GXC vs. JCHI
Compare and contrast key facts about SPDR S&P China ETF (GXC) and JPMorgan Active China ETF (JCHI).
GXC and JCHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXC is a passively managed fund by State Street that tracks the performance of the S&P China BMI Index. It was launched on Mar 19, 2007. JCHI is an actively managed fund by JPMorgan. It was launched on Mar 15, 2023.
Performance
GXC vs. JCHI - Performance Comparison
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GXC vs. JCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXC SPDR S&P China ETF | -4.21% | 30.84% | 14.60% | -9.96% |
JCHI JPMorgan Active China ETF | -4.46% | 27.66% | 13.77% | -17.06% |
Returns By Period
In the year-to-date period, GXC achieves a -4.21% return, which is significantly higher than JCHI's -4.46% return.
GXC
- 1D
- -0.42%
- 1M
- -5.54%
- YTD
- -4.21%
- 6M
- -10.98%
- 1Y
- 10.37%
- 3Y*
- 7.19%
- 5Y*
- -4.63%
- 10Y*
- 5.15%
JCHI
- 1D
- 0.61%
- 1M
- -4.41%
- YTD
- -4.46%
- 6M
- -11.12%
- 1Y
- 9.44%
- 3Y*
- 3.21%
- 5Y*
- —
- 10Y*
- —
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GXC vs. JCHI - Expense Ratio Comparison
GXC has a 0.59% expense ratio, which is lower than JCHI's 0.65% expense ratio.
Return for Risk
GXC vs. JCHI — Risk / Return Rank
GXC
JCHI
GXC vs. JCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P China ETF (GXC) and JPMorgan Active China ETF (JCHI). 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.
| GXC | JCHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.46 | +0.01 |
Sortino ratioReturn per unit of downside risk | 0.76 | 0.74 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.10 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 0.57 | +0.07 |
Martin ratioReturn relative to average drawdown | 2.01 | 1.66 | +0.35 |
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
| GXC | JCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.46 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.19 | -0.03 |
Correlation
The correlation between GXC and JCHI is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GXC vs. JCHI - Dividend Comparison
GXC's dividend yield for the trailing twelve months is around 2.51%, more than JCHI's 1.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXC SPDR S&P China ETF | 2.51% | 2.40% | 2.81% | 3.70% | 2.67% | 1.35% | 1.04% | 1.60% | 2.03% | 1.84% | 2.05% | 2.85% |
JCHI JPMorgan Active China ETF | 1.89% | 1.81% | 2.12% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GXC vs. JCHI - Drawdown Comparison
The maximum GXC drawdown since its inception was -71.96%, which is greater than JCHI's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for GXC and JCHI.
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Drawdown Indicators
| GXC | JCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.96% | -29.57% | -42.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -15.93% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -54.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.23% | — | — |
Current DrawdownCurrent decline from peak | -32.31% | -11.98% | -20.33% |
Average DrawdownAverage peak-to-trough decline | -28.81% | -13.67% | -15.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 5.64% | -0.38% |
Volatility
GXC vs. JCHI - Volatility Comparison
SPDR S&P China ETF (GXC) has a higher volatility of 6.07% compared to JPMorgan Active China ETF (JCHI) at 5.77%. This indicates that GXC's price experiences larger fluctuations and is considered to be riskier than JCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GXC | JCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.77% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 12.55% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 20.80% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.92% | 25.16% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.08% | 25.16% | +0.92% |