GURU vs. MCHI
Compare and contrast key facts about Global X Guru Index ETF (GURU) and iShares MSCI China ETF (MCHI).
GURU and MCHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GURU is a passively managed fund by Global X that tracks the performance of the Solactive Guru Index. It was launched on Jun 4, 2012. MCHI is a passively managed fund by iShares that tracks the performance of the MSCI China Index. It was launched on Mar 29, 2011. Both GURU and MCHI 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
GURU vs. MCHI - Performance Comparison
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GURU vs. MCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GURU Global X Guru Index ETF | -4.73% | 25.43% | 23.76% | 19.28% | -27.94% | 8.19% | 25.27% | 30.99% | -6.56% | 24.26% |
MCHI iShares MSCI China ETF | -6.78% | 31.04% | 17.73% | -11.94% | -23.01% | -21.74% | 27.78% | 23.72% | -19.79% | 54.67% |
Returns By Period
In the year-to-date period, GURU achieves a -4.73% return, which is significantly higher than MCHI's -6.78% return. Over the past 10 years, GURU has outperformed MCHI with an annualized return of 11.03%, while MCHI has yielded a comparatively lower 4.62% annualized return.
GURU
- 1D
- 1.18%
- 1M
- -3.90%
- YTD
- -4.73%
- 6M
- -0.37%
- 1Y
- 22.26%
- 3Y*
- 19.55%
- 5Y*
- 5.18%
- 10Y*
- 11.03%
MCHI
- 1D
- -0.32%
- 1M
- -4.29%
- YTD
- -6.78%
- 6M
- -14.44%
- 1Y
- 4.94%
- 3Y*
- 6.44%
- 5Y*
- -5.72%
- 10Y*
- 4.62%
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GURU vs. MCHI - Expense Ratio Comparison
GURU has a 0.75% expense ratio, which is higher than MCHI's 0.59% expense ratio.
Return for Risk
GURU vs. MCHI — Risk / Return Rank
GURU
MCHI
GURU vs. MCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) and iShares MSCI China ETF (MCHI). 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.
| GURU | MCHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.21 | +0.90 |
Sortino ratioReturn per unit of downside risk | 1.64 | 0.45 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.30 | +1.33 |
Martin ratioReturn relative to average drawdown | 6.33 | 0.79 | +5.55 |
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
| GURU | MCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.21 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | -0.19 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.17 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.09 | +0.51 |
Correlation
The correlation between GURU and MCHI is 0.56, 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.
Dividends
GURU vs. MCHI - Dividend Comparison
GURU's dividend yield for the trailing twelve months is around 0.12%, less than MCHI's 2.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GURU Global X Guru Index ETF | 0.12% | 0.11% | 0.17% | 0.57% | 0.22% | 0.09% | 2.75% | 0.35% | 0.54% | 0.54% | 0.22% | 0.47% |
MCHI iShares MSCI China ETF | 2.27% | 2.12% | 2.31% | 2.66% | 1.78% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% |
Drawdowns
GURU vs. MCHI - Drawdown Comparison
The maximum GURU drawdown since its inception was -38.50%, smaller than the maximum MCHI drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for GURU and MCHI.
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Drawdown Indicators
| GURU | MCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -62.95% | +24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -17.17% | +3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -38.50% | -57.18% | +18.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -62.95% | +24.45% |
Current DrawdownCurrent decline from peak | -7.19% | -36.43% | +29.24% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -24.40% | +15.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 6.63% | -3.18% |
Volatility
GURU vs. MCHI - Volatility Comparison
Global X Guru Index ETF (GURU) and iShares MSCI China ETF (MCHI) have volatilities of 6.75% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GURU | MCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 6.82% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 14.83% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.27% | 23.85% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 30.67% | -10.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 27.39% | -7.31% |