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TCHI vs. CAOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCHI vs. CAOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China Multisector Tech ETF (TCHI) and Alpha Architect Tail Risk ETF (CAOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCHI achieves a 6.06% return, which is significantly higher than CAOS's 0.84% return.


TCHI

1D
-0.14%
1M
-3.16%
6M
-1.05%
YTD
6.06%
1Y
22.07%
3Y*
13.47%
5Y*
10Y*

CAOS

1D
0.06%
1M
0.12%
6M
0.30%
YTD
0.84%
1Y
2.02%
3Y*
3.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCHI vs. CAOS - Yearly Performance Comparison


2026 (YTD)202520242023
TCHI
iShares MSCI China Multisector Tech ETF
6.06%33.13%9.09%-12.41%
CAOS
Alpha Architect Tail Risk ETF
0.84%2.55%5.33%7.43%

Correlation

The correlation between TCHI and CAOS is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2023

-0.01

Over the past year, the inverse relationship between TCHI and CAOS has strengthened: their correlation has moved from -0.01 to -0.23, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

TCHI vs. CAOS — Risk / Return Rank

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

TCHI
TCHI Risk / Return Rank: 2626
Overall Rank
TCHI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TCHI Sortino Ratio Rank: 2727
Sortino Ratio Rank
TCHI Omega Ratio Rank: 2626
Omega Ratio Rank
TCHI Calmar Ratio Rank: 2727
Calmar Ratio Rank
TCHI Martin Ratio Rank: 2323
Martin Ratio Rank

CAOS
CAOS Risk / Return Rank: 5353
Overall Rank
CAOS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CAOS Sortino Ratio Rank: 5252
Sortino Ratio Rank
CAOS Omega Ratio Rank: 5353
Omega Ratio Rank
CAOS Calmar Ratio Rank: 6767
Calmar Ratio Rank
CAOS Martin Ratio Rank: 4545
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.

TCHI vs. CAOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China Multisector Tech ETF (TCHI) and Alpha Architect Tail Risk ETF (CAOS). 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.


TCHICAOSDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratioReturn relative to maximum drawdown

1.07

2.68

-1.61

Martin ratioReturn relative to average drawdown

2.31

6.06

-3.75

TCHI vs. CAOS - Sharpe Ratio Comparison

The current TCHI Sharpe Ratio is 0.80, which is lower than the CAOS Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TCHI and CAOS, 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

TCHI vs. CAOS - Drawdown Comparison

The maximum TCHI drawdown since its inception was -43.96%, which is greater than CAOS's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for TCHI and CAOS.


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Drawdown Indicators


TCHICAOSDifference

Max Drawdown

Largest peak-to-trough decline

-43.96%

-3.89%

-40.07%

Max Drawdown (1Y)

Largest decline over 1 year

-20.73%

-0.76%

-19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-27.78%

-3.60%

-24.18%

Current Drawdown

Current decline from peak

-7.21%

-1.04%

-6.17%

Average Drawdown

Average peak-to-trough decline

-21.07%

-0.92%

-20.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

0.33%

+9.25%

Volatility

TCHI vs. CAOS - Volatility Comparison

iShares MSCI China Multisector Tech ETF (TCHI) has a higher volatility of 11.23% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.48%. This indicates that TCHI's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCHICAOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.23%

0.48%

+10.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.53%

1.09%

+19.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

1.56%

+26.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.91%

4.20%

+30.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.91%

4.20%

+30.71%

TCHI vs. CAOS - Expense Ratio Comparison

TCHI has a 0.59% expense ratio, which is lower than CAOS's 0.63% expense ratio.


Dividends

TCHI vs. CAOS - Dividend Comparison

TCHI's dividend yield for the trailing twelve months is around 2.19%, while CAOS has not paid dividends to shareholders.


PositionTTM2025202420232022
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%0.00%
TCHI
iShares MSCI China Multisector Tech ETF
2.19%2.44%2.49%4.28%1.07%

Frequently Asked Questions


TCHI and CAOS have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCHI has higher volatility (11.23%) compared to CAOS (0.48%). In terms of maximum drawdown, TCHI dropped -43.96% vs CAOS's -3.89%.

On 3-year performance, TCHI leads with 13.47% vs 3.63% for CAOS. On fees, TCHI is cheaper at 0.59% per year. On volatility, CAOS has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TCHI has performed better with a 13.47% return vs 3.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TCHI is cheaper with a 0.59% expense ratio, compared with 0.63% for CAOS.

TCHI has the higher dividend yield at 2.19%, compared with 0.00% for CAOS.

TCHI is categorized as Technology Equities, while CAOS is Options Trading. They also come from different issuers: iShares and Alpha Architect. Their fees differ too: 0.59% for TCHI and 0.63% for CAOS.

CAOS currently has the higher Sharpe Ratio (1.31 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TCHI and CAOS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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