CNAA.L vs. CM5S.L
Compare and contrast key facts about Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L).
CNAA.L and CM5S.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CNAA.L is a passively managed fund by Amundi that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Aug 28, 2014. 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. Both CNAA.L and CM5S.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
CNAA.L vs. CM5S.L - Performance Comparison
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CNAA.L vs. CM5S.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CNAA.L Lyxor Fortune SG UCITS MSCI China A DR | -0.46% | 26.13% | 10.92% | -14.20% | 1.66% |
CM5S.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 5.65% | 52.79% | 12.39% | -9.50% | 11.43% |
Different Trading Currencies
CNAA.L is traded in USD, while CM5S.L is traded in GBp. To make them comparable, the CM5S.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CNAA.L achieves a -0.46% return, which is significantly lower than CM5S.L's 5.65% return.
CNAA.L
- 1D
- 1.30%
- 1M
- -4.51%
- YTD
- -0.46%
- 6M
- 1.46%
- 1Y
- 25.36%
- 3Y*
- 4.57%
- 5Y*
- -1.26%
- 10Y*
- 3.93%
CM5S.L
- 1D
- 1.28%
- 1M
- -8.30%
- YTD
- 5.65%
- 6M
- 11.48%
- 1Y
- 50.09%
- 3Y*
- 15.32%
- 5Y*
- —
- 10Y*
- —
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CNAA.L vs. CM5S.L - Expense Ratio Comparison
Both CNAA.L and CM5S.L have an expense ratio of 0.35%.
Return for Risk
CNAA.L vs. CM5S.L — Risk / Return Rank
CNAA.L
CM5S.L
CNAA.L vs. CM5S.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.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.
| CNAA.L | CM5S.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 2.18 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.63 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.72 | -1.09 |
Martin ratioReturn relative to average drawdown | 9.86 | 14.35 | -4.48 |
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
| CNAA.L | CM5S.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.18 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.63 | -0.44 |
Correlation
The correlation between CNAA.L and CM5S.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
CNAA.L vs. CM5S.L - Dividend Comparison
Neither CNAA.L nor CM5S.L has paid dividends to shareholders.
Drawdowns
CNAA.L vs. CM5S.L - Drawdown Comparison
The maximum CNAA.L drawdown since its inception was -56.07%, which is greater than CM5S.L's maximum drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for CNAA.L and CM5S.L.
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Drawdown Indicators
| CNAA.L | CM5S.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.07% | -38.57% | -17.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -12.93% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -44.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.66% | — | — |
Current DrawdownCurrent decline from peak | -21.61% | -8.36% | -13.25% |
Average DrawdownAverage peak-to-trough decline | -33.29% | -13.90% | -19.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.41% | -0.83% |
Volatility
CNAA.L vs. CM5S.L - Volatility Comparison
The current volatility for Lyxor Fortune SG UCITS MSCI China A DR (CNAA.L) is 4.85%, while Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) has a volatility of 6.50%. This indicates that CNAA.L experiences smaller price fluctuations and is considered to be less risky than CM5S.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNAA.L | CM5S.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 6.50% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 16.03% | -4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 22.89% | -5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.36% | 26.57% | -4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.53% | 26.57% | -4.04% |