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MCHN.L vs. C300.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHN.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI China All Shares Connect UCITS ETF (MCHN.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MCHN.L achieves a -4.19% return, which is significantly lower than C300.L's 12.15% return.


MCHN.L

1D
-1.16%
1M
-2.71%
6M
-8.31%
YTD
-4.19%
1Y
7.58%
3Y*
8.96%
5Y*
-3.50%
10Y*

C300.L

1D
0.00%
1M
-1.79%
6M
9.28%
YTD
12.15%
1Y
38.21%
3Y*
15.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHN.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
MCHN.L
Invesco MSCI China All Shares Connect UCITS ETF
-4.19%28.12%16.91%-12.79%0.88%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
12.15%33.78%14.79%-11.81%1.72%

Correlation

The correlation between MCHN.L and C300.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.84

The correlation between MCHN.L and C300.L has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

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Return for Risk

MCHN.L vs. C300.L — Risk / Return Rank

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

MCHN.L
MCHN.L Risk / Return Rank: 1616
Overall Rank
MCHN.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MCHN.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
MCHN.L Omega Ratio Rank: 1515
Omega Ratio Rank
MCHN.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCHN.L Martin Ratio Rank: 1616
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 8181
Overall Rank
C300.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
C300.L Omega Ratio Rank: 7272
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
C300.L Martin Ratio Rank: 8787
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.

MCHN.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI China All Shares Connect UCITS ETF (MCHN.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). 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.


MCHN.LC300.LDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.08

1.34

-0.26

Calmar ratioReturn relative to maximum drawdown

0.59

5.02

-4.43

Martin ratioReturn relative to average drawdown

1.19

14.57

-13.38

MCHN.L vs. C300.L - Sharpe Ratio Comparison

The current MCHN.L Sharpe Ratio is 0.39, which is lower than the C300.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MCHN.L and C300.L, 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

MCHN.L vs. C300.L - Drawdown Comparison

The maximum MCHN.L drawdown since its inception was -52.51%, which is greater than C300.L's maximum drawdown of -31.77%. Use the drawdown chart below to compare losses from any high point for MCHN.L and C300.L.


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Drawdown Indicators


MCHN.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.51%

-31.77%

-20.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-7.64%

-4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

-28.06%

+3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-47.92%

Current Drawdown

Current decline from peak

-23.67%

-4.93%

-18.74%

Average Drawdown

Average peak-to-trough decline

-31.33%

-13.81%

-17.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

2.63%

+3.57%

Volatility

MCHN.L vs. C300.L - Volatility Comparison

The current volatility for Invesco MSCI China All Shares Connect UCITS ETF (MCHN.L) is 6.18%, while Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a volatility of 9.15%. This indicates that MCHN.L experiences smaller price fluctuations and is considered to be less risky than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHN.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

9.15%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

15.26%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

19.76%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.09%

22.34%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

22.34%

+3.37%

MCHN.L vs. C300.L - Expense Ratio Comparison

Both MCHN.L and C300.L have an expense ratio of 0.35%.


Dividends

MCHN.L vs. C300.L - Dividend Comparison

Neither MCHN.L nor C300.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MCHN.L and C300.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MCHN.L and C300.L have the same expense ratio: 0.35% per year.

MCHN.L tracks Invesco MSCI China All Shares Connect UCITS ETF, while C300.L tracks S&P China A 300 Index.

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