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CNYUSD=X vs. MCHI
Performance
Return for Risk
Drawdowns
Volatility

Performance

CNYUSD=X vs. MCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CNY/USD (CNYUSD=X) and iShares MSCI China ETF (MCHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNYUSD=X achieves a 2.78% return, which is significantly higher than MCHI's -14.90% return. Over the past 10 years, CNYUSD=X has underperformed MCHI with an annualized return of -0.23%, while MCHI has yielded a comparatively higher 4.19% annualized return.


CNYUSD=X

1D
0.10%
1M
-0.26%
YTD
2.78%
6M
2.97%
1Y
5.48%
3Y*
2.08%
5Y*
-1.05%
10Y*
-0.23%

MCHI

1D
-1.26%
1M
-8.88%
YTD
-14.90%
6M
-15.66%
1Y
-6.82%
3Y*
7.30%
5Y*
-7.48%
10Y*
4.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYUSD=X vs. MCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNYUSD=X
CNY/USD
2.78%4.38%-2.76%-2.80%-7.92%2.73%6.69%-1.24%-5.34%6.67%
MCHI
iShares MSCI China ETF
-14.90%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%

Correlation

The correlation between CNYUSD=X and MCHI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.28

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.21

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Return for Risk

CNYUSD=X vs. MCHI — Risk / Return Rank

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

CNYUSD=X
CNYUSD=X Risk / Return Rank: 9797
Overall Rank
CNYUSD=X Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CNYUSD=X Sortino Ratio Rank: 9797
Sortino Ratio Rank
CNYUSD=X Omega Ratio Rank: 9797
Omega Ratio Rank
CNYUSD=X Calmar Ratio Rank: 9797
Calmar Ratio Rank
CNYUSD=X Martin Ratio Rank: 9797
Martin Ratio Rank

MCHI
MCHI Risk / Return Rank: 66
Overall Rank
MCHI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 66
Sortino Ratio Rank
MCHI Omega Ratio Rank: 66
Omega Ratio Rank
MCHI Calmar Ratio Rank: 77
Calmar Ratio Rank
MCHI Martin Ratio Rank: 66
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.

CNYUSD=X vs. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CNY/USD (CNYUSD=X) and iShares MSCI China ETF (MCHI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNYUSD=XMCHIDifference
Sharpe ratioReturn per unit of total volatility

+2.42

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.46

0.96

+0.50

Calmar ratioReturn relative to maximum drawdown

3.91

-0.30

+4.21

Martin ratioReturn relative to average drawdown

13.77

-0.72

+14.49

CNYUSD=X vs. MCHI - Sharpe Ratio Comparison

The current CNYUSD=X Sharpe Ratio is 2.08, which is higher than the MCHI Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of CNYUSD=X and MCHI, 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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Drawdowns

CNYUSD=X vs. MCHI - Drawdown Comparison

The maximum CNYUSD=X drawdown since its inception was -17.74%, smaller than the maximum MCHI drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for CNYUSD=X and MCHI.


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Drawdown Indicators


CNYUSD=XMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-62.95%

+45.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-22.76%

+21.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-25.85%

+21.38%

Max Drawdown (5Y)

Largest decline over 5 years

-14.09%

-56.98%

+42.89%

Max Drawdown (10Y)

Largest decline over 10 years

-14.70%

-62.95%

+48.25%

Current Drawdown

Current decline from peak

-11.21%

-41.97%

+30.76%

Average Drawdown

Average peak-to-trough decline

-6.92%

-24.57%

+17.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

9.49%

-9.16%

Volatility

CNYUSD=X vs. MCHI - Volatility Comparison

The current volatility for CNY/USD (CNYUSD=X) is 0.55%, while iShares MSCI China ETF (MCHI) has a volatility of 6.05%. This indicates that CNYUSD=X experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYUSD=XMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

6.05%

-5.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

14.90%

-13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.11%

20.15%

-18.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.92%

30.74%

-26.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

27.34%

-23.41%

Frequently Asked Questions


CNYUSD=X and MCHI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCHI has higher volatility (6.05%) compared to CNYUSD=X (0.55%). In terms of maximum drawdown, CNYUSD=X dropped -17.74% vs MCHI's -62.95%.

CNYUSD=X currently has the higher Sharpe Ratio (2.08 vs -0.34), 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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