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GXC vs. FXI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GXC and FXI is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GXC vs. FXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P China ETF (GXC) and iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
118.42%
48.86%
GXC
FXI

Key characteristics

Sharpe Ratio

GXC:

0.76

FXI:

1.12

Sortino Ratio

GXC:

1.28

FXI:

1.73

Omega Ratio

GXC:

1.18

FXI:

1.23

Calmar Ratio

GXC:

0.48

FXI:

0.77

Martin Ratio

GXC:

1.86

FXI:

3.47

Ulcer Index

GXC:

13.95%

FXI:

11.39%

Daily Std Dev

GXC:

34.08%

FXI:

35.39%

Max Drawdown

GXC:

-72.16%

FXI:

-72.68%

Current Drawdown

GXC:

-41.64%

FXI:

-31.83%

Returns By Period

In the year-to-date period, GXC achieves a 8.00% return, which is significantly lower than FXI's 11.63% return. Over the past 10 years, GXC has outperformed FXI with an annualized return of 0.20%, while FXI has yielded a comparatively lower -1.95% annualized return.


GXC

YTD

8.00%

1M

-5.74%

6M

4.07%

1Y

23.69%

5Y*

-0.67%

10Y*

0.20%

FXI

YTD

11.63%

1M

-6.31%

6M

8.73%

1Y

36.00%

5Y*

-0.10%

10Y*

-1.95%

*Annualized

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GXC vs. FXI - Expense Ratio Comparison

GXC has a 0.59% expense ratio, which is lower than FXI's 0.74% expense ratio.


Expense ratio chart for FXI: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXI: 0.74%
Expense ratio chart for GXC: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GXC: 0.59%

Risk-Adjusted Performance

GXC vs. FXI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GXC
The Risk-Adjusted Performance Rank of GXC is 6868
Overall Rank
The Sharpe Ratio Rank of GXC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GXC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of GXC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of GXC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of GXC is 5757
Martin Ratio Rank

FXI
The Risk-Adjusted Performance Rank of FXI is 8181
Overall Rank
The Sharpe Ratio Rank of FXI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GXC vs. FXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P China ETF (GXC) and iShares China Large-Cap ETF (FXI). 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.


The chart of Sharpe ratio for GXC, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
GXC: 0.76
FXI: 1.12
The chart of Sortino ratio for GXC, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.00
GXC: 1.28
FXI: 1.73
The chart of Omega ratio for GXC, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
GXC: 1.18
FXI: 1.23
The chart of Calmar ratio for GXC, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
GXC: 0.48
FXI: 0.77
The chart of Martin ratio for GXC, currently valued at 1.86, compared to the broader market0.0020.0040.0060.00
GXC: 1.86
FXI: 3.47

The current GXC Sharpe Ratio is 0.76, which is lower than the FXI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of GXC and FXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.76
1.12
GXC
FXI

Dividends

GXC vs. FXI - Dividend Comparison

GXC's dividend yield for the trailing twelve months is around 2.60%, more than FXI's 1.58% yield.


TTM20242023202220212020201920182017201620152014
GXC
SPDR S&P China ETF
2.60%2.80%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%2.11%
FXI
iShares China Large-Cap ETF
1.58%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%

Drawdowns

GXC vs. FXI - Drawdown Comparison

The maximum GXC drawdown since its inception was -72.16%, roughly equal to the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for GXC and FXI. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-41.64%
-31.83%
GXC
FXI

Volatility

GXC vs. FXI - Volatility Comparison

The current volatility for SPDR S&P China ETF (GXC) is 14.22%, while iShares China Large-Cap ETF (FXI) has a volatility of 15.26%. This indicates that GXC experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.22%
15.26%
GXC
FXI