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CNYA vs. ISVBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYA vs. ISVBF - Performance Comparison

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

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Returns By Period

In the year-to-date period, CNYA achieves a 8.91% return, which is significantly higher than ISVBF's -8.72% return.


CNYA

1D
-0.36%
1M
1.89%
YTD
8.91%
6M
13.45%
1Y
36.38%
3Y*
11.15%
5Y*
-1.13%
10Y*

ISVBF

1D
-2.42%
1M
-4.76%
YTD
-8.72%
6M
-10.61%
1Y
2.82%
3Y*
9.05%
5Y*
-5.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA vs. ISVBF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNYA
iShares MSCI China A ETF
8.91%26.48%10.78%-13.76%-26.51%4.94%
ISVBF
iShares MSCI China A UCITS ETF
-8.72%30.64%18.96%-9.28%-23.01%-22.12%

Correlation

The correlation between CNYA and ISVBF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

0.25

Over the past year, CNYA and ISVBF have become more correlated (0.48) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

CNYA vs. ISVBF — Risk / Return Rank

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

CNYA
CNYA Risk / Return Rank: 7171
Overall Rank
CNYA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 6464
Sortino Ratio Rank
CNYA Omega Ratio Rank: 6464
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8686
Calmar Ratio Rank
CNYA Martin Ratio Rank: 7575
Martin Ratio Rank

ISVBF
ISVBF Risk / Return Rank: 1111
Overall Rank
ISVBF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1111
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1111
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1111
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. ISVBF - 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 ETF (ISVBF). 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.


CNYAISVBFDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.38

1.04

+0.34

Calmar ratioReturn relative to maximum drawdown

4.81

0.15

+4.67

Martin ratioReturn relative to average drawdown

14.19

0.34

+13.85

CNYA vs. ISVBF - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 2.11, which is higher than the ISVBF Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of CNYA and ISVBF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNYAISVBFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

0.09

+2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.19

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.17

+0.44

Drawdowns

CNYA vs. ISVBF - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, smaller than the maximum ISVBF drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for CNYA and ISVBF.


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Drawdown Indicators


CNYAISVBFDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-53.78%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-19.18%

+11.59%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-23.77%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-44.70%

-53.22%

+8.52%

Current Drawdown

Current decline from peak

-13.73%

-26.01%

+12.28%

Average Drawdown

Average peak-to-trough decline

-20.68%

-32.76%

+12.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

8.28%

-5.71%

Volatility

CNYA vs. ISVBF - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 6.44%, while iShares MSCI China A UCITS ETF (ISVBF) has a volatility of 11.06%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYAISVBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

11.06%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

26.63%

-14.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

30.67%

-13.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.80%

30.21%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.55%

30.21%

-6.66%

CNYA vs. ISVBF - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is higher than ISVBF's 0.40% expense ratio.


Dividends

CNYA vs. ISVBF - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.76%, while ISVBF has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CNYA
iShares MSCI China A ETF
1.76%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CNYA and ISVBF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISVBF has higher volatility (11.06%) compared to CNYA (6.44%). In terms of maximum drawdown, CNYA dropped -49.49% vs ISVBF's -53.78%.

On 5-year performance, CNYA leads with -1.13% vs -5.62% for ISVBF. On fees, ISVBF is cheaper at 0.40% per year. On volatility, CNYA has been the lower-risk option at 6.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CNYA has performed better with a -1.13% return vs -5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.60% for CNYA.

CNYA has the higher dividend yield at 1.76%, compared with 0.00% for ISVBF.

Both ETFs track MSCI China A Inclusion Index. Their fees differ too: 0.60% for CNYA and 0.40% for ISVBF.

CNYA currently has the higher Sharpe Ratio (2.11 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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