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IDFX.L vs. CEBG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDFX.L vs. CEBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares China Large Cap UCITS (IDFX.L) and VanEck New China ESG UCITS ETF A (CEBG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDFX.L is traded in USD, while CEBG.L is traded in GBP. To make them comparable, the CEBG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDFX.L achieves a -16.92% return, which is significantly lower than CEBG.L's -7.80% return.


IDFX.L

1D
-2.71%
1M
-10.44%
YTD
-16.92%
6M
-17.02%
1Y
-12.78%
3Y*
8.08%
5Y*
-5.26%
10Y*
2.39%

CEBG.L

1D
0.00%
1M
-5.55%
YTD
-7.80%
6M
-8.61%
1Y
2.33%
3Y*
1.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDFX.L vs. CEBG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDFX.L
iShares China Large Cap UCITS
-16.92%28.34%31.04%-13.62%-20.48%-4.15%
CEBG.L
VanEck New China ESG UCITS ETF A
-7.80%24.16%-0.43%-9.73%-28.08%-21.98%

Correlation

The correlation between IDFX.L and CEBG.L is 0.70, 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

0.70

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

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.70

The correlation between IDFX.L and CEBG.L has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

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Return for Risk

IDFX.L vs. CEBG.L — Risk / Return Rank

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

IDFX.L
IDFX.L Risk / Return Rank: 44
Overall Rank
IDFX.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IDFX.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IDFX.L Omega Ratio Rank: 44
Omega Ratio Rank
IDFX.L Calmar Ratio Rank: 55
Calmar Ratio Rank
IDFX.L Martin Ratio Rank: 11
Martin Ratio Rank

CEBG.L
CEBG.L Risk / Return Rank: 1414
Overall Rank
CEBG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CEBG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CEBG.L Omega Ratio Rank: 1313
Omega Ratio Rank
CEBG.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
CEBG.L Martin Ratio Rank: 1313
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.

IDFX.L vs. CEBG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS (IDFX.L) and VanEck New China ESG UCITS ETF A (CEBG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDFX.LCEBG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

0.91

1.04

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.56

0.16

-0.72

Martin ratioReturn relative to average drawdown

-1.52

0.34

-1.86

IDFX.L vs. CEBG.L - Sharpe Ratio Comparison

The current IDFX.L Sharpe Ratio is -0.66, which is lower than the CEBG.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IDFX.L and CEBG.L, 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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Drawdowns

IDFX.L vs. CEBG.L - Drawdown Comparison

The maximum IDFX.L drawdown since its inception was -70.65%, which is greater than CEBG.L's maximum drawdown of -58.82%. Use the drawdown chart below to compare losses from any high point for IDFX.L and CEBG.L.


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Drawdown Indicators


IDFX.LCEBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.65%

-58.82%

-11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-22.71%

-14.88%

-7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-28.73%

-28.11%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-54.41%

Max Drawdown (10Y)

Largest decline over 10 years

-60.44%

Current Drawdown

Current decline from peak

-34.14%

-42.83%

+8.69%

Average Drawdown

Average peak-to-trough decline

-33.90%

-43.37%

+9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

6.86%

+1.52%

Volatility

IDFX.L vs. CEBG.L - Volatility Comparison

iShares China Large Cap UCITS (IDFX.L) has a higher volatility of 7.55% compared to VanEck New China ESG UCITS ETF A (CEBG.L) at 4.04%. This indicates that IDFX.L's price experiences larger fluctuations and is considered to be riskier than CEBG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDFX.LCEBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

4.04%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

11.77%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

16.83%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.98%

28.61%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.04%

28.61%

-2.57%

IDFX.L vs. CEBG.L - Expense Ratio Comparison

IDFX.L has a 0.74% expense ratio, which is higher than CEBG.L's 0.60% expense ratio.


Dividends

IDFX.L vs. CEBG.L - Dividend Comparison

IDFX.L's dividend yield for the trailing twelve months is around 1.98%, while CEBG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEBG.L
VanEck New China ESG UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDFX.L
iShares China Large Cap UCITS
1.98%1.76%2.38%2.43%2.36%1.86%2.39%2.44%3.04%2.35%2.47%2.70%

Frequently Asked Questions


IDFX.L and CEBG.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEBG.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEBG.L is cheaper with a 0.60% expense ratio, compared with 0.74% for IDFX.L.

Both ETFs track MSCI China NR USD. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.74% for IDFX.L and 0.60% for CEBG.L.

Portfolio Optimizer

Find the right allocation for IDFX.L and CEBG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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