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H4ZP.DE vs. C024.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H4ZP.DE vs. C024.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI China UCITS ETF USD (H4ZP.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). The values are adjusted to include any dividend payments, if applicable.

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H4ZP.DE vs. C024.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZP.DE
HSBC MSCI China UCITS ETF USD
-6.05%16.54%28.55%-14.47%-15.34%-16.86%15.20%26.76%-16.09%35.18%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
2.04%14.97%22.87%-17.78%-16.12%3.37%21.54%40.72%-22.27%23.87%

Returns By Period

In the year-to-date period, H4ZP.DE achieves a -6.05% return, which is significantly lower than C024.DE's 2.04% return. Over the past 10 years, H4ZP.DE has underperformed C024.DE with an annualized return of 4.92%, while C024.DE has yielded a comparatively higher 5.90% annualized return.


H4ZP.DE

1D
0.94%
1M
-2.76%
YTD
-6.05%
6M
-12.81%
1Y
-1.98%
3Y*
5.18%
5Y*
-4.67%
10Y*
4.92%

C024.DE

1D
0.49%
1M
-3.21%
YTD
2.04%
6M
5.04%
1Y
22.66%
3Y*
5.60%
5Y*
-0.57%
10Y*
5.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H4ZP.DE vs. C024.DE - Expense Ratio Comparison

H4ZP.DE has a 0.28% expense ratio, which is higher than C024.DE's 0.25% expense ratio.


Return for Risk

H4ZP.DE vs. C024.DE — Risk / Return Rank

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

H4ZP.DE
H4ZP.DE Risk / Return Rank: 1010
Overall Rank
H4ZP.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
H4ZP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
H4ZP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
H4ZP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
H4ZP.DE Martin Ratio Rank: 1111
Martin Ratio Rank

C024.DE
C024.DE Risk / Return Rank: 7575
Overall Rank
C024.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 6666
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 7474
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.

H4ZP.DE vs. C024.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF USD (H4ZP.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.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.


H4ZP.DEC024.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.09

1.40

-1.49

Sortino ratio

Return per unit of downside risk

0.02

1.89

-1.87

Omega ratio

Gain probability vs. loss probability

1.00

1.26

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.04

3.07

-3.11

Martin ratio

Return relative to average drawdown

-0.11

8.67

-8.77

H4ZP.DE vs. C024.DE - Sharpe Ratio Comparison

The current H4ZP.DE Sharpe Ratio is -0.09, which is lower than the C024.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of H4ZP.DE and C024.DE, 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


H4ZP.DEC024.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.40

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.02

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.25

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.27

-0.08

Correlation

The correlation between H4ZP.DE and C024.DE is 0.66, 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.


Dividends

H4ZP.DE vs. C024.DE - Dividend Comparison

H4ZP.DE's dividend yield for the trailing twelve months is around 2.13%, more than C024.DE's 1.85% yield.


TTM20252024202320222021202020192018201720162015
H4ZP.DE
HSBC MSCI China UCITS ETF USD
2.13%2.39%3.10%2.10%1.97%1.28%0.96%1.57%1.40%0.78%1.97%2.89%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.85%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%0.00%0.00%0.00%

Drawdowns

H4ZP.DE vs. C024.DE - Drawdown Comparison

The maximum H4ZP.DE drawdown since its inception was -55.74%, which is greater than C024.DE's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for H4ZP.DE and C024.DE.


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Drawdown Indicators


H4ZP.DEC024.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.74%

-49.68%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-10.56%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-49.75%

-40.91%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-55.74%

-47.10%

-8.64%

Current Drawdown

Current decline from peak

-30.82%

-16.72%

-14.10%

Average Drawdown

Average peak-to-trough decline

-22.98%

-25.00%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

2.68%

+3.89%

Volatility

H4ZP.DE vs. C024.DE - Volatility Comparison

HSBC MSCI China UCITS ETF USD (H4ZP.DE) has a higher volatility of 6.07% compared to Amundi MSCI China A II UCITS ETF Dist (C024.DE) at 5.21%. This indicates that H4ZP.DE's price experiences larger fluctuations and is considered to be riskier than C024.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZP.DEC024.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

5.21%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

11.09%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

16.15%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

22.96%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

24.36%

+0.88%