CNYA vs. EUDI.L

Last updated Jun 9, 2026

CNYA (iShares MSCI China A ETF) and EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) are both exchange-traded funds - CNYA is a China Equities fund tracking the MSCI China A Inclusion Index, while EUDI.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, CNYA returned -1.67%/yr vs 6.89%/yr for EUDI.L. At a 0.31 correlation, their price movements are largely independent. CNYA charges 0.60%/yr vs 0.30%/yr for EUDI.L.

Performance

CNYA vs. EUDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A ETF (CNYA) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CNYA is traded in USD, while EUDI.L is traded in EUR. To make them comparable, the EUDI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CNYA having a 4.11% return and EUDI.L slightly lower at 3.95%.

CNYA

• 1D: -0.99%
• 1M: -4.23%
• YTD: 4.11%
• 6M: 6.49%
• 1Y: 30.18%
• 3Y*: 9.91%
• 5Y*: -1.67%
• 10Y*: —

EUDI.L

• 1D: -0.09%
• 1M: -1.54%
• YTD: 3.95%
• 6M: 7.28%
• 1Y: 9.04%
• 3Y*: 16.30%
• 5Y*: 6.89%
• 10Y*: 7.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA vs. EUDI.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CNYA iShares MSCI China A ETF	4.11%	26.48%	10.78%	-13.76%	-26.51%	3.53%	41.54%	35.95%	-26.56%	30.99%
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.95%	35.87%	1.78%	21.57%	-16.03%	6.65%	-3.92%	19.06%	-12.14%	26.83%

Correlation

The correlation between CNYA and EUDI.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jun 15, 2016	0.31

CNYA vs. EUDI.L - Sectors Allocation Comparison

Sectors	CNYA	EUDI.L
Technology	30.0%	-
Industrials	18.3%	22.4%
Financial Services	17.0%	23.1%
Basic Materials	10.6%	8.8%
Consumer Defensive	6.7%	7.9%
Consumer Cyclical	5.7%	1.3%
Healthcare	3.8%	5.7%
Energy	3.2%	2.7%
Utilities	3.2%	19.5%
Real Estate	0.7%	1.9%
Communication Services	0.6%	6.7%

Return for Risk

CNYA vs. EUDI.L — Risk / Return Rank

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

CNYA

CNYA Risk / Return Rank: 64
CNYA Sharpe Ratio Rank: 56
CNYA Sortino Ratio Rank: 55
CNYA Omega Ratio Rank: 56
CNYA Calmar Ratio Rank: 82
CNYA Martin Ratio Rank: 69

EUDI.L

EUDI.L Risk / Return Rank: 23
EUDI.L Sharpe Ratio Rank: 23
EUDI.L Sortino Ratio Rank: 21
EUDI.L Omega Ratio Rank: 23
EUDI.L Calmar Ratio Rank: 23
EUDI.L Martin Ratio Rank: 25

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. EUDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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.

	CNYA	EUDI.L	Difference
Sharpe ratio: Return per unit of total volatility	1.71	0.69	+1.02
Sortino ratio: Return per unit of downside risk	2.39	1.02	+1.37
Omega ratio: Gain probability vs. loss probability	1.31	1.13	+0.18
Calmar ratio: Return relative to maximum drawdown	3.99	0.91	+3.08
Martin ratio: Return relative to average drawdown	11.48	2.77	+8.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CNYA vs. EUDI.L - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.71, which is higher than the EUDI.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of CNYA and EUDI.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.

Sharpe Ratios by Period

	CNYA	EUDI.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	0.69	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.07	0.40	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.41	-0.15

Drawdowns

CNYA vs. EUDI.L - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, which is greater than EUDI.L's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for CNYA and EUDI.L.

Drawdown Indicators

	CNYA	EUDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-49.49%	-38.34%	-11.15%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	-9.87%	+2.28%
Max Drawdown (3Y) Largest decline over 3 years	-33.35%	-13.97%	-19.38%
Max Drawdown (5Y) Largest decline over 5 years	-44.65%	-37.62%	-7.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.34%	—
Current Drawdown Current decline from peak	-17.53%	-4.55%	-12.98%
Average Drawdown Average peak-to-trough decline	-20.68%	-8.75%	-11.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	3.26%	-0.62%

Volatility

CNYA vs. EUDI.L - Volatility Comparison

iShares MSCI China A ETF (CNYA) has a higher volatility of 6.87% compared to SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) at 3.03%. This indicates that CNYA's price experiences larger fluctuations and is considered to be riskier than EUDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CNYA	EUDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	3.03%	+3.84%
Volatility (6M) Calculated over the trailing 6-month period	12.79%	10.33%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	17.73%	13.01%	+4.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.85%	17.14%	+6.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.57%	17.43%	+6.14%

CNYA vs. EUDI.L - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is higher than EUDI.L's 0.30% expense ratio.

Dividends

CNYA vs. EUDI.L - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.84%, less than EUDI.L's 3.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CNYA iShares MSCI China A ETF	1.84%	1.92%	2.51%	4.23%	2.69%	1.11%	1.06%	1.21%	3.92%	0.97%	1.38%	0.00%
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.58%	4.08%	3.66%	3.31%	3.61%	2.80%	3.07%	3.12%	3.71%	3.15%	2.97%	3.01%

Frequently Asked Questions

Can I hold both CNYA and EUDI.L in my portfolio?

CNYA and EUDI.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CNYA or EUDI.L?

On fees, EUDI.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CNYA or EUDI.L?

EUDI.L is cheaper with a 0.30% expense ratio, compared with 0.60% for CNYA.

What is the main difference between CNYA and EUDI.L?

CNYA is categorized as China Equities, while EUDI.L is Europe Equities. CNYA tracks MSCI China A Inclusion Index, while EUDI.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.60% for CNYA and 0.30% for EUDI.L.