FXI vs. XOM
FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index, while XOM (Exxon Mobil Corporation) is a stock. Over the past 10 years, FXI returned 3.13%/yr vs 9.64%/yr for XOM. At a 0.40 correlation, their price movements are largely independent.
Performance
FXI vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, FXI achieves a -7.83% return, which is significantly lower than XOM's 23.81% return. Over the past 10 years, FXI has underperformed XOM with an annualized return of 3.13%, while XOM has yielded a comparatively higher 9.64% annualized return.
FXI
- 1D
- 1.09%
- 1M
- -2.51%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
XOM
- 1D
- 0.28%
- 1M
- -6.91%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 35.30%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
FXI vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 14.90% | -13.28% | 36.26% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between FXI and XOM is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2004 | 0.40 |
The correlation between FXI and XOM shifts across timeframes, from -0.04 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FXI vs. XOM — Risk / Return Rank
FXI
XOM
FXI vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and Exxon Mobil Corporation (XOM). 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.
| FXI | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.26 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.45 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.38 | 6.56 | -6.94 |
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Drawdowns
FXI vs. XOM - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FXI and XOM.
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Drawdown Indicators
| FXI | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -62.40% | -10.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -15.69% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -28.72% | -18.92% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -54.94% | -20.51% | -34.43% |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | -61.34% | +0.53% |
Current DrawdownCurrent decline from peak | -27.42% | -13.68% | -13.74% |
Average DrawdownAverage peak-to-trough decline | -31.21% | -10.20% | -21.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 5.84% | +1.82% |
Volatility
FXI vs. XOM - Volatility Comparison
The current volatility for iShares China Large-Cap ETF (FXI) is 6.22%, while Exxon Mobil Corporation (XOM) has a volatility of 9.08%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 9.08% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 20.51% | -6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 24.51% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.67% | 26.77% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 28.20% | -0.56% |
Dividends
FXI vs. XOM - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.62%, less than XOM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.62% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
FXI and XOM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.08%) compared to FXI (6.22%). In terms of maximum drawdown, FXI dropped -72.68% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (1.57 vs -0.15), 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.
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