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CNIE.DE vs. ICGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNIE.DE vs. ICGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck New China ESG UCITS ETF A (CNIE.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNIE.DE achieves a -3.41% return, which is significantly higher than ICGA.DE's -6.86% return.


CNIE.DE

1D
-0.76%
1M
-3.01%
YTD
-3.41%
6M
-5.32%
1Y
6.61%
3Y*
-0.19%
5Y*
10Y*

ICGA.DE

1D
-0.54%
1M
-3.40%
YTD
-6.86%
6M
-9.46%
1Y
2.44%
3Y*
7.72%
5Y*
-4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNIE.DE vs. ICGA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNIE.DE
VanEck New China ESG UCITS ETF A
-3.41%8.76%7.28%-12.40%-22.84%8.74%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.86%16.64%27.28%-14.71%-15.17%-5.58%

Correlation

The correlation between CNIE.DE and ICGA.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.76

The correlation between CNIE.DE and ICGA.DE has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

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Return for Risk

CNIE.DE vs. ICGA.DE — Risk / Return Rank

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

CNIE.DE
CNIE.DE Risk / Return Rank: 1515
Overall Rank
CNIE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CNIE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
CNIE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CNIE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CNIE.DE Martin Ratio Rank: 1515
Martin Ratio Rank

ICGA.DE
ICGA.DE Risk / Return Rank: 1111
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
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.

CNIE.DE vs. ICGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck New China ESG UCITS ETF A (CNIE.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE). 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.


CNIE.DEICGA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.53

0.16

+0.37

Martin ratioReturn relative to average drawdown

1.17

0.34

+0.83

CNIE.DE vs. ICGA.DE - Sharpe Ratio Comparison

The current CNIE.DE Sharpe Ratio is 0.42, which is higher than the ICGA.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of CNIE.DE and ICGA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNIE.DEICGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.15

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.05

-0.21

Drawdowns

CNIE.DE vs. ICGA.DE - Drawdown Comparison

The maximum CNIE.DE drawdown since its inception was -45.69%, smaller than the maximum ICGA.DE drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for CNIE.DE and ICGA.DE.


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Drawdown Indicators


CNIE.DEICGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.69%

-55.95%

+10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-16.84%

+4.39%

Max Drawdown (3Y)

Largest decline over 3 years

-29.20%

-24.41%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-49.32%

Current Drawdown

Current decline from peak

-25.25%

-32.56%

+7.31%

Average Drawdown

Average peak-to-trough decline

-24.67%

-28.80%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

8.08%

-2.38%

Volatility

CNIE.DE vs. ICGA.DE - Volatility Comparison

The current volatility for VanEck New China ESG UCITS ETF A (CNIE.DE) is 4.49%, while iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a volatility of 7.19%. This indicates that CNIE.DE experiences smaller price fluctuations and is considered to be less risky than ICGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNIE.DEICGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

7.19%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

13.31%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

18.64%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

27.66%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.27%

26.97%

-2.70%

CNIE.DE vs. ICGA.DE - Expense Ratio Comparison

CNIE.DE has a 0.60% expense ratio, which is higher than ICGA.DE's 0.28% expense ratio.


Dividends

CNIE.DE vs. ICGA.DE - Dividend Comparison

Neither CNIE.DE nor ICGA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNIE.DE and ICGA.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICGA.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGA.DE is cheaper with a 0.28% expense ratio, compared with 0.60% for CNIE.DE.

CNIE.DE tracks MarketGrader New China ESG, while ICGA.DE tracks MSCI China. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.60% for CNIE.DE and 0.28% for ICGA.DE.

Portfolio Optimizer

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