FXI vs. XPEV
FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index, while XPEV (XPeng Inc.) is a stock. Over the past 5 years, FXI returned -3.08%/yr vs -18.98%/yr for XPEV. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
FXI vs. XPEV - Performance Comparison
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Returns By Period
In the year-to-date period, FXI achieves a -7.83% return, which is significantly higher than XPEV's -28.55% 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%
XPEV
- 1D
- 0.21%
- 1M
- -7.23%
- YTD
- -28.55%
- 6M
- -23.70%
- 1Y
- -20.30%
- 3Y*
- 12.09%
- 5Y*
- -18.98%
- 10Y*
- —
FXI vs. XPEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 5.38% |
XPEV XPeng Inc. | -28.55% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
Correlation
The correlation between FXI and XPEV is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.59 |
The correlation between FXI and XPEV shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FXI vs. XPEV — Risk / Return Rank
FXI
XPEV
FXI vs. XPEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) and XPeng Inc. (XPEV). 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 | XPEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.96 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.51 | +0.33 |
| Martin ratioReturn relative to average drawdown | -0.38 | -0.89 | +0.51 |
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Drawdowns
FXI vs. XPEV - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, smaller than the maximum XPEV drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for FXI and XPEV.
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Drawdown Indicators
| FXI | XPEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.68% | -91.12% | +18.44% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -48.49% | +32.46% |
Max Drawdown (3Y)Largest decline over 3 years | -28.72% | -71.65% | +42.93% |
Max Drawdown (5Y)Largest decline over 5 years | -54.94% | -88.35% | +33.41% |
Max Drawdown (10Y)Largest decline over 10 years | -60.81% | — | — |
Current DrawdownCurrent decline from peak | -27.42% | -79.92% | +52.50% |
Average DrawdownAverage peak-to-trough decline | -31.21% | -67.89% | +36.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.66% | 27.68% | -20.02% |
Volatility
FXI vs. XPEV - Volatility Comparison
The current volatility for iShares China Large-Cap ETF (FXI) is 6.22%, while XPeng Inc. (XPEV) has a volatility of 14.02%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than XPEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXI | XPEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 14.02% | -7.80% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 35.62% | -21.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 55.48% | -35.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.67% | 78.68% | -47.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 83.39% | -55.75% |
Dividends
FXI vs. XPEV - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.62%, while XPEV has not paid dividends to shareholders.
| 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% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FXI and XPEV have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (14.02%) compared to FXI (6.22%). In terms of maximum drawdown, FXI dropped -72.68% vs XPEV's -91.12%.
FXI currently has the higher Sharpe Ratio (-0.15 vs -0.45), 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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