TCHI vs. CRTC

Last updated Jun 5, 2026

TCHI (iShares MSCI China Multisector Tech ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - TCHI tracks the MSCI China Technology Sub-Industries Select Capped Index - Benchmark TR Net while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, TCHI returned 41.46% vs 24.34% for CRTC. At a 0.37 correlation, their price movements are largely independent. TCHI charges 0.59%/yr vs 0.35%/yr for CRTC.

Performance

TCHI vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China Multisector Tech ETF (TCHI) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TCHI achieves a 10.88% return, which is significantly higher than CRTC's 9.32% return.

TCHI

• 1D: -0.12%
• 1M: 9.04%
• YTD: 10.88%
• 6M: 10.91%
• 1Y: 41.46%
• 3Y*: 17.55%
• 5Y*: —
• 10Y*: —

CRTC

• 1D: 0.67%
• 1M: 5.40%
• YTD: 9.32%
• 6M: 9.09%
• 1Y: 24.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TCHI vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TCHI iShares MSCI China Multisector Tech ETF	10.88%	33.13%	9.09%	0.99%
CRTC Xtrackers US National Critical Technologies ETF	9.32%	18.69%	18.05%	7.18%

Correlation

The correlation between TCHI and CRTC is 0.50, 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	0.50
Correlation (All Time) Calculated using the full available price history since Nov 17, 2023	0.37

The correlation between TCHI and CRTC shifts across timeframes, from 0.37 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

TCHI vs. CRTC - Sectors Allocation Comparison

Sectors	TCHI	CRTC
Technology	56.0%	33.5%
Consumer Cyclical	15.8%	6.3%
Industrials	13.5%	14.1%
Communication Services	10.0%	16.0%
Consumer Defensive	2.5%	0.0%
Energy	1.0%	7.1%
Financial Services	0.6%	0.2%
Basic Materials	0.3%	2.6%
Healthcare	-	14.1%
Real Estate	-	0.1%
Utilities	-	6.0%

Return for Risk

TCHI vs. CRTC — Risk / Return Rank

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

TCHI

TCHI Risk / Return Rank: 42
TCHI Sharpe Ratio Rank: 48
TCHI Sortino Ratio Rank: 46
TCHI Omega Ratio Rank: 46
TCHI Calmar Ratio Rank: 41
TCHI Martin Ratio Rank: 31

CRTC

CRTC Risk / Return Rank: 56
CRTC Sharpe Ratio Rank: 58
CRTC Sortino Ratio Rank: 55
CRTC Omega Ratio Rank: 54
CRTC Calmar Ratio Rank: 56
CRTC Martin Ratio Rank: 58

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. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China Multisector Tech ETF (TCHI) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

	TCHI	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.91	-0.29
Sortino ratio: Return per unit of downside risk	2.27	2.61	-0.34
Omega ratio: Gain probability vs. loss probability	1.29	1.33	-0.04
Calmar ratio: Return relative to maximum drawdown	2.01	2.70	-0.69
Martin ratio: Return relative to average drawdown	4.43	10.11	-5.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TCHI vs. CRTC - Sharpe Ratio Comparison

The current TCHI Sharpe Ratio is 1.63, which is comparable to the CRTC Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TCHI and CRTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TCHI	CRTC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	1.91	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	1.38	-1.28

Drawdowns

TCHI vs. CRTC - Drawdown Comparison

The maximum TCHI drawdown since its inception was -43.96%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for TCHI and CRTC.

Drawdown Indicators

	TCHI	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-43.96%	-19.07%	-24.89%
Max Drawdown (1Y) Largest decline over 1 year	-20.73%	-9.05%	-11.68%
Max Drawdown (3Y) Largest decline over 3 years	-27.78%	—	—
Current Drawdown Current decline from peak	-2.99%	-0.61%	-2.38%
Average Drawdown Average peak-to-trough decline	-21.48%	-2.13%	-19.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.39%	2.41%	+6.98%

Volatility

TCHI vs. CRTC - Volatility Comparison

iShares MSCI China Multisector Tech ETF (TCHI) has a higher volatility of 9.04% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 3.23%. This indicates that TCHI's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCHI	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.04%	3.23%	+5.81%
Volatility (6M) Calculated over the trailing 6-month period	17.76%	9.65%	+8.11%
Volatility (1Y) Calculated over the trailing 1-year period	25.64%	12.77%	+12.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.87%	15.72%	+19.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.87%	15.72%	+19.15%

TCHI vs. CRTC - Expense Ratio Comparison

TCHI has a 0.59% expense ratio, which is higher than CRTC's 0.35% expense ratio.

Dividends

TCHI vs. CRTC - Dividend Comparison

TCHI's dividend yield for the trailing twelve months is around 2.20%, more than CRTC's 0.99% yield.

Position	TTM	2025	2024	2023	2022
CRTC Xtrackers US National Critical Technologies ETF	0.99%	1.03%	1.13%	0.16%	0.00%
TCHI iShares MSCI China Multisector Tech ETF	2.20%	2.44%	2.49%	4.28%	1.07%

Frequently Asked Questions

Can I hold both TCHI and CRTC in my portfolio?

TCHI and CRTC have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TCHI or CRTC?

TCHI has higher volatility (9.04%) compared to CRTC (3.23%). In terms of maximum drawdown, TCHI dropped -43.96% vs CRTC's -19.07%.

Which ETF is better, TCHI or CRTC?

On 1-year performance, TCHI leads with 41.46% vs 24.34% for CRTC. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TCHI or CRTC?

Over the 1-year period, TCHI has performed better with a 41.46% return vs 24.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TCHI or CRTC?

CRTC is cheaper with a 0.35% expense ratio, compared with 0.59% for TCHI.

Which ETF pays a higher dividend yield, TCHI or CRTC?

TCHI has the higher dividend yield at 2.20%, compared with 0.99% for CRTC.

What is the main difference between TCHI and CRTC?

TCHI tracks MSCI China Technology Sub-Industries Select Capped Index - Benchmark TR Net, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.59% for TCHI and 0.35% for CRTC.

Which has better risk-adjusted returns?

CRTC currently has the higher Sharpe Ratio (1.91 vs 1.63), 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.