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HMCT.L vs. CNYA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMCT.L vs. CNYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI CHINA A UCITS ETF (HMCT.L) and iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HMCT.L achieves a 0.64% return, which is significantly lower than CNYA.L's 0.69% return.


HMCT.L

1D
-3.51%
1M
-8.60%
6M
-2.04%
YTD
0.64%
1Y
20.07%
3Y*
8.63%
5Y*
-1.83%
10Y*

CNYA.L

1D
-3.49%
1M
-8.65%
6M
-2.19%
YTD
0.69%
1Y
20.29%
3Y*
8.65%
5Y*
-1.95%
10Y*
5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMCT.L vs. CNYA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HMCT.L
HSBC MSCI CHINA A UCITS ETF
0.64%25.91%11.74%-13.89%-25.90%2.76%44.06%34.24%-14.27%
CNYA.L
iShares MSCI China A UCITS ETF USD (Acc)
0.69%26.26%11.19%-14.20%-26.19%3.18%42.31%34.76%-14.14%

Correlation

The correlation between HMCT.L and CNYA.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.97

The correlation between HMCT.L and CNYA.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

HMCT.L vs. CNYA.L — Risk / Return Rank

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

HMCT.L
HMCT.L Risk / Return Rank: 4040
Overall Rank
HMCT.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
HMCT.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
HMCT.L Omega Ratio Rank: 3636
Omega Ratio Rank
HMCT.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
HMCT.L Martin Ratio Rank: 5050
Martin Ratio Rank

CNYA.L
CNYA.L Risk / Return Rank: 4242
Overall Rank
CNYA.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CNYA.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
CNYA.L Omega Ratio Rank: 3636
Omega Ratio Rank
CNYA.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
CNYA.L Martin Ratio Rank: 5252
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.

HMCT.L vs. CNYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI CHINA A UCITS ETF (HMCT.L) and iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HMCT.LCNYA.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.84

1.83

0.00

Martin ratioReturn relative to average drawdown

6.43

6.53

-0.10

HMCT.L vs. CNYA.L - Sharpe Ratio Comparison

The current HMCT.L Sharpe Ratio is 1.03, which is comparable to the CNYA.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of HMCT.L and CNYA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HMCT.L vs. CNYA.L - Drawdown Comparison

The maximum HMCT.L drawdown since its inception was -49.07%, smaller than the maximum CNYA.L drawdown of -52.23%. Use the drawdown chart below to compare losses from any high point for HMCT.L and CNYA.L.


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Drawdown Indicators


HMCT.LCNYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.07%

-52.23%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-11.03%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-28.42%

-27.99%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-44.11%

-44.56%

+0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-49.31%

Current Drawdown

Current decline from peak

-19.30%

-19.75%

+0.45%

Average Drawdown

Average peak-to-trough decline

-21.48%

-32.14%

+10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.10%

+0.01%

Volatility

HMCT.L vs. CNYA.L - Volatility Comparison

HSBC MSCI CHINA A UCITS ETF (HMCT.L) and iShares MSCI China A UCITS ETF USD (Acc) (CNYA.L) have volatilities of 9.41% and 9.39%, 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


HMCT.LCNYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

9.39%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

15.41%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

19.40%

19.65%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

22.95%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.80%

22.92%

+0.88%

HMCT.L vs. CNYA.L - Expense Ratio Comparison

HMCT.L has a 0.30% expense ratio, which is lower than CNYA.L's 0.40% expense ratio.


Dividends

HMCT.L vs. CNYA.L - Dividend Comparison

HMCT.L's dividend yield for the trailing twelve months is around 1.81%, while CNYA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
CNYA.L
iShares MSCI China A UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HMCT.L
HSBC MSCI CHINA A UCITS ETF
1.81%1.73%2.03%2.16%1.69%1.12%0.84%1.71%0.29%

Frequently Asked Questions


With a correlation of 0.98, HMCT.L and CNYA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HMCT.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMCT.L is cheaper with a 0.30% expense ratio, compared with 0.40% for CNYA.L.

HMCT.L tracks MSCI China A Onshore NR CNY, while CNYA.L tracks MSCI China A Inclusion Index (Net). They also come from different issuers: HSBC and iShares. Their fees differ too: 0.30% for HMCT.L and 0.40% for CNYA.L.

Portfolio Optimizer

Find the right allocation for HMCT.L and CNYA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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