H4ZP.DE vs. 36BZ.DE
Compare and contrast key facts about HSBC MSCI China UCITS ETF USD (H4ZP.DE) and iShares MSCI China A UCITS ETF (36BZ.DE).
H4ZP.DE and 36BZ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZP.DE is a passively managed fund by HSBC that tracks the performance of the MSCI China. It was launched on Jan 26, 2011. 36BZ.DE is a passively managed fund by iShares that tracks the performance of the MSCI China A Inclusion. It was launched on Apr 8, 2015. Both H4ZP.DE and 36BZ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H4ZP.DE or 36BZ.DE.
Key characteristics
| H4ZP.DE | 36BZ.DE | |
|---|---|---|
| YTD Return | 19.86% | 20.44% |
| 1Y Return | 8.98% | 13.67% |
| 3Y Return (Ann) | -9.32% | -6.96% |
| 5Y Return (Ann) | -3.05% | 3.53% |
| Sharpe Ratio | 0.44 | 0.53 |
| Sortino Ratio | 0.84 | 1.02 |
| Omega Ratio | 1.10 | 1.14 |
| Calmar Ratio | 0.21 | 0.33 |
| Martin Ratio | 1.20 | 1.75 |
| Ulcer Index | 9.88% | 8.32% |
| Daily Std Dev | 27.45% | 27.08% |
| Max Drawdown | -57.68% | -53.30% |
| Current Drawdown | -43.42% | -25.45% |
Correlation
The correlation between H4ZP.DE and 36BZ.DE is 0.74, 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.
Performance
H4ZP.DE vs. 36BZ.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with H4ZP.DE having a 19.86% return and 36BZ.DE slightly higher at 20.44%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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H4ZP.DE vs. 36BZ.DE - Expense Ratio Comparison
H4ZP.DE has a 0.28% expense ratio, which is lower than 36BZ.DE's 0.40% expense ratio.
Risk-Adjusted Performance
H4ZP.DE vs. 36BZ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF USD (H4ZP.DE) and iShares MSCI China A UCITS ETF (36BZ.DE). 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.
Dividends
H4ZP.DE vs. 36BZ.DE - Dividend Comparison
Neither H4ZP.DE nor 36BZ.DE has paid dividends to shareholders.
Drawdowns
H4ZP.DE vs. 36BZ.DE - Drawdown Comparison
The maximum H4ZP.DE drawdown since its inception was -57.68%, which is greater than 36BZ.DE's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for H4ZP.DE and 36BZ.DE. For additional features, visit the drawdowns tool.
Volatility
H4ZP.DE vs. 36BZ.DE - Volatility Comparison
The current volatility for HSBC MSCI China UCITS ETF USD (H4ZP.DE) is 10.99%, while iShares MSCI China A UCITS ETF (36BZ.DE) has a volatility of 12.02%. This indicates that H4ZP.DE experiences smaller price fluctuations and is considered to be less risky than 36BZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.