FXI vs. IDFX.L
Compare and contrast key facts about iShares China Large-Cap ETF (FXI) and iShares China Large Cap UCITS (IDFX.L).
FXI and IDFX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. IDFX.L is a passively managed fund by iShares that tracks the performance of the MSCI China NR USD. It was launched on Oct 21, 2004. Both FXI and IDFX.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
FXI vs. IDFX.L - Performance Comparison
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FXI vs. IDFX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.13% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 14.90% | -13.28% | 36.26% |
IDFX.L iShares China Large Cap UCITS | -7.17% | 28.34% | 31.04% | -13.61% | -20.49% | -20.45% | 10.44% | 13.04% | -12.07% | 35.25% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FXI having a -7.13% return and IDFX.L slightly lower at -7.17%. Both investments have delivered pretty close results over the past 10 years, with FXI having a 3.03% annualized return and IDFX.L not far ahead at 3.16%.
FXI
- 1D
- -0.95%
- 1M
- -3.63%
- YTD
- -7.13%
- 6M
- -13.13%
- 1Y
- 1.94%
- 3Y*
- 9.04%
- 5Y*
- -3.44%
- 10Y*
- 3.03%
IDFX.L
- 1D
- 0.95%
- 1M
- -2.66%
- YTD
- -7.17%
- 6M
- -12.64%
- 1Y
- 1.83%
- 3Y*
- 9.00%
- 5Y*
- -3.39%
- 10Y*
- 3.16%
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FXI vs. IDFX.L - Expense Ratio Comparison
Both FXI and IDFX.L have an expense ratio of 0.74%.
Return for Risk
FXI vs. IDFX.L — Risk / Return Rank
FXI
IDFX.L
FXI vs. IDFX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and iShares China Large Cap UCITS (IDFX.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.
| FXI | IDFX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.08 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.28 | 0.26 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.03 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.18 | -0.08 |
Martin ratioReturn relative to average drawdown | 0.29 | 0.48 | -0.19 |
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
| FXI | IDFX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.08 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | -0.11 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.12 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.13 | +0.04 |
Correlation
The correlation between FXI and IDFX.L is 0.71, 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
FXI vs. IDFX.L - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.60%, more than IDFX.L's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.60% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
IDFX.L iShares China Large Cap UCITS | 1.92% | 1.76% | 2.38% | 2.43% | 2.36% | 1.86% | 2.39% | 2.44% | 3.04% | 2.35% | 2.47% | 2.70% |
Drawdowns
FXI vs. IDFX.L - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, roughly equal to the maximum IDFX.L drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for FXI and IDFX.L.
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Drawdown Indicators
| FXI | IDFX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -70.30% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.74% | -15.44% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -55.14% | -54.97% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | -60.44% | -0.37% |
Current DrawdownCurrent decline from peak | -26.87% | -26.42% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -31.27% | -34.00% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 5.79% | +0.10% |
Volatility
FXI vs. IDFX.L - Volatility Comparison
iShares China Large-Cap ETF (FXI) has a higher volatility of 6.74% compared to iShares China Large Cap UCITS (IDFX.L) at 5.78%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than IDFX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | IDFX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 5.78% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 13.39% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.29% | 21.91% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.64% | 29.82% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.70% | 26.05% | +1.65% |