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H4Z6.DE vs. MCHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H4Z6.DE vs. MCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) and iShares MSCI China ETF (MCHI). The values are adjusted to include any dividend payments, if applicable.

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H4Z6.DE vs. MCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4Z6.DE
HSBC MSCI China UCITS ETF USD (Acc)
-6.01%16.48%27.04%-14.63%-10.19%
MCHI
iShares MSCI China ETF
-5.36%15.49%25.50%-14.58%-10.79%
Different Trading Currencies

H4Z6.DE is traded in EUR, while MCHI is traded in USD. To make them comparable, the MCHI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, H4Z6.DE achieves a -6.01% return, which is significantly lower than MCHI's -5.34% return.


H4Z6.DE

1D
1.10%
1M
-2.63%
YTD
-6.01%
6M
-12.78%
1Y
-2.09%
3Y*
4.79%
5Y*
10Y*

MCHI

1D
0.00%
1M
-1.20%
YTD
-5.34%
6M
-14.27%
1Y
-1.06%
3Y*
4.36%
5Y*
-5.38%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H4Z6.DE vs. MCHI - Expense Ratio Comparison

H4Z6.DE has a 0.28% expense ratio, which is lower than MCHI's 0.59% expense ratio.


Return for Risk

H4Z6.DE vs. MCHI — Risk / Return Rank

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

H4Z6.DE
H4Z6.DE Risk / Return Rank: 1010
Overall Rank
H4Z6.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
H4Z6.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
H4Z6.DE Omega Ratio Rank: 1010
Omega Ratio Rank
H4Z6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
H4Z6.DE Martin Ratio Rank: 1010
Martin Ratio Rank

MCHI
MCHI Risk / Return Rank: 1616
Overall Rank
MCHI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1717
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1717
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1515
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1515
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.

H4Z6.DE vs. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) 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.


H4Z6.DEMCHIDifference

Sharpe ratio

Return per unit of total volatility

-0.10

-0.04

-0.05

Sortino ratio

Return per unit of downside risk

0.01

0.11

-0.09

Omega ratio

Gain probability vs. loss probability

1.00

1.01

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.03

-0.12

+0.09

Martin ratio

Return relative to average drawdown

-0.08

-0.30

+0.22

H4Z6.DE vs. MCHI - Sharpe Ratio Comparison

The current H4Z6.DE Sharpe Ratio is -0.10, which is lower than the MCHI Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of H4Z6.DE and MCHI, 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


H4Z6.DEMCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.04

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.15

-0.08

Correlation

The correlation between H4Z6.DE and MCHI is 0.88, 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

H4Z6.DE vs. MCHI - Dividend Comparison

H4Z6.DE has not paid dividends to shareholders, while MCHI's dividend yield for the trailing twelve months is around 2.28%.


TTM20252024202320222021202020192018201720162015
H4Z6.DE
HSBC MSCI China UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCHI
iShares MSCI China ETF
2.28%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Drawdowns

H4Z6.DE vs. MCHI - Drawdown Comparison

The maximum H4Z6.DE drawdown since its inception was -33.47%, smaller than the maximum MCHI drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for H4Z6.DE and MCHI.


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Drawdown Indicators


H4Z6.DEMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-33.47%

-62.95%

+29.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.21%

-17.17%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-57.18%

Max Drawdown (10Y)

Largest decline over 10 years

-62.95%

Current Drawdown

Current decline from peak

-14.35%

-36.61%

+22.26%

Average Drawdown

Average peak-to-trough decline

-13.93%

-24.41%

+10.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

6.63%

-0.04%

Volatility

H4Z6.DE vs. MCHI - Volatility Comparison

HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) and iShares MSCI China ETF (MCHI) have volatilities of 6.12% and 6.43%, 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


H4Z6.DEMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

6.43%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

14.72%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.49%

24.08%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.47%

29.28%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.47%

26.72%

-1.25%