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MCHI vs. CBON
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCHI vs. CBON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China ETF (MCHI) and VanEck Vectors ChinaAMC China Bond ETF (CBON). The values are adjusted to include any dividend payments, if applicable.

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MCHI vs. CBON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCHI
iShares MSCI China ETF
-6.78%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%
CBON
VanEck Vectors ChinaAMC China Bond ETF
2.56%5.46%1.85%2.92%-7.99%5.93%12.01%2.67%1.88%6.96%

Returns By Period

In the year-to-date period, MCHI achieves a -6.78% return, which is significantly lower than CBON's 2.56% return. Over the past 10 years, MCHI has outperformed CBON with an annualized return of 4.62%, while CBON has yielded a comparatively lower 2.47% annualized return.


MCHI

1D
-0.32%
1M
-4.29%
YTD
-6.78%
6M
-14.44%
1Y
4.94%
3Y*
6.44%
5Y*
-5.72%
10Y*
4.62%

CBON

1D
0.19%
1M
0.64%
YTD
2.56%
6M
5.23%
1Y
7.99%
3Y*
3.59%
5Y*
2.20%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCHI vs. CBON - Expense Ratio Comparison

MCHI has a 0.59% expense ratio, which is higher than CBON's 0.50% expense ratio.


Return for Risk

MCHI vs. CBON — Risk / Return Rank

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

MCHI
MCHI Risk / Return Rank: 1717
Overall Rank
MCHI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1717
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1717
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1717
Martin Ratio Rank

CBON
CBON Risk / Return Rank: 9494
Overall Rank
CBON Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CBON Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBON Omega Ratio Rank: 9191
Omega Ratio Rank
CBON Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBON Martin Ratio Rank: 9797
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.

MCHI vs. CBON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) and VanEck Vectors ChinaAMC China Bond ETF (CBON). 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.


MCHICBONDifference

Sharpe ratio

Return per unit of total volatility

0.21

2.05

-1.84

Sortino ratio

Return per unit of downside risk

0.45

2.96

-2.51

Omega ratio

Gain probability vs. loss probability

1.06

1.41

-0.35

Calmar ratio

Return relative to maximum drawdown

0.30

4.68

-4.38

Martin ratio

Return relative to average drawdown

0.79

19.84

-19.05

MCHI vs. CBON - Sharpe Ratio Comparison

The current MCHI Sharpe Ratio is 0.21, which is lower than the CBON Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of MCHI and CBON, 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


MCHICBONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

2.05

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.45

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.44

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.39

-0.29

Correlation

The correlation between MCHI and CBON is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MCHI vs. CBON - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.27%, more than CBON's 1.63% yield.


TTM20252024202320222021202020192018201720162015
MCHI
iShares MSCI China ETF
2.27%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%
CBON
VanEck Vectors ChinaAMC China Bond ETF
1.63%1.66%2.15%3.01%2.70%3.05%2.87%3.87%3.39%3.33%3.25%2.78%

Drawdowns

MCHI vs. CBON - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.95%, which is greater than CBON's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for MCHI and CBON.


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Drawdown Indicators


MCHICBONDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-14.13%

-48.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-1.66%

-15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-57.18%

-14.13%

-43.05%

Max Drawdown (10Y)

Largest decline over 10 years

-62.95%

-14.13%

-48.82%

Current Drawdown

Current decline from peak

-36.43%

0.00%

-36.43%

Average Drawdown

Average peak-to-trough decline

-24.40%

-4.05%

-20.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

0.39%

+6.24%

Volatility

MCHI vs. CBON - Volatility Comparison

iShares MSCI China ETF (MCHI) has a higher volatility of 6.82% compared to VanEck Vectors ChinaAMC China Bond ETF (CBON) at 1.26%. This indicates that MCHI's price experiences larger fluctuations and is considered to be riskier than CBON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHICBONDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

1.26%

+5.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

2.50%

+12.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

3.93%

+19.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.67%

4.96%

+25.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

5.60%

+21.79%