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IROB.DE vs. C024.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IROB.DE vs. C024.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IROB.DE achieves a 28.27% return, which is significantly higher than C024.DE's 12.05% return. Over the past 10 years, IROB.DE has outperformed C024.DE with an annualized return of 13.49%, while C024.DE has yielded a comparatively lower 7.12% annualized return.


IROB.DE

1D
-1.49%
1M
6.54%
YTD
28.27%
6M
25.45%
1Y
53.74%
3Y*
13.62%
5Y*
7.96%
10Y*
13.49%

C024.DE

1D
-0.65%
1M
0.73%
YTD
12.05%
6M
14.60%
1Y
39.67%
3Y*
12.08%
5Y*
0.57%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IROB.DE vs. C024.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF
28.27%10.23%4.18%20.94%-30.08%26.20%31.63%33.76%-17.78%28.83%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
12.05%14.97%22.87%-17.78%-16.12%3.37%21.54%40.72%-22.27%23.87%

Correlation

The correlation between IROB.DE and C024.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.25

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

0.26

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2015

0.41

The correlation between IROB.DE and C024.DE shifts across timeframes, from 0.25 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IROB.DE vs. C024.DE — Risk / Return Rank

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

IROB.DE
IROB.DE Risk / Return Rank: 7777
Overall Rank
IROB.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IROB.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IROB.DE Omega Ratio Rank: 7272
Omega Ratio Rank
IROB.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IROB.DE Martin Ratio Rank: 7878
Martin Ratio Rank

C024.DE
C024.DE Risk / Return Rank: 8383
Overall Rank
C024.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 7777
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 8787
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.

IROB.DE vs. C024.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE) and Amundi MSCI China A II UCITS ETF Dist (C024.DE). 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.


IROB.DEC024.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.03

Calmar ratioReturn relative to maximum drawdown

3.94

5.94

-2.00

Martin ratioReturn relative to average drawdown

15.02

18.19

-3.17

IROB.DE vs. C024.DE - Sharpe Ratio Comparison

The current IROB.DE Sharpe Ratio is 2.48, which is comparable to the C024.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IROB.DE and C024.DE, 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


IROB.DEC024.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.60

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.03

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.30

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.30

+0.27

Drawdowns

IROB.DE vs. C024.DE - Drawdown Comparison

The maximum IROB.DE drawdown since its inception was -36.52%, smaller than the maximum C024.DE drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for IROB.DE and C024.DE.


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Drawdown Indicators


IROB.DEC024.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-49.68%

+13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-6.78%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-31.95%

-25.82%

-6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-36.52%

-40.46%

+3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-36.52%

-47.10%

+10.58%

Current Drawdown

Current decline from peak

-1.77%

-8.55%

+6.78%

Average Drawdown

Average peak-to-trough decline

-11.47%

-24.80%

+13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.22%

+1.38%

Volatility

IROB.DE vs. C024.DE - Volatility Comparison

L&G ROBO Global Robotics and Automation UCITS ETF (IROB.DE) has a higher volatility of 7.52% compared to Amundi MSCI China A II UCITS ETF Dist (C024.DE) at 5.71%. This indicates that IROB.DE's price experiences larger fluctuations and is considered to be riskier than C024.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IROB.DEC024.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

5.71%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

16.66%

11.25%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

15.47%

+6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

22.92%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

24.34%

-3.33%

IROB.DE vs. C024.DE - Expense Ratio Comparison

IROB.DE has a 0.80% expense ratio, which is higher than C024.DE's 0.25% expense ratio.


Dividends

IROB.DE vs. C024.DE - Dividend Comparison

IROB.DE has not paid dividends to shareholders, while C024.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.69%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IROB.DE and C024.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C024.DE is cheaper with a 0.25% expense ratio, compared with 0.80% for IROB.DE.

IROB.DE is categorized as Technology Equities, while C024.DE is China Equities. IROB.DE tracks ROBO-STOX® Global Robotics and Automation, while C024.DE tracks MSCI China A. They also come from different issuers: Legal & General and Amundi. Their fees differ too: 0.80% for IROB.DE and 0.25% for C024.DE.

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