ISVBF vs. CAS
ISVBF (iShares MSCI China A UCITS ETF) and CAS (Simplify China A Shares PLUS Income ETF) are both China Equities funds. ISVBF is passively managed, while CAS is actively managed. At a 0.00 correlation, their price movements are largely independent. ISVBF charges 0.40%/yr vs 0.88%/yr for CAS.
Performance
ISVBF vs. CAS - Performance Comparison
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Returns By Period
ISVBF
- 1D
- -2.42%
- 1M
- -4.76%
- YTD
- -8.72%
- 6M
- -10.61%
- 1Y
- 2.82%
- 3Y*
- 9.05%
- 5Y*
- -5.62%
- 10Y*
- —
CAS
- 1D
- 0.05%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVBF vs. CAS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ISVBF iShares MSCI China A UCITS ETF | -0.50% |
CAS Simplify China A Shares PLUS Income ETF | -1.61% |
Correlation
The correlation between ISVBF and CAS is 0.00, 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 (All Time) Calculated using the full available price history since May 29, 2026 | 0.00 |
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Return for Risk
ISVBF vs. CAS — Risk / Return Rank
ISVBF
CAS
ISVBF vs. CAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and Simplify China A Shares PLUS Income ETF (CAS). 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 | CAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | — | — |
| Martin ratioReturn relative to average drawdown | 0.34 | — | — |
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
| ISVBF | CAS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | -3.41 | +3.24 |
Drawdowns
ISVBF vs. CAS - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, which is greater than CAS's maximum drawdown of -2.59%. Use the drawdown chart below to compare losses from any high point for ISVBF and CAS.
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Drawdown Indicators
| ISVBF | CAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -2.59% | -51.19% |
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 DrawdownCurrent decline from peak | -26.01% | -1.61% | -24.40% |
Average DrawdownAverage peak-to-trough decline | -32.76% | -1.70% | -31.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.28% | — | — |
Volatility
ISVBF vs. CAS - Volatility Comparison
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Volatility by Period
| ISVBF | CAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.06% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.63% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.67% | 18.33% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.21% | 18.33% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.21% | 18.33% | +11.88% |
ISVBF vs. CAS - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is lower than CAS's 0.88% expense ratio.
Dividends
ISVBF vs. CAS - Dividend Comparison
Neither ISVBF nor CAS has paid dividends to shareholders.
Frequently Asked Questions
ISVBF and CAS have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
ISVBF is cheaper with a 0.40% expense ratio, compared with 0.88% for CAS.
ISVBF and CAS have nearly identical dividend yields, around 0.00%.
They also come from different issuers: iShares and Simplify. Their fees differ too: 0.40% for ISVBF and 0.88% for CAS.
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