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

Correlation

The correlation between MCHI and KWEB is 0.50, 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: 0.5

Performance

MCHI vs. KWEB - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
47.87%
47.67%
MCHI
KWEB

Key characteristics

Sharpe Ratio

MCHI:

0.88

KWEB:

0.50

Sortino Ratio

MCHI:

1.42

KWEB:

1.02

Omega Ratio

MCHI:

1.19

KWEB:

1.13

Calmar Ratio

MCHI:

0.55

KWEB:

0.29

Martin Ratio

MCHI:

2.28

KWEB:

1.35

Ulcer Index

MCHI:

13.37%

KWEB:

15.66%

Daily Std Dev

MCHI:

34.81%

KWEB:

42.50%

Max Drawdown

MCHI:

-62.84%

KWEB:

-80.92%

Current Drawdown

MCHI:

-41.74%

KWEB:

-65.10%

Returns By Period

In the year-to-date period, MCHI achieves a 10.78% return, which is significantly higher than KWEB's 9.47% return. Over the past 10 years, MCHI has outperformed KWEB with an annualized return of -0.30%, while KWEB has yielded a comparatively lower -0.46% annualized return.


MCHI

YTD

10.78%

1M

-5.62%

6M

6.12%

1Y

27.88%

5Y*

-0.82%

10Y*

-0.30%

KWEB

YTD

9.47%

1M

-9.47%

6M

3.11%

1Y

18.20%

5Y*

-5.37%

10Y*

-0.46%

*Annualized

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MCHI vs. KWEB - Expense Ratio Comparison

MCHI has a 0.59% expense ratio, which is lower than KWEB's 0.76% expense ratio.


Expense ratio chart for KWEB: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KWEB: 0.76%
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%

Risk-Adjusted Performance

MCHI vs. KWEB — 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

KWEB
The Risk-Adjusted Performance Rank of KWEB is 5555
Overall Rank
The Sharpe Ratio Rank of KWEB is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 6666
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 4444
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 4747
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. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China ETF (MCHI) and KraneShares CSI China Internet ETF (KWEB). 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
KWEB: 0.50
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
KWEB: 1.02
The chart of Omega ratio for MCHI, currently valued at 1.19, compared to the broader market0.501.001.502.00
MCHI: 1.19
KWEB: 1.13
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
KWEB: 0.29
The chart of Martin ratio for MCHI, currently valued at 2.28, compared to the broader market0.0020.0040.0060.00
MCHI: 2.28
KWEB: 1.35

The current MCHI Sharpe Ratio is 0.88, which is higher than the KWEB Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MCHI and KWEB, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.88
0.50
MCHI
KWEB

Dividends

MCHI vs. KWEB - Dividend Comparison

MCHI's dividend yield for the trailing twelve months is around 2.08%, less than KWEB's 3.20% 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%
KWEB
KraneShares CSI China Internet ETF
3.20%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

MCHI vs. KWEB - Drawdown Comparison

The maximum MCHI drawdown since its inception was -62.84%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for MCHI and KWEB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-41.74%
-65.10%
MCHI
KWEB

Volatility

MCHI vs. KWEB - Volatility Comparison

The current volatility for iShares MSCI China ETF (MCHI) is 14.44%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 15.98%. This indicates that MCHI experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
14.44%
15.98%
MCHI
KWEB