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CNYA vs. GXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNYA and GXC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

CNYA vs. GXC - 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 China ETF (GXC). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
32.07%
46.44%
CNYA
GXC

Key characteristics

Sharpe Ratio

CNYA:

0.24

GXC:

0.76

Sortino Ratio

CNYA:

0.58

GXC:

1.28

Omega Ratio

CNYA:

1.09

GXC:

1.18

Calmar Ratio

CNYA:

0.17

GXC:

0.48

Martin Ratio

CNYA:

0.44

GXC:

1.86

Ulcer Index

CNYA:

18.51%

GXC:

13.95%

Daily Std Dev

CNYA:

33.91%

GXC:

34.08%

Max Drawdown

CNYA:

-49.48%

GXC:

-72.16%

Current Drawdown

CNYA:

-38.83%

GXC:

-41.64%

Returns By Period

In the year-to-date period, CNYA achieves a -2.33% return, which is significantly lower than GXC's 8.00% return.


CNYA

YTD

-2.33%

1M

-3.23%

6M

-5.64%

1Y

7.58%

5Y*

1.39%

10Y*

N/A

GXC

YTD

8.00%

1M

-5.74%

6M

4.07%

1Y

23.69%

5Y*

-0.67%

10Y*

0.20%

*Annualized

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CNYA vs. GXC - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is higher than GXC's 0.59% expense ratio.


Expense ratio chart for CNYA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CNYA: 0.60%
Expense ratio chart for GXC: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GXC: 0.59%

Risk-Adjusted Performance

CNYA vs. GXC — Risk-Adjusted Performance Rank

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

CNYA
The Risk-Adjusted Performance Rank of CNYA is 3838
Overall Rank
The Sharpe Ratio Rank of CNYA is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYA is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CNYA is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CNYA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of CNYA is 2828
Martin Ratio Rank

GXC
The Risk-Adjusted Performance Rank of GXC is 6868
Overall Rank
The Sharpe Ratio Rank of GXC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GXC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of GXC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of GXC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of GXC is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNYA vs. GXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and SPDR S&P China ETF (GXC). 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.


The chart of Sharpe ratio for CNYA, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
CNYA: 0.24
GXC: 0.76
The chart of Sortino ratio for CNYA, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.00
CNYA: 0.58
GXC: 1.28
The chart of Omega ratio for CNYA, currently valued at 1.09, compared to the broader market0.501.001.502.00
CNYA: 1.09
GXC: 1.18
The chart of Calmar ratio for CNYA, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.0012.00
CNYA: 0.17
GXC: 0.48
The chart of Martin ratio for CNYA, currently valued at 0.44, compared to the broader market0.0020.0040.0060.00
CNYA: 0.44
GXC: 1.86

The current CNYA Sharpe Ratio is 0.24, which is lower than the GXC Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of CNYA and GXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.24
0.76
CNYA
GXC

Dividends

CNYA vs. GXC - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 2.57%, less than GXC's 2.60% yield.


TTM20242023202220212020201920182017201620152014
CNYA
iShares MSCI China A ETF
2.57%2.51%4.23%2.69%1.11%1.05%1.21%3.92%0.98%1.38%0.00%0.00%
GXC
SPDR S&P China ETF
2.60%2.80%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%2.11%

Drawdowns

CNYA vs. GXC - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.48%, smaller than the maximum GXC drawdown of -72.16%. Use the drawdown chart below to compare losses from any high point for CNYA and GXC. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-38.83%
-41.64%
CNYA
GXC

Volatility

CNYA vs. GXC - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 10.73%, while SPDR S&P China ETF (GXC) has a volatility of 14.22%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than GXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
10.73%
14.22%
CNYA
GXC