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MCHS.L vs. CA3S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHS.L vs. CA3S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHS.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (CA3S.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, MCHS.L achieves a -1.18% return, which is significantly lower than CA3S.L's 14.81% return.


MCHS.L

1D
-0.42%
1M
0.14%
YTD
-1.18%
6M
-1.60%
1Y
15.62%
3Y*
8.02%
5Y*
-2.86%
10Y*

CA3S.L

1D
-0.54%
1M
4.48%
YTD
14.81%
6M
18.71%
1Y
51.07%
3Y*
13.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHS.L vs. CA3S.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
MCHS.L
Invesco MSCI China All Shares Stock Connect UCITS ETF Acc
-1.18%19.38%18.84%-17.54%7.12%
CA3S.L
Invesco S&P China A 300 Swap UCITS ETF Acc
14.81%24.66%16.66%-16.63%3.94%

Correlation

The correlation between MCHS.L and CA3S.L is 0.79, 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

0.79

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

0.80

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.82

The correlation between MCHS.L and CA3S.L has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

MCHS.L vs. CA3S.L — Risk / Return Rank

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

MCHS.L
MCHS.L Risk / Return Rank: 2727
Overall Rank
MCHS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MCHS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
MCHS.L Omega Ratio Rank: 2727
Omega Ratio Rank
MCHS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
MCHS.L Martin Ratio Rank: 2424
Martin Ratio Rank

CA3S.L
CA3S.L Risk / Return Rank: 9292
Overall Rank
CA3S.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CA3S.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
CA3S.L Omega Ratio Rank: 9090
Omega Ratio Rank
CA3S.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CA3S.L Martin Ratio Rank: 9393
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.

MCHS.L vs. CA3S.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHS.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (CA3S.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.


MCHS.LCA3S.LDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-2.70

Omega ratioGain probability vs. loss probability

1.18

1.57

-0.39

Calmar ratioReturn relative to maximum drawdown

1.29

8.16

-6.87

Martin ratioReturn relative to average drawdown

3.08

23.71

-20.63

MCHS.L vs. CA3S.L - Sharpe Ratio Comparison

The current MCHS.L Sharpe Ratio is 0.97, which is lower than the CA3S.L Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of MCHS.L and CA3S.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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Sharpe Ratios by Period


MCHS.LCA3S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

3.22

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.45

-0.57

Drawdowns

MCHS.L vs. CA3S.L - Drawdown Comparison

The maximum MCHS.L drawdown since its inception was -47.34%, which is greater than CA3S.L's maximum drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for MCHS.L and CA3S.L.


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Drawdown Indicators


MCHS.LCA3S.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.34%

-35.12%

-12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-6.23%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.97%

-26.15%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-45.71%

Current Drawdown

Current decline from peak

-18.01%

-1.01%

-17.00%

Average Drawdown

Average peak-to-trough decline

-26.06%

-15.51%

-10.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

2.15%

+2.91%

Volatility

MCHS.L vs. CA3S.L - Volatility Comparison

Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHS.L) has a higher volatility of 5.64% compared to Invesco S&P China A 300 Swap UCITS ETF Acc (CA3S.L) at 5.37%. This indicates that MCHS.L's price experiences larger fluctuations and is considered to be riskier than CA3S.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHS.LCA3S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

5.37%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

10.58%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

15.80%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.74%

20.98%

+10.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.27%

20.98%

+10.29%

MCHS.L vs. CA3S.L - Expense Ratio Comparison

Both MCHS.L and CA3S.L have an expense ratio of 0.35%.


Dividends

MCHS.L vs. CA3S.L - Dividend Comparison

Neither MCHS.L nor CA3S.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MCHS.L and CA3S.L have a correlation of 0.79, 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.

MCHS.L and CA3S.L have the same expense ratio: 0.35% per year.

MCHS.L tracks MSCI China NR USD, while CA3S.L tracks MSCI China A Onshore NR CNY.

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