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ICGA.DE vs. CXSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICGA.DE vs. CXSE - 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 WisdomTree China ex-State-Owned Enterprises Fund (CXSE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ICGA.DE is traded in EUR, while CXSE is traded in USD. To make them comparable, the CXSE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICGA.DE achieves a -6.86% return, which is significantly lower than CXSE's 1.71% return.


ICGA.DE

1D
-0.54%
1M
-2.09%
YTD
-6.86%
6M
-8.51%
1Y
2.73%
3Y*
7.72%
5Y*
-4.32%
10Y*

CXSE

1D
-0.50%
1M
1.17%
YTD
1.71%
6M
-0.03%
1Y
19.04%
3Y*
8.18%
5Y*
-7.28%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICGA.DE vs. CXSE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.86%16.64%27.28%-14.71%-15.17%-17.27%15.31%14.05%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.71%20.74%15.73%-20.48%-24.94%-17.96%46.25%17.51%

Correlation

The correlation between ICGA.DE and CXSE is 0.83, 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

0.83

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

0.84

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.84

The correlation between ICGA.DE and CXSE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

ICGA.DE vs. CXSE — 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: 1111
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
Martin Ratio Rank

CXSE
CXSE Risk / Return Rank: 2626
Overall Rank
CXSE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 2828
Sortino Ratio Rank
CXSE Omega Ratio Rank: 2727
Omega Ratio Rank
CXSE Calmar Ratio Rank: 2626
Calmar Ratio Rank
CXSE Martin Ratio Rank: 2121
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. CXSE - 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 WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.DECXSEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.04

1.17

-0.13

Calmar ratioReturn relative to maximum drawdown

0.16

1.17

-1.01

Martin ratioReturn relative to average drawdown

0.34

2.34

-2.00

ICGA.DE vs. CXSE - Sharpe Ratio Comparison

The current ICGA.DE Sharpe Ratio is 0.15, which is lower than the CXSE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ICGA.DE and CXSE, 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


ICGA.DECXSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.92

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.24

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.22

-0.18

Drawdowns

ICGA.DE vs. CXSE - Drawdown Comparison

The maximum ICGA.DE drawdown since its inception was -55.95%, smaller than the maximum CXSE drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and CXSE.


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Drawdown Indicators


ICGA.DECXSEDifference

Max Drawdown

Largest peak-to-trough decline

-55.95%

-66.54%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-16.33%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-30.82%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-49.32%

-60.83%

+11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-66.54%

Current Drawdown

Current decline from peak

-32.56%

-44.24%

+11.68%

Average Drawdown

Average peak-to-trough decline

-28.80%

-25.54%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

8.16%

-0.08%

Volatility

ICGA.DE vs. CXSE - Volatility Comparison

iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a higher volatility of 7.19% compared to WisdomTree China ex-State-Owned Enterprises Fund (CXSE) at 6.81%. This indicates that ICGA.DE's price experiences larger fluctuations and is considered to be riskier than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICGA.DECXSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

6.81%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

13.90%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

20.91%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.66%

30.91%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.97%

28.08%

-1.11%

ICGA.DE vs. CXSE - Expense Ratio Comparison

ICGA.DE has a 0.28% expense ratio, which is lower than CXSE's 0.32% expense ratio.


Dividends

ICGA.DE vs. CXSE - Dividend Comparison

ICGA.DE has not paid dividends to shareholders, while CXSE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.99%1.95%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%2.50%
ICGA.DE
iShares MSCI China UCITS ETF USD 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%

Frequently Asked Questions


ICGA.DE and CXSE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICGA.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGA.DE is cheaper with a 0.28% expense ratio, compared with 0.32% for CXSE.

ICGA.DE tracks MSCI China, while CXSE tracks WisdomTree China ex-State-Owned Enterprises Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.28% for ICGA.DE and 0.32% for CXSE.

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