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MCH vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCH vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews China Active ETF (MCH) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MCH achieves a -0.66% return, which is significantly lower than IAK's 10.07% return.


MCH

1D
0.90%
1M
0.27%
6M
-4.79%
YTD
-0.66%
1Y
12.31%
3Y*
8.50%
5Y*
10Y*
ALL TIME*
4.00%

IAK

1D
-0.31%
1M
-0.06%
6M
12.67%
YTD
10.07%
1Y
19.63%
3Y*
19.72%
5Y*
15.95%
10Y*
13.45%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.76M$20.90M$11.89M
$75.29K$45.62K$82.14K

MCH vs. IAK - Yearly Performance Comparison


2026 (YTD)2025202420232022
MCH
Matthews China Active ETF
-0.66%30.20%17.32%-19.91%-3.57%
IAK
iShares U.S. Insurance ETF
10.07%9.50%28.25%11.28%13.15%

Correlation

The correlation between MCH and IAK is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.18

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.04

The correlation between MCH and IAK shifts across timeframes, from -0.18 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

MCH vs. IAK - Sectors Allocation Comparison


Sectors
MCH
IAK

Financial Services

23.4%
99.3%

Consumer Cyclical

17.9%

-

Technology

13.4%

-

Communication Services

13.0%

-

Industrials

9.5%

-

Basic Materials

9.3%

-

Healthcare

5.7%
0.7%

Real Estate

2.8%

-

Energy

0.7%

-

Consumer Defensive

0.6%

-

Utilities

-

-

Financial Services

MCH
23.4%
IAK
99.3%

Consumer Cyclical

MCH
17.9%
IAK

-

Technology

MCH
13.4%
IAK

-

Communication Services

MCH
13.0%
IAK

-

Industrials

MCH
9.5%
IAK

-

Basic Materials

MCH
9.3%
IAK

-

Healthcare

MCH
5.7%
IAK
0.7%

Real Estate

MCH
2.8%
IAK

-

Energy

MCH
0.7%
IAK

-

Consumer Defensive

MCH
0.6%
IAK

-

Utilities

MCH

-

IAK

-

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Return for Risk

MCH vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MCH
MCH Risk / Return Rank: 2323
Overall Rank
MCH Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MCH Sortino Ratio Rank: 2222
Sortino Ratio Rank
MCH Omega Ratio Rank: 2222
Omega Ratio Rank
MCH Calmar Ratio Rank: 2424
Calmar Ratio Rank
MCH Martin Ratio Rank: 2323
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5353
Overall Rank
IAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4848
Sortino Ratio Rank
IAK Omega Ratio Rank: 4545
Omega Ratio Rank
IAK Calmar Ratio Rank: 7171
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MCH vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Active ETF (MCH) and iShares U.S. Insurance ETF (IAK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MCHIAKDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratioReturn relative to maximum drawdown

0.70

2.45

-1.75

Martin ratioReturn relative to average drawdown

1.70

5.96

-4.26

MCH vs. IAK - Sharpe Ratio Comparison

The current MCH Sharpe Ratio is 0.48, which is lower than the IAK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of MCH and IAK, 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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Drawdowns

MCH vs. IAK - Drawdown Comparison

The maximum MCH drawdown since its inception was -40.53%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for MCH and IAK.


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Drawdown Indicators


MCHIAKDifference

Max Drawdown

Largest peak-to-trough decline

-40.53%

-77.38%

+36.85%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-7.62%

-7.43%

Max Drawdown (3Y)

Largest decline over 3 years

-30.57%

-11.58%

-18.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-7.72%

-3.23%

-4.49%

Average Drawdown

Average peak-to-trough decline

-18.01%

-16.01%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

3.13%

+3.05%

Volatility

MCH vs. IAK - Volatility Comparison

Matthews China Active ETF (MCH) has a higher volatility of 8.34% compared to iShares U.S. Insurance ETF (IAK) at 7.03%. This indicates that MCH's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

7.03%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.73%

12.43%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.03%

16.00%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

18.13%

+11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

20.92%

+8.49%

MCH vs. IAK - Expense Ratio Comparison

MCH has a 0.79% expense ratio, which is higher than IAK's 0.38% expense ratio.


Dividends

MCH vs. IAK - Dividend Comparison

MCH's dividend yield for the trailing twelve months is around 1.77%, less than IAK's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.43%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
MCH
Matthews China Active ETF
1.77%1.76%1.31%1.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MCH and IAK have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCH has higher volatility (8.34%) compared to IAK (7.03%). In terms of maximum drawdown, MCH dropped -40.53% vs IAK's -77.38%.

On 3-year performance, IAK leads with 19.72% vs 8.50% for MCH. On fees, IAK is cheaper at 0.38% per year. On volatility, IAK has been the lower-risk option at 7.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IAK has performed better with a 19.72% return vs 8.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAK is cheaper with a 0.38% expense ratio, compared with 0.79% for MCH.

IAK has the higher dividend yield at 2.43%, compared with 1.77% for MCH.

MCH is categorized as China Equities, while IAK is Financials Equities. They also come from different issuers: Matthews and iShares. Their fees differ too: 0.79% for MCH and 0.38% for IAK.

IAK currently has the higher Sharpe Ratio (1.17 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MCH and IAK

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