IBCK.DE vs. FXI
Compare and contrast key facts about iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and iShares China Large-Cap ETF (FXI).
IBCK.DE and FXI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCK.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Minimum Volatility. It was launched on Nov 30, 2012. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. Both IBCK.DE and FXI 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: IBCK.DE or FXI.
Key characteristics
| IBCK.DE | FXI | |
|---|---|---|
| YTD Return | 26.24% | 31.38% |
| 1Y Return | 30.59% | 25.71% |
| 3Y Return (Ann) | 10.51% | -5.08% |
| 5Y Return (Ann) | 11.53% | -3.75% |
| Sharpe Ratio | 3.06 | 0.74 |
| Sortino Ratio | 4.35 | 1.28 |
| Omega Ratio | 1.61 | 1.16 |
| Calmar Ratio | 3.41 | 0.41 |
| Martin Ratio | 23.86 | 2.26 |
| Ulcer Index | 1.24% | 10.63% |
| Daily Std Dev | 9.61% | 32.51% |
| Max Drawdown | -33.11% | -72.68% |
| Current Drawdown | 0.00% | -37.81% |
Correlation
The correlation between IBCK.DE and FXI is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IBCK.DE vs. FXI - Performance Comparison
In the year-to-date period, IBCK.DE achieves a 26.24% return, which is significantly lower than FXI's 31.38% return. 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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IBCK.DE vs. FXI - Expense Ratio Comparison
IBCK.DE has a 0.20% expense ratio, which is lower than FXI's 0.74% expense ratio.
Risk-Adjusted Performance
IBCK.DE vs. FXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and iShares China Large-Cap ETF (FXI). 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
IBCK.DE vs. FXI - Dividend Comparison
IBCK.DE has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 2.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXI iShares China Large-Cap ETF | 2.20% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
Drawdowns
IBCK.DE vs. FXI - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and FXI. For additional features, visit the drawdowns tool.
Volatility
IBCK.DE vs. FXI - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.84%, while iShares China Large-Cap ETF (FXI) has a volatility of 12.29%. This indicates that IBCK.DE experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.