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MCHT.L vs. CBUK.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MCHT.L and CBUK.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

MCHT.L vs. CBUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI China Technology All Shares Stock Connect UCITS ETF (MCHT.L) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
34.09%
27.40%
MCHT.L
CBUK.DE

Key characteristics

Sharpe Ratio

MCHT.L:

1.34

CBUK.DE:

1.18

Sortino Ratio

MCHT.L:

2.07

CBUK.DE:

1.93

Omega Ratio

MCHT.L:

1.25

CBUK.DE:

1.23

Calmar Ratio

MCHT.L:

0.68

CBUK.DE:

1.11

Martin Ratio

MCHT.L:

3.80

CBUK.DE:

3.28

Ulcer Index

MCHT.L:

10.90%

CBUK.DE:

11.06%

Daily Std Dev

MCHT.L:

31.41%

CBUK.DE:

31.14%

Max Drawdown

MCHT.L:

-69.81%

CBUK.DE:

-37.29%

Current Drawdown

MCHT.L:

-43.91%

CBUK.DE:

-2.38%

Returns By Period

In the year-to-date period, MCHT.L achieves a 6.90% return, which is significantly lower than CBUK.DE's 8.97% return.


MCHT.L

YTD

6.90%

1M

9.01%

6M

34.52%

1Y

50.08%

5Y*

N/A

10Y*

N/A

CBUK.DE

YTD

8.97%

1M

9.96%

6M

36.49%

1Y

44.48%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MCHT.L vs. CBUK.DE - Expense Ratio Comparison

MCHT.L has a 0.49% expense ratio, which is higher than CBUK.DE's 0.45% expense ratio.


MCHT.L
Invesco MSCI China Technology All Shares Stock Connect UCITS ETF
Expense ratio chart for MCHT.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for CBUK.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

MCHT.L vs. CBUK.DE — Risk-Adjusted Performance Rank

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

MCHT.L
The Risk-Adjusted Performance Rank of MCHT.L is 5050
Overall Rank
The Sharpe Ratio Rank of MCHT.L is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHT.L is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MCHT.L is 5959
Omega Ratio Rank
The Calmar Ratio Rank of MCHT.L is 3434
Calmar Ratio Rank
The Martin Ratio Rank of MCHT.L is 4141
Martin Ratio Rank

CBUK.DE
The Risk-Adjusted Performance Rank of CBUK.DE is 4848
Overall Rank
The Sharpe Ratio Rank of CBUK.DE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CBUK.DE is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CBUK.DE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CBUK.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of CBUK.DE is 3636
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.

MCHT.L vs. CBUK.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI China Technology All Shares Stock Connect UCITS ETF (MCHT.L) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for MCHT.L, currently valued at 1.45, compared to the broader market0.002.004.001.451.00
The chart of Sortino ratio for MCHT.L, currently valued at 2.20, compared to the broader market0.005.0010.002.201.67
The chart of Omega ratio for MCHT.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.20
The chart of Calmar ratio for MCHT.L, currently valued at 1.03, compared to the broader market0.005.0010.0015.0020.001.031.07
The chart of Martin ratio for MCHT.L, currently valued at 4.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.092.65
MCHT.L
CBUK.DE

The current MCHT.L Sharpe Ratio is 1.34, which is comparable to the CBUK.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of MCHT.L and CBUK.DE, 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 Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.45
1.00
MCHT.L
CBUK.DE

Dividends

MCHT.L vs. CBUK.DE - Dividend Comparison

Neither MCHT.L nor CBUK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MCHT.L vs. CBUK.DE - Drawdown Comparison

The maximum MCHT.L drawdown since its inception was -69.81%, which is greater than CBUK.DE's maximum drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for MCHT.L and CBUK.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.71%
-8.86%
MCHT.L
CBUK.DE

Volatility

MCHT.L vs. CBUK.DE - Volatility Comparison

Invesco MSCI China Technology All Shares Stock Connect UCITS ETF (MCHT.L) has a higher volatility of 8.39% compared to iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE) at 7.42%. This indicates that MCHT.L's price experiences larger fluctuations and is considered to be riskier than CBUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.39%
7.42%
MCHT.L
CBUK.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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