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IASH.L vs. XX25.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IASH.L vs. XX25.L

Last updated Jun 5, 2026

IASH.L (iShares MSCI China A UCITS USD) and XX25.L (Xtrackers FTSE China 50 UCITS ETF 1C) are both China Equities funds - IASH.L tracks the MSCI China A Onshore NR CNY while XX25.L tracks the MSCI China NR USD. Both are passively managed. Over the past 10 years, IASH.L returned 7.04%/yr vs 5.25%/yr for XX25.L. A 0.69 correlation means they provide meaningful diversification when combined. IASH.L charges 0.40%/yr vs 0.60%/yr for XX25.L.

Performance

IASH.L vs. XX25.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 Xtrackers FTSE China 50 UCITS ETF 1C (XX25.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 8.70% return, which is significantly lower than XX25.L's 9.69% return. Over the past 10 years, IASH.L has outperformed XX25.L with an annualized return of 7.04%, while XX25.L has yielded a comparatively lower 5.25% annualized return.

IASH.L

1D
-0.75%
1M
2.15%
YTD
8.70%
6M
11.91%
1Y
36.97%
3Y*
8.52%
5Y*
-0.10%
10Y*
7.04%

XX25.L

1D
0.05%
1M
3.24%
YTD
9.69%
6M
13.01%
1Y
38.55%
3Y*
13.41%
5Y*
0.42%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IASH.L vs. XX25.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IASH.L
iShares MSCI China A UCITS USD		8.70%17.67%12.92%-18.83%-17.27%4.48%37.65%29.94%-21.35%17.95%
XX25.L
Xtrackers FTSE China 50 UCITS ETF 1C		9.69%17.72%29.08%-18.23%-11.14%-19.11%6.62%10.00%-7.19%23.45%

Correlation

The correlation between IASH.L and XX25.L is 0.97 - 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

0.97

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

0.79

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2015

0.69

Over the past year, IASH.L and XX25.L have become more correlated (0.97) than their long-term average of 0.69, meaning their price movements have been converging.

IASH.L vs. XX25.L - Sectors Allocation Comparison

Sectors
IASH.L
XX25.L

Technology

31.0%
27.2%

Financial Services

17.8%
18.8%

Industrials

15.5%
15.7%

Basic Materials

11.4%
12.4%

Consumer Defensive

6.7%
7.4%

Consumer Cyclical

5.4%
5.6%

Healthcare

3.9%
4.3%

Utilities

3.2%
3.2%

Energy

3.2%
3.4%

Communication Services

1.3%
1.4%

Real Estate

0.6%
0.6%

Technology

IASH.L
31.0%
XX25.L
27.2%

Financial Services

IASH.L
17.8%
XX25.L
18.8%

Industrials

IASH.L
15.5%
XX25.L
15.7%

Basic Materials

IASH.L
11.4%
XX25.L
12.4%

Consumer Defensive

IASH.L
6.7%
XX25.L
7.4%

Consumer Cyclical

IASH.L
5.4%
XX25.L
5.6%

Healthcare

IASH.L
3.9%
XX25.L
4.3%

Utilities

IASH.L
3.2%
XX25.L
3.2%

Energy

IASH.L
3.2%
XX25.L
3.4%

Communication Services

IASH.L
1.3%
XX25.L
1.4%

Real Estate

IASH.L
0.6%
XX25.L
0.6%

Compare stocks, funds, or ETFs

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iShares MSCI China A UCITS USD

Xtrackers FTSE China 50 UCITS ETF 1C

Often compared with IASH.L:
IASH.L vs. ICGA.DEIASH.L vs. CNYAIASH.L vs. CHIN.DEIASH.L vs. EMIM.LIASH.L vs. HSTC.LIASH.L vs. XCH.TOIASH.L vs. EUNL.DE
Often compared with XX25.L:
XX25.L vs. IITU.LXX25.L vs. EXUS.LXX25.L vs. FRCH.LXX25.L vs. JRCD.LXX25.L vs. XCHA.LXX25.L vs. RQFI.LXX25.L vs. HMCA.L

Return for Risk

IASH.L vs. XX25.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: 7777
Overall Rank
IASH.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IASH.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IASH.L Omega Ratio Rank: 7373
Omega Ratio Rank
IASH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IASH.L Martin Ratio Rank: 7979
Martin Ratio Rank
XX25.L
XX25.L Risk / Return Rank: 7878
Overall Rank
XX25.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XX25.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XX25.L Omega Ratio Rank: 7474
Omega Ratio Rank
XX25.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XX25.L Martin Ratio Rank: 8080
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. XX25.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 Xtrackers FTSE China 50 UCITS ETF 1C (XX25.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.LXX25.LDifference
Sharpe ratioReturn per unit of total volatility
2.36
2.45

-0.09

Sortino ratioReturn per unit of downside risk
3.18
3.25

-0.07

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

5.48

5.32

+0.16

Martin ratioReturn relative to average drawdown

15.07

15.78

-0.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IASH.L vs. XX25.L - Sharpe Ratio Comparison

The current IASH.L Sharpe Ratio is 2.36, which is comparable to the XX25.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of IASH.L and XX25.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.LXX25.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.45

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.02

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.21

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.09

-0.01

Drawdowns

IASH.L vs. XX25.L - Drawdown Comparison

The maximum IASH.L drawdown since its inception was -48.39%, smaller than the maximum XX25.L drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for IASH.L and XX25.L.

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Drawdown Indicators

IASH.LXX25.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-59.20%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-7.21%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-25.77%

-28.00%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-47.66%

+5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.67%

-54.65%

+9.98%

Current Drawdown

Current decline from peak

-10.73%

-14.53%

+3.80%

Average Drawdown

Average peak-to-trough decline

-24.71%

-23.23%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.44%

+0.01%

Volatility

IASH.L vs. XX25.L - Volatility Comparison

iShares MSCI China A UCITS USD (IASH.L) and Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) have volatilities of 5.76% and 5.54%, 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

IASH.LXX25.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

5.54%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

10.70%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

15.70%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

27.24%

-5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

24.47%

-1.69%

IASH.L vs. XX25.L - Expense Ratio Comparison

IASH.L has a 0.40% expense ratio, which is lower than XX25.L's 0.60% expense ratio.

Dividends

IASH.L vs. XX25.L - Dividend Comparison

Neither IASH.L nor XX25.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.97, IASH.L and XX25.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, IASH.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IASH.L is cheaper with a 0.40% expense ratio, compared with 0.60% for XX25.L.

IASH.L tracks MSCI China A Onshore NR CNY, while XX25.L tracks MSCI China NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IASH.L and 0.60% for XX25.L.

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