ISVBF vs. AFTY

Last updated Jun 4, 2026

ISVBF (iShares MSCI China A UCITS ETF) and AFTY (Pacer CSOP FTSE China A50 ETF) are both China Equities funds - ISVBF tracks the MSCI China A Inclusion Index while AFTY tracks the FTSE China A 50. Both are passively managed. At a 0.05 correlation, their price movements are largely independent. ISVBF charges 0.40%/yr vs 0.70%/yr for AFTY.

Performance

ISVBF vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ISVBF

• 1D: -2.03%
• 1M: -2.58%
• YTD: -6.46%
• 6M: -7.93%
• 1Y: 7.29%
• 3Y*: 9.94%
• 5Y*: -5.16%
• 10Y*: —

AFTY

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. AFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ISVBF iShares MSCI China A UCITS ETF	-6.46%	30.64%	18.96%	-9.28%	-23.01%	-22.12%
AFTY Pacer CSOP FTSE China A50 ETF	0.00%	0.00%	20.48%	-12.80%	-22.47%	-5.71%

Correlation

The correlation between ISVBF and AFTY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since May 6, 2021	0.05

Return for Risk

ISVBF vs. AFTY — Risk / Return Rank

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

ISVBF

ISVBF Risk / Return Rank: 13
ISVBF Sharpe Ratio Rank: 12
ISVBF Sortino Ratio Rank: 13
ISVBF Omega Ratio Rank: 13
ISVBF Calmar Ratio Rank: 13
ISVBF Martin Ratio Rank: 13

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.

ISVBF vs. AFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and Pacer CSOP FTSE China A50 ETF (AFTY). 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.

	ISVBF	AFTY	Difference
Sharpe ratio: Return per unit of total volatility	0.24	—	—
Sortino ratio: Return per unit of downside risk	0.54	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.38	—	—
Martin ratio: Return relative to average drawdown	0.89	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ISVBF	AFTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	—	—

Drawdowns

Drawdown Indicators

	ISVBF	AFTY	Difference
Max Drawdown Largest peak-to-trough decline	-53.78%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-19.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-53.22%	—	—
Current Drawdown Current decline from peak	-24.18%	—	—
Average Drawdown Average peak-to-trough decline	-32.76%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	8.21%	—	—

Volatility

Volatility by Period

	ISVBF	AFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.57%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.20%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.21%	—	—

ISVBF vs. AFTY - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is lower than AFTY's 0.70% expense ratio.

Dividends

ISVBF vs. AFTY - Dividend Comparison

Neither ISVBF nor AFTY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFTY Pacer CSOP FTSE China A50 ETF	0.00%	0.00%	0.00%	2.23%	2.08%	1.84%	1.48%	7.96%	1.85%	6.62%	1.19%	16.76%
ISVBF iShares MSCI China A UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ISVBF and AFTY in my portfolio?

ISVBF and AFTY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISVBF or AFTY?

On fees, ISVBF is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISVBF or AFTY?

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.70% for AFTY.

Which ETF pays a higher dividend yield, ISVBF or AFTY?

ISVBF and AFTY have nearly identical dividend yields, around 0.00%.

What is the main difference between ISVBF and AFTY?

ISVBF tracks MSCI China A Inclusion Index, while AFTY tracks FTSE China A 50. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.40% for ISVBF and 0.70% for AFTY.