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MCHI vs. ISVBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHI vs. ISVBF - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCHI achieves a -7.22% return, which is significantly higher than ISVBF's -8.72% return.


MCHI

1D
-0.45%
1M
-2.60%
YTD
-7.22%
6M
-8.98%
1Y
3.98%
3Y*
9.73%
5Y*
-5.76%
10Y*
4.49%

ISVBF

1D
-2.42%
1M
-4.76%
YTD
-8.72%
6M
-10.61%
1Y
2.82%
3Y*
9.05%
5Y*
-5.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHI vs. ISVBF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MCHI
iShares MSCI China ETF
-7.22%31.04%17.73%-11.94%-23.01%-21.54%
ISVBF
iShares MSCI China A UCITS ETF
-8.72%30.64%18.96%-9.28%-23.01%-22.12%

Correlation

The correlation between MCHI and ISVBF 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

0.50

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

0.35

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

0.35

Over the past year, MCHI and ISVBF have become more correlated (0.68) than their long-term average of 0.35, meaning their price movements have been converging.

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Return for Risk

MCHI vs. ISVBF — Risk / Return Rank

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

MCHI
MCHI Risk / Return Rank: 1212
Overall Rank
MCHI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1212
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1111
Martin Ratio Rank

ISVBF
ISVBF Risk / Return Rank: 1111
Overall Rank
ISVBF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1111
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1111
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1111
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. ISVBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) and iShares MSCI China A UCITS ETF (ISVBF). 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.


MCHIISVBFDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.05

1.04

+0.01

Calmar ratioReturn relative to maximum drawdown

0.23

0.15

+0.08

Martin ratioReturn relative to average drawdown

0.48

0.34

+0.13

MCHI vs. ISVBF - Sharpe Ratio Comparison

The current MCHI Sharpe Ratio is 0.20, which is higher than the ISVBF Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MCHI and ISVBF, 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


MCHIISVBFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.09

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.19

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.17

+0.26

Drawdowns

MCHI vs. ISVBF - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.95%, which is greater than ISVBF's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for MCHI and ISVBF.


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Drawdown Indicators


MCHIISVBFDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-53.78%

-9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-19.18%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-25.85%

-23.77%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

-53.22%

-3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-62.95%

Current Drawdown

Current decline from peak

-36.74%

-26.01%

-10.73%

Average Drawdown

Average peak-to-trough decline

-24.53%

-32.76%

+8.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

8.28%

+0.08%

Volatility

MCHI vs. ISVBF - Volatility Comparison

The current volatility for iShares MSCI China ETF (MCHI) is 7.27%, while iShares MSCI China A UCITS ETF (ISVBF) has a volatility of 11.06%. This indicates that MCHI experiences smaller price fluctuations and is considered to be less risky than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHIISVBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

11.06%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

26.63%

-12.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

30.67%

-10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

30.21%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

30.21%

-2.82%

MCHI vs. ISVBF - Expense Ratio Comparison

MCHI has a 0.59% expense ratio, which is higher than ISVBF's 0.40% expense ratio.


Dividends

MCHI vs. ISVBF - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.28%, while ISVBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCHI
iShares MSCI China ETF
2.28%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Frequently Asked Questions


MCHI and ISVBF 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.

ISVBF has higher volatility (11.06%) compared to MCHI (7.27%). In terms of maximum drawdown, MCHI dropped -62.95% vs ISVBF's -53.78%.

On 5-year performance, ISVBF leads with -5.62% vs -5.76% for MCHI. On fees, ISVBF is cheaper at 0.40% per year. On volatility, MCHI has been the lower-risk option at 7.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ISVBF has performed better with a -5.62% return vs -5.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.59% for MCHI.

MCHI has the higher dividend yield at 2.28%, compared with 0.00% for ISVBF.

MCHI tracks MSCI China Index, while ISVBF tracks MSCI China A Inclusion Index. Their fees differ too: 0.59% for MCHI and 0.40% for ISVBF.

MCHI currently has the higher Sharpe Ratio (0.20 vs 0.09), 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

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