MELE.BR vs. 36BZ.DE
MELE.BR (Melexis NV) is a stock, while 36BZ.DE (iShares MSCI China A UCITS ETF) is China Equities fund tracking the MSCI China A Inclusion. Over the past 10 years, MELE.BR returned 8.22%/yr vs 5.98%/yr for 36BZ.DE. At a 0.24 correlation, their price movements are largely independent.
Performance
MELE.BR vs. 36BZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MELE.BR achieves a 51.43% return, which is significantly higher than 36BZ.DE's 9.71% return. Over the past 10 years, MELE.BR has outperformed 36BZ.DE with an annualized return of 8.22%, while 36BZ.DE has yielded a comparatively lower 5.98% annualized return.
MELE.BR
- 1D
- -1.63%
- 1M
- 13.52%
- YTD
- 51.43%
- 6M
- 41.69%
- 1Y
- 35.62%
- 3Y*
- 4.33%
- 5Y*
- 3.71%
- 10Y*
- 8.22%
36BZ.DE
- 1D
- -0.75%
- 1M
- 0.35%
- YTD
- 9.71%
- 6M
- 11.84%
- 1Y
- 33.04%
- 3Y*
- 8.44%
- 5Y*
- -0.23%
- 10Y*
- 5.98%
MELE.BR vs. 36BZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MELE.BR Melexis NV | 51.43% | 8.23% | -35.08% | 17.47% | -19.89% | 34.50% | 23.45% | 36.43% | -37.75% | 35.83% |
36BZ.DE iShares MSCI China A UCITS ETF | 9.71% | 10.25% | 19.91% | -17.13% | -21.26% | 13.41% | 28.50% | 37.21% | -23.49% | 14.90% |
Correlation
The correlation between MELE.BR and 36BZ.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.24 |
The correlation between MELE.BR and 36BZ.DE shifts across timeframes, from 0.20 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MELE.BR vs. 36BZ.DE — Risk / Return Rank
MELE.BR
36BZ.DE
MELE.BR vs. 36BZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Melexis NV (MELE.BR) and iShares MSCI China A UCITS ETF (36BZ.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.
| MELE.BR | 36BZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.38 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 5.10 | -3.88 |
| Martin ratioReturn relative to average drawdown | 2.27 | 13.77 | -11.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MELE.BR | 36BZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.11 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | -0.01 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.27 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.03 | +0.43 |
Drawdowns
MELE.BR vs. 36BZ.DE - Drawdown Comparison
The maximum MELE.BR drawdown since its inception was -72.81%, which is greater than 36BZ.DE's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for MELE.BR and 36BZ.DE.
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Drawdown Indicators
| MELE.BR | 36BZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.81% | -53.30% | -19.51% |
Max Drawdown (1Y)Largest decline over 1 year | -33.29% | -6.57% | -26.72% |
Max Drawdown (3Y)Largest decline over 3 years | -53.15% | -28.01% | -25.14% |
Max Drawdown (5Y)Largest decline over 5 years | -54.62% | -41.94% | -12.68% |
Max Drawdown (10Y)Largest decline over 10 years | -54.62% | -43.38% | -11.24% |
Current DrawdownCurrent decline from peak | -4.85% | -10.22% | +5.37% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -30.19% | +12.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.88% | 2.44% | +15.44% |
Volatility
MELE.BR vs. 36BZ.DE - Volatility Comparison
Melexis NV (MELE.BR) has a higher volatility of 12.72% compared to iShares MSCI China A UCITS ETF (36BZ.DE) at 5.55%. This indicates that MELE.BR's price experiences larger fluctuations and is considered to be riskier than 36BZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MELE.BR | 36BZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.72% | 5.55% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 29.23% | 10.96% | +18.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.82% | 15.83% | +20.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.09% | 21.44% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.81% | 22.10% | +13.71% |
Dividends
MELE.BR vs. 36BZ.DE - Dividend Comparison
MELE.BR's dividend yield for the trailing twelve months is around 4.38%, while 36BZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36BZ.DE 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% |
MELE.BR Melexis NV | 4.38% | 6.43% | 6.55% | 3.84% | 3.21% | 2.10% | 2.75% | 3.28% | 4.13% | 2.37% | 2.99% | 2.55% |
Frequently Asked Questions
MELE.BR and 36BZ.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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