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IASH.L vs. CM5S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IASH.L vs. CM5S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI China A UCITS USD (IASH.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.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, IASH.L achieves a 9.51% return, which is significantly lower than CM5S.L's 19.27% return.


IASH.L

1D
-0.06%
1M
3.10%
YTD
9.51%
6M
12.93%
1Y
38.65%
3Y*
8.41%
5Y*
0.05%
10Y*
7.12%

CM5S.L

1D
0.37%
1M
2.83%
YTD
19.27%
6M
28.14%
1Y
72.97%
3Y*
19.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IASH.L vs. CM5S.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IASH.L
iShares MSCI China A UCITS USD
9.51%17.67%12.92%-18.83%4.21%
CM5S.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc
19.27%42.07%14.29%-14.04%13.69%

Correlation

The correlation between IASH.L and CM5S.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.88

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.88

The correlation between IASH.L and CM5S.L has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

IASH.L vs. CM5S.L — Risk / Return Rank

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

IASH.L
IASH.L Risk / Return Rank: 7979
Overall Rank
IASH.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IASH.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IASH.L Omega Ratio Rank: 7575
Omega Ratio Rank
IASH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IASH.L Martin Ratio Rank: 8080
Martin Ratio Rank

CM5S.L
CM5S.L Risk / Return Rank: 9191
Overall Rank
CM5S.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CM5S.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
CM5S.L Omega Ratio Rank: 9090
Omega Ratio Rank
CM5S.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
CM5S.L Martin Ratio Rank: 9191
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.

IASH.L vs. CM5S.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS USD (IASH.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.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.


IASH.LCM5S.LDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.44

1.58

-0.14

Calmar ratioReturn relative to maximum drawdown

5.73

5.61

+0.11

Martin ratioReturn relative to average drawdown

15.80

22.06

-6.26

IASH.L vs. CM5S.L - Sharpe Ratio Comparison

The current IASH.L Sharpe Ratio is 2.47, which is lower than the CM5S.L Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of IASH.L and CM5S.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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Sharpe Ratios by Period


IASH.LCM5S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

3.58

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.68

-0.59

Drawdowns

IASH.L vs. CM5S.L - Drawdown Comparison

The maximum IASH.L drawdown since its inception was -48.39%, which is greater than CM5S.L's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for IASH.L and CM5S.L.


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Drawdown Indicators


IASH.LCM5S.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-38.57%

-9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-12.93%

+6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-25.77%

-27.21%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

Max Drawdown (10Y)

Largest decline over 10 years

-44.67%

Current Drawdown

Current decline from peak

-10.06%

-4.42%

-5.64%

Average Drawdown

Average peak-to-trough decline

-24.72%

-13.47%

-11.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

3.30%

-0.86%

Volatility

IASH.L vs. CM5S.L - Volatility Comparison

The current volatility for iShares MSCI China A UCITS USD (IASH.L) is 5.69%, while Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) has a volatility of 6.29%. This indicates that IASH.L experiences smaller price fluctuations and is considered to be less risky than CM5S.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IASH.LCM5S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

6.29%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

15.28%

-4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

20.35%

-4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

25.04%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

25.04%

-2.25%

IASH.L vs. CM5S.L - Expense Ratio Comparison

IASH.L has a 0.40% expense ratio, which is higher than CM5S.L's 0.35% expense ratio.


Dividends

IASH.L vs. CM5S.L - Dividend Comparison

Neither IASH.L nor CM5S.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IASH.L and CM5S.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CM5S.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CM5S.L is cheaper with a 0.35% expense ratio, compared with 0.40% for IASH.L.

Both ETFs track MSCI China A Onshore NR CNY. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for IASH.L and 0.35% for CM5S.L.

Portfolio Optimizer

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