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L4K3.DE vs. 36BZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L4K3.DE vs. 36BZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI China UCITS ETF Acc (L4K3.DE) and iShares MSCI China A UCITS ETF (36BZ.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, L4K3.DE achieves a -6.67% return, which is significantly lower than 36BZ.DE's 9.71% return.


L4K3.DE

1D
-0.37%
1M
-3.46%
YTD
-6.67%
6M
-9.21%
1Y
2.64%
3Y*
8.01%
5Y*
-4.01%
10Y*

36BZ.DE

1D
-0.75%
1M
0.35%
YTD
9.71%
6M
11.84%
1Y
33.04%
3Y*
8.44%
5Y*
-0.23%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

L4K3.DE vs. 36BZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
L4K3.DE
Amundi MSCI China UCITS ETF Acc
-6.67%17.15%27.30%-14.42%-14.90%-16.74%15.62%7.71%
36BZ.DE
iShares MSCI China A UCITS ETF
9.71%10.25%19.91%-17.13%-21.26%13.41%28.50%8.10%

Correlation

The correlation between L4K3.DE and 36BZ.DE is 0.68, 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

0.68

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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2019

0.74

The correlation between L4K3.DE and 36BZ.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

L4K3.DE vs. 36BZ.DE — Risk / Return Rank

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

L4K3.DE
L4K3.DE Risk / Return Rank: 1111
Overall Rank
L4K3.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
L4K3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
L4K3.DE Omega Ratio Rank: 1212
Omega Ratio Rank
L4K3.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
L4K3.DE Martin Ratio Rank: 1010
Martin Ratio Rank

36BZ.DE
36BZ.DE Risk / Return Rank: 7171
Overall Rank
36BZ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
36BZ.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
36BZ.DE Omega Ratio Rank: 6363
Omega Ratio Rank
36BZ.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
36BZ.DE Martin Ratio Rank: 7474
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.

L4K3.DE vs. 36BZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China UCITS ETF Acc (L4K3.DE) and iShares MSCI China A UCITS ETF (36BZ.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.


L4K3.DE36BZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.06

1.38

-0.32

Calmar ratioReturn relative to maximum drawdown

0.12

5.10

-4.97

Martin ratioReturn relative to average drawdown

0.21

13.77

-13.56

L4K3.DE vs. 36BZ.DE - Sharpe Ratio Comparison

The current L4K3.DE Sharpe Ratio is 0.11, which is lower than the 36BZ.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of L4K3.DE and 36BZ.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


L4K3.DE36BZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

2.11

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.01

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.03

0.00

Drawdowns

L4K3.DE vs. 36BZ.DE - Drawdown Comparison

The maximum L4K3.DE drawdown since its inception was -55.69%, roughly equal to the maximum 36BZ.DE drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for L4K3.DE and 36BZ.DE.


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Drawdown Indicators


L4K3.DE36BZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.69%

-53.30%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-25.74%

-6.57%

-19.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-28.01%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-49.06%

-41.94%

-7.12%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

Current Drawdown

Current decline from peak

-31.32%

-10.22%

-21.10%

Average Drawdown

Average peak-to-trough decline

-28.02%

-30.19%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.28%

2.44%

+12.84%

Volatility

L4K3.DE vs. 36BZ.DE - Volatility Comparison

Amundi MSCI China UCITS ETF Acc (L4K3.DE) has a higher volatility of 7.29% compared to iShares MSCI China A UCITS ETF (36BZ.DE) at 5.55%. This indicates that L4K3.DE's price experiences larger fluctuations and is considered to be riskier than 36BZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


L4K3.DE36BZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

5.55%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

10.96%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

15.83%

+12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

21.44%

+7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.03%

22.10%

+5.93%

L4K3.DE vs. 36BZ.DE - Expense Ratio Comparison

L4K3.DE has a 0.29% expense ratio, which is lower than 36BZ.DE's 0.40% expense ratio.


Dividends

L4K3.DE vs. 36BZ.DE - Dividend Comparison

Neither L4K3.DE nor 36BZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


L4K3.DE and 36BZ.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, L4K3.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

L4K3.DE is cheaper with a 0.29% expense ratio, compared with 0.40% for 36BZ.DE.

L4K3.DE tracks MSCI China, while 36BZ.DE tracks MSCI China A Inclusion. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.29% for L4K3.DE and 0.40% for 36BZ.DE.

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