CNYA vs. IASH.L
Compare and contrast key facts about iShares MSCI China A ETF (CNYA) and iShares MSCI China A UCITS USD (IASH.L).
CNYA and IASH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CNYA is a passively managed fund by iShares that tracks the performance of the MSCI China A Inclusion Index. It was launched on Jun 13, 2016. IASH.L is a passively managed fund by iShares that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Apr 8, 2015. Both CNYA and IASH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CNYA vs. IASH.L - Performance Comparison
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CNYA vs. IASH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IASH.L iShares MSCI China A UCITS USD | -0.52% | 26.55% | 11.04% | -14.55% | -26.12% | 3.53% | 41.86% | 35.66% | -25.48% | 28.14% |
Different Trading Currencies
CNYA is traded in USD, while IASH.L is traded in GBp. To make them comparable, the IASH.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CNYA achieves a -0.93% return, which is significantly lower than IASH.L's -0.52% return.
CNYA
- 1D
- 0.23%
- 1M
- -5.18%
- YTD
- -0.93%
- 6M
- 1.32%
- 1Y
- 25.22%
- 3Y*
- 4.59%
- 5Y*
- -1.42%
- 10Y*
- —
IASH.L
- 1D
- 1.15%
- 1M
- -4.70%
- YTD
- -0.52%
- 6M
- 1.34%
- 1Y
- 25.61%
- 3Y*
- 4.90%
- 5Y*
- -1.26%
- 10Y*
- 4.68%
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CNYA vs. IASH.L - Expense Ratio Comparison
CNYA has a 0.60% expense ratio, which is higher than IASH.L's 0.40% expense ratio.
Return for Risk
CNYA vs. IASH.L — Risk / Return Rank
CNYA
IASH.L
CNYA vs. IASH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and iShares MSCI China A UCITS USD (IASH.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 | IASH.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.50 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.98 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.75 | -0.60 |
Martin ratioReturn relative to average drawdown | 9.28 | 10.32 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNYA | IASH.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.50 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | -0.06 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.21 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.01 | +0.22 |
Correlation
The correlation between CNYA and IASH.L is 0.84, 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. IASH.L - Dividend Comparison
CNYA's dividend yield for the trailing twelve months is around 1.93%, while IASH.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IASH.L iShares MSCI China A UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CNYA vs. IASH.L - Drawdown Comparison
The maximum CNYA drawdown since its inception was -49.49%, roughly equal to the maximum IASH.L drawdown of -51.24%. Use the drawdown chart below to compare losses from any high point for CNYA and IASH.L.
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Drawdown Indicators
| CNYA | IASH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.49% | -48.39% | -1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -8.84% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -45.11% | -42.23% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.67% | — |
Current DrawdownCurrent decline from peak | -21.52% | -17.38% | -4.14% |
Average DrawdownAverage peak-to-trough decline | -20.77% | -24.91% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.66% | +0.01% |
Volatility
CNYA vs. IASH.L - Volatility Comparison
iShares MSCI China A ETF (CNYA) has a higher volatility of 4.99% compared to iShares MSCI China A UCITS USD (IASH.L) at 4.72%. This indicates that CNYA's price experiences larger fluctuations and is considered to be riskier than IASH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNYA | IASH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.72% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 11.23% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 17.04% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 22.67% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 23.51% | +0.09% |