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MCH vs. CHIQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCH vs. CHIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews China Active ETF (MCH) and Global X MSCI China Consumer Discretionary ETF (CHIQ). The values are adjusted to include any dividend payments, if applicable.

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MCH vs. CHIQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
MCH
Matthews China Active ETF
-6.67%30.20%17.32%-19.91%-3.12%
CHIQ
Global X MSCI China Consumer Discretionary ETF
-6.51%13.69%10.74%-10.70%-8.45%

Returns By Period

The year-to-date returns for both investments are quite close, with MCH having a -6.67% return and CHIQ slightly higher at -6.51%.


MCH

1D
2.06%
1M
-7.93%
YTD
-6.67%
6M
-11.51%
1Y
10.06%
3Y*
4.64%
5Y*
10Y*

CHIQ

1D
3.43%
1M
-2.74%
YTD
-6.51%
6M
-17.09%
1Y
-9.66%
3Y*
1.64%
5Y*
-9.04%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCH vs. CHIQ - Expense Ratio Comparison

MCH has a 0.79% expense ratio, which is higher than CHIQ's 0.65% expense ratio.


Return for Risk

MCH vs. CHIQ — Risk / Return Rank

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

MCH
MCH Risk / Return Rank: 2525
Overall Rank
MCH Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MCH Sortino Ratio Rank: 2525
Sortino Ratio Rank
MCH Omega Ratio Rank: 2525
Omega Ratio Rank
MCH Calmar Ratio Rank: 2424
Calmar Ratio Rank
MCH Martin Ratio Rank: 2323
Martin Ratio Rank

CHIQ
CHIQ Risk / Return Rank: 55
Overall Rank
CHIQ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CHIQ Sortino Ratio Rank: 66
Sortino Ratio Rank
CHIQ Omega Ratio Rank: 66
Omega Ratio Rank
CHIQ Calmar Ratio Rank: 55
Calmar Ratio Rank
CHIQ Martin Ratio Rank: 44
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.

MCH vs. CHIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Active ETF (MCH) and Global X MSCI China Consumer Discretionary ETF (CHIQ). 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.


MCHCHIQDifference

Sharpe ratio

Return per unit of total volatility

0.42

-0.36

+0.78

Sortino ratio

Return per unit of downside risk

0.72

-0.32

+1.05

Omega ratio

Gain probability vs. loss probability

1.10

0.96

+0.14

Calmar ratio

Return relative to maximum drawdown

0.54

-0.46

+1.00

Martin ratio

Return relative to average drawdown

1.70

-1.02

+2.72

MCH vs. CHIQ - Sharpe Ratio Comparison

The current MCH Sharpe Ratio is 0.42, which is higher than the CHIQ Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of MCH and CHIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MCHCHIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

-0.36

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.09

0.00

Correlation

The correlation between MCH and CHIQ is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MCH vs. CHIQ - Dividend Comparison

MCH's dividend yield for the trailing twelve months is around 1.89%, more than CHIQ's 1.58% yield.


TTM20252024202320222021202020192018201720162015
MCH
Matthews China Active ETF
1.89%1.76%1.31%1.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHIQ
Global X MSCI China Consumer Discretionary ETF
1.58%1.48%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%

Drawdowns

MCH vs. CHIQ - Drawdown Comparison

The maximum MCH drawdown since its inception was -40.53%, smaller than the maximum CHIQ drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for MCH and CHIQ.


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Drawdown Indicators


MCHCHIQDifference

Max Drawdown

Largest peak-to-trough decline

-40.53%

-67.04%

+26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-21.18%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-59.95%

Max Drawdown (10Y)

Largest decline over 10 years

-67.04%

Current Drawdown

Current decline from peak

-13.30%

-50.95%

+37.65%

Average Drawdown

Average peak-to-trough decline

-19.07%

-30.39%

+11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

9.58%

-4.00%

Volatility

MCH vs. CHIQ - Volatility Comparison

The current volatility for Matthews China Active ETF (MCH) is 7.81%, while Global X MSCI China Consumer Discretionary ETF (CHIQ) has a volatility of 8.38%. This indicates that MCH experiences smaller price fluctuations and is considered to be less risky than CHIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHCHIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

8.38%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

16.59%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.81%

27.25%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.87%

37.80%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.87%

32.40%

-2.53%