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

Performance

IDFX.L vs. CNSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares China Large Cap UCITS (IDFX.L) and UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.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 CNSG.L is traded in GBp. To make them comparable, the CNSG.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 -9.70% return, which is significantly lower than CNSG.L's -5.46% return.


IDFX.L

1D
1.87%
1M
-2.16%
6M
-13.18%
YTD
-9.70%
1Y
-5.87%
3Y*
9.39%
5Y*
-2.68%
10Y*
2.19%

CNSG.L

1D
2.17%
1M
-1.30%
6M
-9.04%
YTD
-5.46%
1Y
-1.44%
3Y*
7.93%
5Y*
-4.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IDFX.L
iShares China Large Cap UCITS
-9.70%28.34%31.04%-13.62%-20.48%-20.45%10.44%4.79%
CNSG.L
UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis
-5.46%27.10%18.51%-14.21%-21.64%-18.15%30.89%-12.14%

Correlation

The correlation between IDFX.L and CNSG.L is 0.94, 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

0.94

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

0.93

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

0.94

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

0.92

The correlation between IDFX.L and CNSG.L has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

IDFX.L vs. CNSG.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: 66
Overall Rank
IDFX.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IDFX.L Sortino Ratio Rank: 66
Sortino Ratio Rank
IDFX.L Omega Ratio Rank: 66
Omega Ratio Rank
IDFX.L Calmar Ratio Rank: 77
Calmar Ratio Rank
IDFX.L Martin Ratio Rank: 66
Martin Ratio Rank

CNSG.L
CNSG.L Risk / Return Rank: 88
Overall Rank
CNSG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CNSG.L Sortino Ratio Rank: 77
Sortino Ratio Rank
CNSG.L Omega Ratio Rank: 77
Omega Ratio Rank
CNSG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
CNSG.L Martin Ratio Rank: 88
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. CNSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS (IDFX.L) and UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.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.LCNSG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

0.97

1.00

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.25

-0.08

-0.18

Martin ratioReturn relative to average drawdown

-0.61

-0.18

-0.43

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

The current IDFX.L Sharpe Ratio is -0.30, which is lower than the CNSG.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of IDFX.L and CNSG.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. CNSG.L - Drawdown Comparison

The maximum IDFX.L drawdown since its inception was -70.73%, which is greater than CNSG.L's maximum drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for IDFX.L and CNSG.L.


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Drawdown Indicators


IDFX.LCNSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-59.96%

-10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-18.02%

-4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-28.73%

-29.05%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-51.74%

-51.47%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-60.44%

Current Drawdown

Current decline from peak

-28.42%

-33.64%

+5.22%

Average Drawdown

Average peak-to-trough decline

-34.14%

-32.70%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.65%

7.93%

+1.72%

Volatility

IDFX.L vs. CNSG.L - Volatility Comparison

iShares China Large Cap UCITS (IDFX.L) has a higher volatility of 6.39% compared to UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) at 5.80%. This indicates that IDFX.L's price experiences larger fluctuations and is considered to be riskier than CNSG.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.LCNSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.80%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

13.38%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

17.95%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.97%

28.74%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.01%

27.57%

-1.56%

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

IDFX.L has a 0.74% expense ratio, which is higher than CNSG.L's 0.45% expense ratio.


Dividends

IDFX.L vs. CNSG.L - Dividend Comparison

IDFX.L's dividend yield for the trailing twelve months is around 1.82%, less than CNSG.L's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
CNSG.L
UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis
2.68%2.57%0.85%2.00%1.80%1.35%0.74%0.00%0.00%0.00%0.00%0.00%
IDFX.L
iShares China Large Cap UCITS
1.82%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


With a correlation of 0.94, IDFX.L and CNSG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CNSG.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNSG.L is cheaper with a 0.45% expense ratio, compared with 0.74% for IDFX.L.

Both ETFs track MSCI China NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.74% for IDFX.L and 0.45% for CNSG.L.

Portfolio Optimizer

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

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