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MCHI vs. GXC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MCHI and GXC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

MCHI vs. GXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China ETF (MCHI) and SPDR S&P China ETF (GXC). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
32.86%
38.59%
MCHI
GXC

Key characteristics

Sharpe Ratio

MCHI:

0.88

GXC:

0.76

Sortino Ratio

MCHI:

1.42

GXC:

1.28

Omega Ratio

MCHI:

1.19

GXC:

1.18

Calmar Ratio

MCHI:

0.55

GXC:

0.48

Martin Ratio

MCHI:

2.28

GXC:

1.86

Ulcer Index

MCHI:

13.37%

GXC:

13.95%

Daily Std Dev

MCHI:

34.81%

GXC:

34.08%

Max Drawdown

MCHI:

-62.84%

GXC:

-72.16%

Current Drawdown

MCHI:

-41.74%

GXC:

-41.64%

Returns By Period

In the year-to-date period, MCHI achieves a 10.78% return, which is significantly higher than GXC's 8.00% return. Over the past 10 years, MCHI has underperformed GXC with an annualized return of -0.30%, while GXC has yielded a comparatively higher 0.20% annualized return.


MCHI

YTD

10.78%

1M

-5.62%

6M

6.12%

1Y

27.88%

5Y*

-0.82%

10Y*

-0.30%

GXC

YTD

8.00%

1M

-5.74%

6M

4.07%

1Y

23.69%

5Y*

-0.67%

10Y*

0.20%

*Annualized

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MCHI vs. GXC - Expense Ratio Comparison

Both MCHI and GXC have an expense ratio of 0.59%.


Expense ratio chart for MCHI: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MCHI: 0.59%
Expense ratio chart for GXC: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GXC: 0.59%

Risk-Adjusted Performance

MCHI vs. GXC — Risk-Adjusted Performance Rank

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

MCHI
The Risk-Adjusted Performance Rank of MCHI is 7272
Overall Rank
The Sharpe Ratio Rank of MCHI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MCHI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MCHI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MCHI is 6363
Martin Ratio Rank

GXC
The Risk-Adjusted Performance Rank of GXC is 6868
Overall Rank
The Sharpe Ratio Rank of GXC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GXC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of GXC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of GXC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of GXC is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MCHI vs. GXC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) and SPDR S&P China ETF (GXC). 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.


The chart of Sharpe ratio for MCHI, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.00
MCHI: 0.88
GXC: 0.76
The chart of Sortino ratio for MCHI, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.00
MCHI: 1.42
GXC: 1.28
The chart of Omega ratio for MCHI, currently valued at 1.19, compared to the broader market0.501.001.502.00
MCHI: 1.19
GXC: 1.18
The chart of Calmar ratio for MCHI, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.00
MCHI: 0.55
GXC: 0.48
The chart of Martin ratio for MCHI, currently valued at 2.28, compared to the broader market0.0020.0040.0060.00
MCHI: 2.28
GXC: 1.86

The current MCHI Sharpe Ratio is 0.88, which is comparable to the GXC Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MCHI and GXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60NovemberDecember2025FebruaryMarchApril
0.88
0.76
MCHI
GXC

Dividends

MCHI vs. GXC - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.08%, less than GXC's 2.60% yield.


TTM20242023202220212020201920182017201620152014
MCHI
iShares MSCI China ETF
2.08%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%
GXC
SPDR S&P China ETF
2.60%2.80%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%2.11%

Drawdowns

MCHI vs. GXC - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.84%, smaller than the maximum GXC drawdown of -72.16%. Use the drawdown chart below to compare losses from any high point for MCHI and GXC. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-41.74%
-41.64%
MCHI
GXC

Volatility

MCHI vs. GXC - Volatility Comparison

iShares MSCI China ETF (MCHI) and SPDR S&P China ETF (GXC) have volatilities of 14.44% and 14.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.44%
14.22%
MCHI
GXC