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CNYA vs. CXSE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNYA vs. CXSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A ETF (CNYA) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). The values are adjusted to include any dividend payments, if applicable.

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CNYA vs. CXSE - 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%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
-5.37%37.00%8.56%-18.02%-29.32%-23.67%59.39%37.96%-28.55%81.50%

Returns By Period

In the year-to-date period, CNYA achieves a -0.93% return, which is significantly higher than CXSE's -5.37% return.


CNYA

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

CXSE

1D
0.30%
1M
-3.35%
YTD
-5.37%
6M
-14.60%
1Y
13.26%
3Y*
4.84%
5Y*
-9.25%
10Y*
6.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNYA vs. CXSE - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is higher than CXSE's 0.32% expense ratio.


Return for Risk

CNYA vs. CXSE — 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

CXSE
CXSE Risk / Return Rank: 2727
Overall Rank
CXSE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 2828
Sortino Ratio Rank
CXSE Omega Ratio Rank: 2828
Omega Ratio Rank
CXSE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CXSE Martin Ratio Rank: 2424
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. CXSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.


CNYACXSEDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.53

+0.81

Sortino ratio

Return per unit of downside risk

1.84

0.86

+0.98

Omega ratio

Gain probability vs. loss probability

1.27

1.12

+0.15

Calmar ratio

Return relative to maximum drawdown

2.15

0.77

+1.38

Martin ratio

Return relative to average drawdown

9.28

1.80

+7.47

CNYA vs. CXSE - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.34, which is higher than the CXSE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of CNYA and CXSE, 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


CNYACXSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.53

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.29

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.18

+0.06

Correlation

The correlation between CNYA and CXSE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CNYA vs. CXSE - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.93%, less than CXSE's 2.12% 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%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
2.12%1.95%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%2.50%

Drawdowns

CNYA vs. CXSE - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, smaller than the maximum CXSE drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for CNYA and CXSE.


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Drawdown Indicators


CNYACXSEDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-70.01%

+20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-17.70%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-45.11%

-64.47%

+19.36%

Max Drawdown (10Y)

Largest decline over 10 years

-70.01%

Current Drawdown

Current decline from peak

-21.52%

-49.38%

+27.86%

Average Drawdown

Average peak-to-trough decline

-20.77%

-27.59%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

7.64%

-4.97%

Volatility

CNYA vs. CXSE - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 4.99%, while WisdomTree China ex-State-Owned Enterprises Fund (CXSE) has a volatility of 6.47%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYACXSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

6.47%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

15.27%

-3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

24.92%

-6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

32.28%

-8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

28.64%

-5.04%