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NZAC vs. XCH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NZAC vs. XCH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and iShares China Index ETF (XCH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NZAC is traded in USD, while XCH.TO is traded in CAD. To make them comparable, the XCH.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NZAC achieves a 6.77% return, which is significantly higher than XCH.TO's -8.08% return. Over the past 10 years, NZAC has outperformed XCH.TO with an annualized return of 12.28%, while XCH.TO has yielded a comparatively lower 2.74% annualized return.


NZAC

1D
0.27%
1M
-0.64%
YTD
6.77%
6M
7.70%
1Y
22.02%
3Y*
17.54%
5Y*
9.39%
10Y*
12.28%

XCH.TO

1D
1.03%
1M
-5.31%
YTD
-8.08%
6M
-8.73%
1Y
-1.44%
3Y*
10.12%
5Y*
-3.55%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NZAC vs. XCH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
6.77%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%
XCH.TO
iShares China Index ETF
-8.08%28.33%28.61%-12.68%-20.44%-20.52%9.78%12.76%-13.55%36.52%

Correlation

The correlation between NZAC and XCH.TO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2014

0.44

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Return for Risk

NZAC vs. XCH.TO — Risk / Return Rank

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

NZAC
NZAC Risk / Return Rank: 5050
Overall Rank
NZAC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 4949
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4848
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4646
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5656
Martin Ratio Rank

XCH.TO
XCH.TO Risk / Return Rank: 99
Overall Rank
XCH.TO Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XCH.TO Sortino Ratio Rank: 99
Sortino Ratio Rank
XCH.TO Omega Ratio Rank: 99
Omega Ratio Rank
XCH.TO Calmar Ratio Rank: 99
Calmar Ratio Rank
XCH.TO Martin Ratio Rank: 99
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.

NZAC vs. XCH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and iShares China Index ETF (XCH.TO). 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.


NZACXCH.TODifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.27

0.99

+0.28

Calmar ratioReturn relative to maximum drawdown

2.04

-0.18

+2.22

Martin ratioReturn relative to average drawdown

8.62

-0.38

+9.00

NZAC vs. XCH.TO - Sharpe Ratio Comparison

The current NZAC Sharpe Ratio is 1.52, which is higher than the XCH.TO Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of NZAC and XCH.TO, 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

NZAC vs. XCH.TO - Drawdown Comparison

The maximum NZAC drawdown since its inception was -33.72%, smaller than the maximum XCH.TO drawdown of -60.79%. Use the drawdown chart below to compare losses from any high point for NZAC and XCH.TO.


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Drawdown Indicators


NZACXCH.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-60.79%

+27.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-16.21%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-28.26%

+12.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-55.12%

+26.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-60.79%

+27.07%

Current Drawdown

Current decline from peak

-2.70%

-28.78%

+26.08%

Average Drawdown

Average peak-to-trough decline

-5.32%

-23.83%

+18.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

7.83%

-5.44%

Volatility

NZAC vs. XCH.TO - Volatility Comparison

The current volatility for SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) is 5.07%, while iShares China Index ETF (XCH.TO) has a volatility of 5.88%. This indicates that NZAC experiences smaller price fluctuations and is considered to be less risky than XCH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NZACXCH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.88%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

13.74%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

19.87%

-6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

30.39%

-13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

26.37%

-9.20%

NZAC vs. XCH.TO - Expense Ratio Comparison

NZAC has a 0.12% expense ratio, which is lower than XCH.TO's 0.87% expense ratio.


Dividends

NZAC vs. XCH.TO - Dividend Comparison

NZAC's dividend yield for the trailing twelve months is around 2.08%, less than XCH.TO's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.08%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%
XCH.TO
iShares China Index ETF
2.25%2.11%1.54%2.86%2.35%1.51%2.17%2.50%2.45%2.41%2.21%2.58%

Frequently Asked Questions


NZAC and XCH.TO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NZAC is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NZAC is cheaper with a 0.12% expense ratio, compared with 0.87% for XCH.TO.

NZAC is categorized as Global Equities, while XCH.TO is China Equities. NZAC tracks MSCI ACWI Climate Paris Aligned Index, while XCH.TO tracks Morningstar China GR CAD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for NZAC and 0.87% for XCH.TO.

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