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CNYA.L vs. XCHA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYA.L vs. XCHA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNYA.L achieves a 4.12% return, which is significantly lower than XCHA.L's 9.79% return. Over the past 10 years, CNYA.L has underperformed XCHA.L with an annualized return of 5.34%, while XCHA.L has yielded a comparatively higher 8.65% annualized return.


CNYA.L

1D
-2.16%
1M
-4.94%
6M
0.97%
YTD
4.12%
1Y
25.16%
3Y*
9.63%
5Y*
-1.29%
10Y*
5.34%

XCHA.L

1D
-0.23%
1M
-1.60%
6M
7.00%
YTD
9.79%
1Y
33.96%
3Y*
14.18%
5Y*
2.69%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA.L vs. XCHA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNYA.L
iShares MSCI China A UCITS ETF USD (Acc)
4.12%26.26%11.19%-14.20%-26.19%3.18%42.31%34.76%-26.13%30.21%
XCHA.L
Xtrackers CSI 300 Swap UCITS ETF 1C
9.79%30.11%16.00%-11.00%-24.25%3.24%45.85%40.57%-24.26%35.21%

Correlation

The correlation between CNYA.L and XCHA.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2015

0.94

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

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Return for Risk

CNYA.L vs. XCHA.L — Risk / Return Rank

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

CNYA.L
CNYA.L Risk / Return Rank: 5353
Overall Rank
CNYA.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CNYA.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CNYA.L Omega Ratio Rank: 4343
Omega Ratio Rank
CNYA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
CNYA.L Martin Ratio Rank: 5959
Martin Ratio Rank

XCHA.L
XCHA.L Risk / Return Rank: 7676
Overall Rank
XCHA.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XCHA.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
XCHA.L Omega Ratio Rank: 6666
Omega Ratio Rank
XCHA.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
XCHA.L Martin Ratio Rank: 8484
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.

CNYA.L vs. XCHA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.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.


CNYA.LXCHA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

3.13

4.82

-1.69

Martin ratioReturn relative to average drawdown

8.30

13.29

-4.99

CNYA.L vs. XCHA.L - Sharpe Ratio Comparison

The current CNYA.L Sharpe Ratio is 1.29, which is comparable to the XCHA.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CNYA.L and XCHA.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.


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Drawdowns

CNYA.L vs. XCHA.L - Drawdown Comparison

The maximum CNYA.L drawdown since its inception was -52.23%, roughly equal to the maximum XCHA.L drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for CNYA.L and XCHA.L.


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Drawdown Indicators


CNYA.LXCHA.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.23%

-50.90%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-7.02%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-27.99%

-26.85%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-44.56%

-39.75%

-4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-49.31%

-44.89%

-4.42%

Current Drawdown

Current decline from peak

-17.02%

-4.94%

-12.08%

Average Drawdown

Average peak-to-trough decline

-32.14%

-24.00%

-8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.55%

+0.47%

Volatility

CNYA.L vs. XCHA.L - Volatility Comparison

iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.L) have volatilities of 8.85% and 8.65%, 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.


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Volatility by Period


CNYA.LXCHA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

8.65%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

14.40%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

18.83%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

22.62%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

22.77%

+0.12%

CNYA.L vs. XCHA.L - Expense Ratio Comparison

CNYA.L has a 0.40% expense ratio, which is lower than XCHA.L's 0.50% expense ratio.


Dividends

CNYA.L vs. XCHA.L - Dividend Comparison

Neither CNYA.L nor XCHA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, CNYA.L and XCHA.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.

On fees, CNYA.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNYA.L is cheaper with a 0.40% expense ratio, compared with 0.50% for XCHA.L.

CNYA.L tracks MSCI China A Inclusion Index (Net), while XCHA.L tracks MSCI China A Onshore NR CNY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for CNYA.L and 0.50% for XCHA.L.

Portfolio Optimizer

Find the right allocation for CNYA.L and XCHA.L

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