Y*

2.17%

*Annualized

Compare stocks, funds, or ETFs

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


CN vs. DVYA - Expense Ratio Comparison

CN has a 0.50% expense ratio, which is higher than DVYA's 0.49% expense ratio.


CN
Xtrackers MSCI All China Equity ETF
Expense ratio chart for CN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

CN vs. DVYA — Risk-Adjusted Performance Rank

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

CN
The Risk-Adjusted Performance Rank of CN is 1313
Overall Rank
The Sharpe Ratio Rank of CN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CN is 66
Calmar Ratio Rank
The Martin Ratio Rank of CN is 88
Martin Ratio Rank

DVYA
The Risk-Adjusted Performance Rank of DVYA is 2121
Overall Rank
The Sharpe Ratio Rank of DVYA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 1818
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.

CN vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


Sharpe ratio
The chart of Sharpe ratio for CN, currently valued at 0.61, compared to the broader market0.002.004.000.610.53
The chart of Sortino ratio for CN, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.000.960.83
The chart of Omega ratio for CN, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.10
The chart of Calmar ratio for CN, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.050.77
The chart of Martin ratio for CN, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.001.671.55
CN
DVYA


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.61
0.53
CN
DVYA

Dividends

CN vs. DVYA - Dividend Comparison

CN has not paid dividends to shareholders, while DVYA's dividend yield for the trailing twelve months is around 5.85%.


TTM20242023202220212020201920182017201620152014
CN
Xtrackers MSCI All China Equity ETF
100.13%100.13%4.04%0.21%2.00%0.78%4.18%2.09%0.81%9.12%4.03%1.15%
DVYA
iShares Asia/Pacific Dividend ETF
5.85%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%

Drawdowns

CN vs. DVYA - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-52.77%
-5.84%
CN
DVYA

Volatility

CN vs. DVYA - Volatility Comparison

The current volatility for Xtrackers MSCI All China Equity ETF (CN) is 0.00%, while iShares Asia/Pacific Dividend ETF (DVYA) has a volatility of 2.69%. This indicates that CN experiences smaller price fluctuations and is considered to be less risky than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February0
2.69%
CN
DVYA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab