FBRT vs. XCH.TO
Compare and contrast key facts about Franklin BSP Realty Trust, Inc. (FBRT) and iShares China Index ETF (XCH.TO).
XCH.TO is a passively managed fund by iShares that tracks the performance of the Morningstar China GR CAD. It was launched on Jan 21, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBRT or XCH.TO.
Key characteristics
| FBRT | XCH.TO | |
|---|---|---|
| YTD Return | -5.00% | 10.30% |
| 1Y Return | 11.83% | -5.52% |
| 3Y Return (Ann) | 35.88% | -13.19% |
| 5Y Return (Ann) | 13.57% | -8.13% |
| 10Y Return (Ann) | 2.31% | 1.30% |
| Sharpe Ratio | 0.37 | -0.24 |
| Daily Std Dev | 26.54% | 24.83% |
| Max Drawdown | -94.56% | -58.02% |
| Current Drawdown | -61.89% | -46.11% |
Correlation
The correlation between FBRT and XCH.TO is 0.23, 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.
Performance
FBRT vs. XCH.TO - Performance Comparison
In the year-to-date period, FBRT achieves a -5.00% return, which is significantly lower than XCH.TO's 10.30% return. Over the past 10 years, FBRT has outperformed XCH.TO with an annualized return of 2.31%, while XCH.TO has yielded a comparatively lower 1.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FBRT vs. XCH.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin BSP Realty Trust, Inc. (FBRT) and iShares China Index ETF (XCH.TO). 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.
Dividends
FBRT vs. XCH.TO - Dividend Comparison
FBRT's dividend yield for the trailing twelve months is around 11.37%, more than XCH.TO's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBRT Franklin BSP Realty Trust, Inc. | 11.37% | 10.51% | 11.01% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XCH.TO iShares China Index ETF | 2.60% | 2.86% | 2.35% | 1.50% | 2.17% | 2.50% | 2.45% | 2.41% | 2.21% | 2.58% | 2.09% | 2.15% |
Drawdowns
FBRT vs. XCH.TO - Drawdown Comparison
The maximum FBRT drawdown since its inception was -94.56%, which is greater than XCH.TO's maximum drawdown of -58.02%. Use the drawdown chart below to compare losses from any high point for FBRT and XCH.TO. For additional features, visit the drawdowns tool.
Volatility
FBRT vs. XCH.TO - Volatility Comparison
Franklin BSP Realty Trust, Inc. (FBRT) has a higher volatility of 8.08% compared to iShares China Index ETF (XCH.TO) at 6.19%. This indicates that FBRT's price experiences larger fluctuations and is considered to be riskier than XCH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.