ICGA.DE vs. ^HSI
Compare and contrast key facts about iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and Hang Seng Index (^HSI).
ICGA.DE is a passively managed fund by iShares that tracks the performance of the MSCI China. It was launched on Jun 20, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICGA.DE or ^HSI.
Key characteristics
| ICGA.DE | ^HSI | |
|---|---|---|
| YTD Return | 23.65% | 14.61% |
| 1Y Return | 12.08% | 8.07% |
| 3Y Return (Ann) | -7.44% | -8.56% |
| 5Y Return (Ann) | -1.42% | -5.93% |
| Sharpe Ratio | 0.55 | 0.41 |
| Sortino Ratio | 1.03 | 0.76 |
| Omega Ratio | 1.12 | 1.09 |
| Calmar Ratio | 0.27 | 0.19 |
| Martin Ratio | 1.61 | 1.14 |
| Ulcer Index | 9.37% | 9.24% |
| Daily Std Dev | 27.62% | 25.67% |
| Max Drawdown | -55.95% | -91.54% |
| Current Drawdown | -39.69% | -41.07% |
Correlation
The correlation between ICGA.DE and ^HSI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICGA.DE vs. ^HSI - Performance Comparison
In the year-to-date period, ICGA.DE achieves a 23.65% return, which is significantly higher than ^HSI's 14.61% 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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Risk-Adjusted Performance
ICGA.DE vs. ^HSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and Hang Seng Index (^HSI). 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.
Drawdowns
ICGA.DE vs. ^HSI - Drawdown Comparison
The maximum ICGA.DE drawdown since its inception was -55.95%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and ^HSI. For additional features, visit the drawdowns tool.
Volatility
ICGA.DE vs. ^HSI - Volatility Comparison
iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a higher volatility of 10.56% compared to Hang Seng Index (^HSI) at 7.45%. This indicates that ICGA.DE's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.