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CNYA vs. CHIQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNYA vs. CHIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A ETF (CNYA) and Global X MSCI China Consumer Discretionary ETF (CHIQ). The values are adjusted to include any dividend payments, if applicable.

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CNYA vs. CHIQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNYA
iShares MSCI China A ETF
-0.93%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%
CHIQ
Global X MSCI China Consumer Discretionary ETF
-6.89%13.69%10.74%-10.70%-22.01%-27.07%92.61%44.19%-28.65%67.74%

Returns By Period

In the year-to-date period, CNYA achieves a -0.93% return, which is significantly higher than CHIQ's -6.89% return.


CNYA

1D
0.23%
1M
-5.18%
YTD
-0.93%
6M
1.32%
1Y
25.22%
3Y*
4.59%
5Y*
-1.42%
10Y*

CHIQ

1D
-0.40%
1M
-2.46%
YTD
-6.89%
6M
-18.00%
1Y
-10.38%
3Y*
1.51%
5Y*
-9.12%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNYA vs. CHIQ - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is lower than CHIQ's 0.65% expense ratio.


Return for Risk

CNYA vs. CHIQ — Risk / Return Rank

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

CNYA
CNYA Risk / Return Rank: 7474
Overall Rank
CNYA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNYA Omega Ratio Rank: 7171
Omega Ratio Rank
CNYA Calmar Ratio Rank: 7777
Calmar Ratio Rank
CNYA Martin Ratio Rank: 8080
Martin Ratio Rank

CHIQ
CHIQ Risk / Return Rank: 55
Overall Rank
CHIQ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CHIQ Sortino Ratio Rank: 55
Sortino Ratio Rank
CHIQ Omega Ratio Rank: 55
Omega Ratio Rank
CHIQ Calmar Ratio Rank: 55
Calmar Ratio Rank
CHIQ Martin Ratio Rank: 44
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 vs. CHIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and Global X MSCI China Consumer Discretionary ETF (CHIQ). 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.


CNYACHIQDifference

Sharpe ratio

Return per unit of total volatility

1.34

-0.38

+1.73

Sortino ratio

Return per unit of downside risk

1.84

-0.36

+2.20

Omega ratio

Gain probability vs. loss probability

1.27

0.95

+0.32

Calmar ratio

Return relative to maximum drawdown

2.15

-0.47

+2.62

Martin ratio

Return relative to average drawdown

9.28

-1.04

+10.31

CNYA vs. CHIQ - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.34, which is higher than the CHIQ Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of CNYA and CHIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CNYACHIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-0.38

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.24

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.09

+0.15

Correlation

The correlation between CNYA and CHIQ is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CNYA vs. CHIQ - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.93%, more than CHIQ's 1.59% yield.


TTM20252024202320222021202020192018201720162015
CNYA
iShares MSCI China A ETF
1.93%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%0.00%
CHIQ
Global X MSCI China Consumer Discretionary ETF
1.59%1.48%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%

Drawdowns

CNYA vs. CHIQ - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, smaller than the maximum CHIQ drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for CNYA and CHIQ.


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Drawdown Indicators


CNYACHIQDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-67.04%

+17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-21.18%

+9.71%

Max Drawdown (5Y)

Largest decline over 5 years

-45.11%

-59.95%

+14.84%

Max Drawdown (10Y)

Largest decline over 10 years

-67.04%

Current Drawdown

Current decline from peak

-21.52%

-51.15%

+29.63%

Average Drawdown

Average peak-to-trough decline

-20.77%

-30.39%

+9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

9.66%

-6.99%

Volatility

CNYA vs. CHIQ - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 4.99%, while Global X MSCI China Consumer Discretionary ETF (CHIQ) has a volatility of 7.35%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than CHIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYACHIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

7.35%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

16.54%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

27.25%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

37.79%

-14.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

32.40%

-8.80%