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GXC vs. TCHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXC vs. TCHI - Performance Comparison

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

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GXC vs. TCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
GXC
SPDR S&P China ETF
-4.21%30.84%14.60%-9.93%-22.22%
TCHI
iShares MSCI China Multisector Tech ETF
-7.87%33.13%9.09%-5.61%-24.32%

Returns By Period

In the year-to-date period, GXC achieves a -4.21% return, which is significantly higher than TCHI's -7.87% 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%

TCHI

1D
0.16%
1M
-6.33%
YTD
-7.87%
6M
-17.85%
1Y
10.98%
3Y*
6.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXC vs. TCHI - Expense Ratio Comparison

Both GXC and TCHI have an expense ratio of 0.59%.


Return for Risk

GXC vs. TCHI — Risk / Return Rank

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

GXC
GXC Risk / Return Rank: 2525
Overall Rank
GXC Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GXC Sortino Ratio Rank: 2525
Sortino Ratio Rank
GXC Omega Ratio Rank: 2525
Omega Ratio Rank
GXC Calmar Ratio Rank: 2626
Calmar Ratio Rank
GXC Martin Ratio Rank: 2525
Martin Ratio Rank

TCHI
TCHI Risk / Return Rank: 2222
Overall Rank
TCHI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TCHI Sortino Ratio Rank: 2323
Sortino Ratio Rank
TCHI Omega Ratio Rank: 2323
Omega Ratio Rank
TCHI Calmar Ratio Rank: 2323
Calmar Ratio Rank
TCHI Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GXC vs. TCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P China ETF (GXC) and iShares MSCI China Multisector Tech ETF (TCHI). 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.


GXCTCHIDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.38

+0.08

Sortino ratio

Return per unit of downside risk

0.76

0.71

+0.06

Omega ratio

Gain probability vs. loss probability

1.11

1.10

+0.01

Calmar ratio

Return relative to maximum drawdown

0.64

0.50

+0.14

Martin ratio

Return relative to average drawdown

2.01

1.17

+0.85

GXC vs. TCHI - Sharpe Ratio Comparison

The current GXC Sharpe Ratio is 0.46, which is comparable to the TCHI Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of GXC and TCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GXCTCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.38

+0.08

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

-0.03

+0.19

Correlation

The correlation between GXC and TCHI is 0.92, 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. TCHI - Dividend Comparison

GXC's dividend yield for the trailing twelve months is around 2.51%, less than TCHI's 2.64% yield.


TTM20252024202320222021202020192018201720162015
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%
TCHI
iShares MSCI China Multisector Tech ETF
2.64%2.44%2.49%4.28%1.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GXC vs. TCHI - Drawdown Comparison

The maximum GXC drawdown since its inception was -71.96%, which is greater than TCHI's maximum drawdown of -43.96%. Use the drawdown chart below to compare losses from any high point for GXC and TCHI.


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Drawdown Indicators


GXCTCHIDifference

Max Drawdown

Largest peak-to-trough decline

-71.96%

-43.96%

-28.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-20.73%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-54.30%

Max Drawdown (10Y)

Largest decline over 10 years

-60.23%

Current Drawdown

Current decline from peak

-32.31%

-19.40%

-12.91%

Average Drawdown

Average peak-to-trough decline

-28.81%

-21.96%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

8.94%

-3.68%

Volatility

GXC vs. TCHI - Volatility Comparison

The current volatility for SPDR S&P China ETF (GXC) is 6.07%, while iShares MSCI China Multisector Tech ETF (TCHI) has a volatility of 7.21%. This indicates that GXC experiences smaller price fluctuations and is considered to be less risky than TCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXCTCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.21%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

18.00%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

28.73%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.92%

35.10%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.08%

35.10%

-9.02%