PortfoliosLab logoPortfoliosLab logo
ICGA.DE vs. CBUK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICGA.DE vs. CBUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ICGA.DE vs. CBUK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.11%16.64%27.28%-14.71%-6.99%
CBUK.DE
iShares MSCI China Tech UCITS ETF USD Acc
-9.89%21.05%18.05%-9.04%-1.49%

Returns By Period

In the year-to-date period, ICGA.DE achieves a -6.11% return, which is significantly higher than CBUK.DE's -9.89% return.


ICGA.DE

1D
1.34%
1M
-3.00%
YTD
-6.11%
6M
-12.74%
1Y
-2.00%
3Y*
4.78%
5Y*
-4.96%
10Y*

CBUK.DE

1D
1.46%
1M
-3.72%
YTD
-9.89%
6M
-20.31%
1Y
-3.02%
3Y*
4.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ICGA.DE vs. CBUK.DE - Expense Ratio Comparison

ICGA.DE has a 0.28% expense ratio, which is lower than CBUK.DE's 0.45% expense ratio.


Return for Risk

ICGA.DE vs. CBUK.DE — Risk / Return Rank

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

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

CBUK.DE
CBUK.DE Risk / Return Rank: 1010
Overall Rank
CBUK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CBUK.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
CBUK.DE Omega Ratio Rank: 1010
Omega Ratio Rank
CBUK.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
CBUK.DE Martin Ratio Rank: 1111
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.

ICGA.DE vs. CBUK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.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.


ICGA.DECBUK.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.09

-0.11

+0.02

Sortino ratio

Return per unit of downside risk

0.02

0.02

0.00

Omega ratio

Gain probability vs. loss probability

1.00

1.00

0.00

Calmar ratio

Return relative to maximum drawdown

-0.04

-0.07

+0.04

Martin ratio

Return relative to average drawdown

-0.09

-0.17

+0.08

ICGA.DE vs. CBUK.DE - Sharpe Ratio Comparison

The current ICGA.DE Sharpe Ratio is -0.09, which is comparable to the CBUK.DE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ICGA.DE and CBUK.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.


Loading graphics...

Sharpe Ratios by Period


ICGA.DECBUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

-0.11

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.11

-0.06

Correlation

The correlation between ICGA.DE and CBUK.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ICGA.DE vs. CBUK.DE - Dividend Comparison

Neither ICGA.DE nor CBUK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ICGA.DE vs. CBUK.DE - Drawdown Comparison

The maximum ICGA.DE drawdown since its inception was -55.95%, which is greater than CBUK.DE's maximum drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and CBUK.DE.


Loading graphics...

Drawdown Indicators


ICGA.DECBUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.95%

-37.29%

-18.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.12%

-23.30%

+7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-49.92%

Current Drawdown

Current decline from peak

-32.01%

-22.17%

-9.84%

Average Drawdown

Average peak-to-trough decline

-28.74%

-16.28%

-12.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

10.16%

-3.69%

Volatility

ICGA.DE vs. CBUK.DE - Volatility Comparison

The current volatility for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) is 6.32%, while iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE) has a volatility of 7.53%. This indicates that ICGA.DE experiences smaller price fluctuations and is considered to be less risky than CBUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ICGA.DECBUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

7.53%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

16.49%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

26.22%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.58%

31.67%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.10%

31.67%

-4.57%