FXI vs. IEUR
Compare and contrast key facts about iShares China Large-Cap ETF (FXI) and iShares Core MSCI Europe ETF (IEUR).
FXI and IEUR 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. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both FXI and IEUR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXI or IEUR.
Performance
FXI vs. IEUR - Performance Comparison
Returns By Period
In the year-to-date period, FXI achieves a 26.87% return, which is significantly higher than IEUR's 2.58% return. Over the past 10 years, FXI has underperformed IEUR with an annualized return of -0.33%, while IEUR has yielded a comparatively higher 5.04% annualized return.
FXI
26.87%
-5.53%
6.75%
17.17%
-3.81%
-0.33%
IEUR
2.58%
-7.09%
-6.20%
8.93%
6.00%
5.04%
Key characteristics
| FXI | IEUR | |
|---|---|---|
| Sharpe Ratio | 0.61 | 0.72 |
| Sortino Ratio | 1.11 | 1.06 |
| Omega Ratio | 1.13 | 1.13 |
| Calmar Ratio | 0.34 | 0.92 |
| Martin Ratio | 1.92 | 3.14 |
| Ulcer Index | 10.28% | 2.99% |
| Daily Std Dev | 32.36% | 13.12% |
| Max Drawdown | -72.68% | -36.96% |
| Current Drawdown | -39.94% | -10.08% |
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FXI vs. IEUR - Expense Ratio Comparison
FXI has a 0.74% expense ratio, which is higher than IEUR's 0.09% expense ratio.
Correlation
The correlation between FXI and IEUR is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
FXI vs. IEUR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and iShares Core MSCI Europe ETF (IEUR). 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
FXI vs. IEUR - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.28%, less than IEUR's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.28% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
IEUR iShares Core MSCI Europe ETF | 3.18% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
Drawdowns
FXI vs. IEUR - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for FXI and IEUR. For additional features, visit the drawdowns tool.
Volatility
FXI vs. IEUR - Volatility Comparison
iShares China Large-Cap ETF (FXI) has a higher volatility of 10.53% compared to iShares Core MSCI Europe ETF (IEUR) at 4.30%. This indicates that FXI's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.