PortfoliosLab logoPortfoliosLab logo
CNEW.L vs. CEBG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNEW.L vs. CEBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck New China UCITS ETF (CNEW.L) and VanEck New China ESG UCITS ETF A (CEBG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CNEW.L is traded in USD, while CEBG.L is traded in GBP. To make them comparable, the CEBG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNEW.L achieves a -6.01% return, which is significantly higher than CEBG.L's -8.00% return.


CNEW.L

1D
2.09%
1M
-1.23%
6M
-10.84%
YTD
-6.01%
1Y
1.38%
3Y*
1.29%
5Y*
10Y*

CEBG.L

1D
0.00%
1M
-3.18%
6M
-12.70%
YTD
-8.00%
1Y
-0.71%
3Y*
0.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNEW.L vs. CEBG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNEW.L
VanEck New China UCITS ETF
-6.01%23.92%-0.36%-9.27%-28.05%6.19%
CEBG.L
VanEck New China ESG UCITS ETF A
-8.00%24.16%-0.43%-9.73%-28.08%-21.98%

Correlation

The correlation between CNEW.L and CEBG.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.96

The correlation between CNEW.L and CEBG.L has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

CNEW.L vs. CEBG.L — Risk / Return Rank

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

CNEW.L
CNEW.L Risk / Return Rank: 1010
Overall Rank
CNEW.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CNEW.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
CNEW.L Omega Ratio Rank: 1010
Omega Ratio Rank
CNEW.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
CNEW.L Martin Ratio Rank: 1010
Martin Ratio Rank

CEBG.L
CEBG.L Risk / Return Rank: 99
Overall Rank
CEBG.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CEBG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
CEBG.L Omega Ratio Rank: 88
Omega Ratio Rank
CEBG.L Calmar Ratio Rank: 99
Calmar Ratio Rank
CEBG.L Martin Ratio Rank: 99
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.

CNEW.L vs. CEBG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck New China UCITS ETF (CNEW.L) and VanEck New China ESG UCITS ETF A (CEBG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNEW.LCEBG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.03

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.08

-0.04

+0.13

Martin ratioReturn relative to average drawdown

0.18

-0.09

+0.27

CNEW.L vs. CEBG.L - Sharpe Ratio Comparison

The current CNEW.L Sharpe Ratio is 0.08, which is higher than the CEBG.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of CNEW.L and CEBG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CNEW.L vs. CEBG.L - Drawdown Comparison

The maximum CNEW.L drawdown since its inception was -46.53%, smaller than the maximum CEBG.L drawdown of -58.82%. Use the drawdown chart below to compare losses from any high point for CNEW.L and CEBG.L.


Loading charts...

Drawdown Indicators


CNEW.LCEBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.53%

-58.82%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-16.52%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-28.11%

+0.08%

Current Drawdown

Current decline from peak

-24.46%

-42.95%

+18.49%

Average Drawdown

Average peak-to-trough decline

-26.53%

-43.36%

+16.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

7.70%

+0.05%

Volatility

CNEW.L vs. CEBG.L - Volatility Comparison

VanEck New China UCITS ETF (CNEW.L) and VanEck New China ESG UCITS ETF A (CEBG.L) have volatilities of 5.71% and 5.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNEW.LCEBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.49%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

12.18%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

17.20%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.24%

28.53%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

28.53%

-3.29%

CNEW.L vs. CEBG.L - Expense Ratio Comparison

Both CNEW.L and CEBG.L have an expense ratio of 0.60%.


Dividends

CNEW.L vs. CEBG.L - Dividend Comparison

Neither CNEW.L nor CEBG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CNEW.L and CEBG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CNEW.L and CEBG.L have the same expense ratio: 0.60% per year.

CNEW.L tracks MarketGrader New China Screened Index, while CEBG.L tracks MSCI China NR USD.

Portfolio Optimizer

Find the right allocation for CNEW.L and CEBG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer