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CNQQ vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNQQ vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant-ChinaAMC Transformative China Tech ETF (CNQQ) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNQQ achieves a 10.04% return, which is significantly higher than SHV's 1.60% return.


CNQQ

1D
-3.47%
1M
1.11%
YTD
10.04%
6M
9.35%
1Y
3Y*
5Y*
10Y*

SHV

1D
0.02%
1M
0.26%
YTD
1.60%
6M
1.70%
1Y
3.83%
3Y*
4.61%
5Y*
3.35%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNQQ vs. SHV - Yearly Performance Comparison


Correlation

The correlation between CNQQ and SHV is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.08

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Return for Risk

CNQQ vs. SHV — Risk / Return Rank

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

CNQQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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.

CNQQ vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant-ChinaAMC Transformative China Tech ETF (CNQQ) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.


CNQQSHVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

35.59

Calmar ratioReturn relative to maximum drawdown

141.48

Martin ratioReturn relative to average drawdown

1,585.41

CNQQ vs. SHV - Sharpe Ratio Comparison


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Drawdowns

CNQQ vs. SHV - Drawdown Comparison

The maximum CNQQ drawdown since its inception was -17.82%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for CNQQ and SHV.


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Drawdown Indicators


CNQQSHVDifference

Max Drawdown

Largest peak-to-trough decline

-17.82%

-0.45%

-17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-3.47%

0.00%

-3.47%

Average Drawdown

Average peak-to-trough decline

-8.81%

-0.03%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

CNQQ vs. SHV - Volatility Comparison


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Volatility by Period


CNQQSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

25.33%

0.21%

+25.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.33%

0.29%

+25.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.33%

0.28%

+25.05%

CNQQ vs. SHV - Expense Ratio Comparison

CNQQ has a 0.75% expense ratio, which is higher than SHV's 0.15% expense ratio.


Dividends

CNQQ vs. SHV - Dividend Comparison

CNQQ's dividend yield for the trailing twelve months is around 0.23%, less than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CNQQ
Rayliant-ChinaAMC Transformative China Tech ETF
0.23%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


CNQQ and SHV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHV is cheaper with a 0.15% expense ratio, compared with 0.75% for CNQQ.

SHV has the higher dividend yield at 3.83%, compared with 0.23% for CNQQ.

CNQQ is categorized as China Equities, while SHV is Government Bonds. CNQQ tracks Solactive ChinaAMC Transformative China Tech, while SHV tracks ICE Short US Treasury Securities Index. They also come from different issuers: Rayliant and iShares. Their fees differ too: 0.75% for CNQQ and 0.15% for SHV.

Portfolio Optimizer

Find the right allocation for CNQQ and SHV

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

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