IDFX.L vs. C300.L
Compare and contrast key facts about iShares China Large Cap UCITS (IDFX.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L).
IDFX.L and C300.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDFX.L is a passively managed fund by iShares that tracks the performance of the MSCI China NR USD. It was launched on Oct 21, 2004. C300.L is a passively managed fund by Invesco that tracks the performance of the S&P China A 300 Index. It was launched on May 5, 2022. Both IDFX.L and C300.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IDFX.L vs. C300.L - Performance Comparison
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IDFX.L vs. C300.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IDFX.L iShares China Large Cap UCITS | -7.17% | 28.34% | 31.04% | -13.61% | 4.42% |
C300.L Invesco S&P China A 300 Swap UCITS ETF Acc | 2.00% | 33.78% | 14.79% | -11.81% | 1.72% |
Returns By Period
In the year-to-date period, IDFX.L achieves a -7.17% return, which is significantly lower than C300.L's 2.00% return.
IDFX.L
- 1D
- 0.95%
- 1M
- -2.66%
- YTD
- -7.17%
- 6M
- -12.64%
- 1Y
- 1.83%
- 3Y*
- 9.00%
- 5Y*
- -3.39%
- 10Y*
- 3.16%
C300.L
- 1D
- 1.51%
- 1M
- -2.65%
- YTD
- 2.00%
- 6M
- 5.11%
- 1Y
- 35.11%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
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IDFX.L vs. C300.L - Expense Ratio Comparison
IDFX.L has a 0.74% expense ratio, which is higher than C300.L's 0.35% expense ratio.
Return for Risk
IDFX.L vs. C300.L — Risk / Return Rank
IDFX.L
C300.L
IDFX.L vs. C300.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS (IDFX.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). 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.
| IDFX.L | C300.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.95 | -1.87 |
Sortino ratioReturn per unit of downside risk | 0.26 | 2.48 | -2.22 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.51 | -3.33 |
Martin ratioReturn relative to average drawdown | 0.48 | 15.06 | -14.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDFX.L | C300.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.95 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.41 | -0.28 |
Correlation
The correlation between IDFX.L and C300.L is 0.73, 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
IDFX.L vs. C300.L - Dividend Comparison
IDFX.L's dividend yield for the trailing twelve months is around 1.92%, while C300.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDFX.L iShares China Large Cap UCITS | 1.92% | 1.76% | 2.38% | 2.43% | 2.36% | 1.86% | 2.39% | 2.44% | 3.04% | 2.35% | 2.47% | 2.70% |
C300.L Invesco S&P China A 300 Swap 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% |
Drawdowns
IDFX.L vs. C300.L - Drawdown Comparison
The maximum IDFX.L drawdown since its inception was -70.30%, which is greater than C300.L's maximum drawdown of -31.77%. Use the drawdown chart below to compare losses from any high point for IDFX.L and C300.L.
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Drawdown Indicators
| IDFX.L | C300.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -31.77% | -38.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -11.35% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -54.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.44% | — | — |
Current DrawdownCurrent decline from peak | -26.42% | -4.34% | -22.08% |
Average DrawdownAverage peak-to-trough decline | -34.00% | -14.62% | -19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 2.34% | +3.45% |
Volatility
IDFX.L vs. C300.L - Volatility Comparison
iShares China Large Cap UCITS (IDFX.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) have volatilities of 5.78% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDFX.L | C300.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 6.07% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 12.09% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.91% | 17.91% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.82% | 22.13% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.05% | 22.13% | +3.92% |