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ICHKX vs. EWH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICHKX vs. EWH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guinness Atkinson China And Hong Kong Fund (ICHKX) and iShares MSCI Hong Kong ETF (EWH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICHKX achieves a 0.74% return, which is significantly lower than EWH's 7.34% return. Over the past 10 years, ICHKX has underperformed EWH with an annualized return of 4.30%, while EWH has yielded a comparatively higher 4.93% annualized return.


ICHKX

1D
1.68%
1M
-1.68%
YTD
0.74%
6M
0.81%
1Y
18.91%
3Y*
6.41%
5Y*
-6.01%
10Y*
4.30%

EWH

1D
-1.55%
1M
-2.69%
YTD
7.34%
6M
5.91%
1Y
24.11%
3Y*
9.92%
5Y*
0.04%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICHKX vs. EWH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICHKX
Guinness Atkinson China And Hong Kong Fund
0.74%28.97%0.05%-14.52%-23.67%-6.90%14.58%30.08%-20.50%49.07%
EWH
iShares MSCI Hong Kong ETF
7.34%34.50%0.00%-13.87%-6.81%-3.49%4.17%10.74%-8.76%36.46%

Correlation

The correlation between ICHKX and EWH is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

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

0.71

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

0.72

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

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 2, 1996

0.64

The correlation between ICHKX and EWH shifts across timeframes, from 0.61 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ICHKX vs. EWH — Risk / Return Rank

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

ICHKX
ICHKX Risk / Return Rank: 2121
Overall Rank
ICHKX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ICHKX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ICHKX Omega Ratio Rank: 1818
Omega Ratio Rank
ICHKX Calmar Ratio Rank: 2727
Calmar Ratio Rank
ICHKX Martin Ratio Rank: 2020
Martin Ratio Rank

EWH
EWH Risk / Return Rank: 4646
Overall Rank
EWH Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EWH Sortino Ratio Rank: 4141
Sortino Ratio Rank
EWH Omega Ratio Rank: 3939
Omega Ratio Rank
EWH Calmar Ratio Rank: 6262
Calmar Ratio Rank
EWH Martin Ratio Rank: 4747
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.

ICHKX vs. EWH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Guinness Atkinson China And Hong Kong Fund (ICHKX) and iShares MSCI Hong Kong ETF (EWH). 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.


ICHKXEWHDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.94

3.10

-1.16

Martin ratioReturn relative to average drawdown

5.34

7.81

-2.47

ICHKX vs. EWH - Sharpe Ratio Comparison

The current ICHKX Sharpe Ratio is 1.25, which is comparable to the EWH Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of ICHKX and EWH, 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


ICHKXEWHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.49

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.00

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.25

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.18

+0.02

Drawdowns

ICHKX vs. EWH - Drawdown Comparison

The maximum ICHKX drawdown since its inception was -70.67%, which is greater than EWH's maximum drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for ICHKX and EWH.


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Drawdown Indicators


ICHKXEWHDifference

Max Drawdown

Largest peak-to-trough decline

-70.67%

-66.44%

-4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-7.81%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-28.10%

-24.93%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-52.70%

-41.46%

-11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-58.39%

-42.71%

-15.68%

Current Drawdown

Current decline from peak

-35.90%

-7.09%

-28.81%

Average Drawdown

Average peak-to-trough decline

-27.21%

-19.48%

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.09%

+0.60%

Volatility

ICHKX vs. EWH - Volatility Comparison

Guinness Atkinson China And Hong Kong Fund (ICHKX) has a higher volatility of 5.56% compared to iShares MSCI Hong Kong ETF (EWH) at 5.00%. This indicates that ICHKX's price experiences larger fluctuations and is considered to be riskier than EWH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICHKXEWHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

5.00%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

11.71%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

16.26%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.68%

20.00%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

19.55%

+2.88%

ICHKX vs. EWH - Expense Ratio Comparison

ICHKX has a 1.71% expense ratio, which is higher than EWH's 0.49% expense ratio.


Dividends

ICHKX vs. EWH - Dividend Comparison

ICHKX's dividend yield for the trailing twelve months is around 1.05%, less than EWH's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
EWH
iShares MSCI Hong Kong ETF
4.84%5.20%4.17%4.28%2.91%2.78%2.56%2.71%2.93%4.35%3.08%2.63%
ICHKX
Guinness Atkinson China And Hong Kong Fund
1.05%1.06%1.11%0.74%0.86%20.44%3.57%4.37%12.53%6.76%5.31%12.25%

Frequently Asked Questions


ICHKX and EWH have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICHKX has higher volatility (5.56%) compared to EWH (5.00%). In terms of maximum drawdown, ICHKX dropped -70.67% vs EWH's -66.44%.

EWH currently has the higher Sharpe Ratio (1.49 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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