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CSUK.L vs. C300.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSUK.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSUK.L is traded in GBp, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSUK.L achieves a 5.97% return, which is significantly lower than C300.L's 15.66% return.


CSUK.L

1D
-0.36%
1M
-0.19%
YTD
5.97%
6M
8.48%
1Y
21.21%
3Y*
14.38%
5Y*
12.01%
10Y*
8.88%

C300.L

1D
0.27%
1M
5.00%
YTD
15.66%
6M
19.75%
1Y
52.89%
3Y*
13.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUK.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CSUK.L
iShares MSCI UK UCITS ETF (Acc)
5.97%25.26%8.91%6.86%5.69%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
15.66%24.25%16.79%-16.21%3.69%

Correlation

The correlation between CSUK.L and C300.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.20

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Return for Risk

CSUK.L vs. C300.L — Risk / Return Rank

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

CSUK.L
CSUK.L Risk / Return Rank: 5353
Overall Rank
CSUK.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CSUK.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CSUK.L Omega Ratio Rank: 5757
Omega Ratio Rank
CSUK.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
CSUK.L Martin Ratio Rank: 5050
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 9090
Overall Rank
C300.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8686
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9292
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.

CSUK.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.


CSUK.LC300.LDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.35

1.54

-0.19

Calmar ratioReturn relative to maximum drawdown

2.37

7.77

-5.40

Martin ratioReturn relative to average drawdown

8.37

23.07

-14.69

CSUK.L vs. C300.L - Sharpe Ratio Comparison

The current CSUK.L Sharpe Ratio is 1.89, which is lower than the C300.L Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of CSUK.L and C300.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.


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Sharpe Ratios by Period


CSUK.LC300.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

3.08

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.46

+0.03

Drawdowns

CSUK.L vs. C300.L - Drawdown Comparison

The maximum CSUK.L drawdown since its inception was -34.55%, roughly equal to the maximum C300.L drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for CSUK.L and C300.L.


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Drawdown Indicators


CSUK.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-34.94%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-6.77%

-2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-26.04%

+13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-4.18%

-0.36%

-3.82%

Average Drawdown

Average peak-to-trough decline

-4.72%

-15.42%

+10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.29%

+0.24%

Volatility

CSUK.L vs. C300.L - Volatility Comparison

The current volatility for iShares MSCI UK UCITS ETF (Acc) (CSUK.L) is 4.66%, while Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a volatility of 5.67%. This indicates that CSUK.L experiences smaller price fluctuations and is considered to be less risky than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUK.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

5.67%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

12.28%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

17.08%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

21.20%

-8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

21.20%

-6.12%

CSUK.L vs. C300.L - Expense Ratio Comparison

CSUK.L has a 0.33% expense ratio, which is lower than C300.L's 0.35% expense ratio.


Dividends

CSUK.L vs. C300.L - Dividend Comparison

Neither CSUK.L nor C300.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSUK.L and C300.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSUK.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSUK.L is cheaper with a 0.33% expense ratio, compared with 0.35% for C300.L.

CSUK.L is categorized as Europe Equities, while C300.L is China Equities. CSUK.L tracks FTSE AllSh TR GBP, while C300.L tracks S&P China A 300 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.33% for CSUK.L and 0.35% for C300.L.

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