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

XCH.TO vs. FBRT

Last updated Jun 4, 2026

XCH.TO (iShares China Index ETF) is China Equities fund tracking the Morningstar China GR CAD, while FBRT (Franklin BSP Realty Trust, Inc.) is a stock. Over the past 3 years, XCH.TO returned 12.55%/yr vs -4.87%/yr for FBRT. At a 0.16 correlation, their price movements are largely independent.

Performance

XCH.TO vs. FBRT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares China Index ETF (XCH.TO) and Franklin BSP Realty Trust, Inc. (FBRT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XCH.TO achieves a -6.01% return, which is significantly higher than FBRT's -14.39% return.

XCH.TO

1D
-1.76%
1M
-0.68%
YTD
-6.01%
6M
-8.84%
1Y
2.81%
3Y*
12.55%
5Y*
-0.79%
10Y*
3.34%

FBRT

1D
-0.91%
1M
-6.78%
YTD
-14.39%
6M
-17.36%
1Y
-13.21%
3Y*
-4.87%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCH.TO vs. FBRT - Yearly Performance Comparison

2026 (YTD)20252024202320222021
XCH.TO
iShares China Index ETF		-6.01%22.48%39.50%-14.76%-15.40%-10.15%
FBRT
Franklin BSP Realty Trust, Inc.		-14.39%-13.33%12.64%14.00%3.00%-8.95%

Correlation

The correlation between XCH.TO and FBRT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.15

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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

0.16

Compare stocks, funds, or ETFs

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

iShares China Index ETF

Franklin BSP Realty Trust, Inc.

Often compared with XCH.TO:
XCH.TO vs. VEE.TOXCH.TO vs. XEC.TOXCH.TO vs. XAW.TOXCH.TO vs. VFV.TOXCH.TO vs. ZCH.TOXCH.TO vs. XIC.TOXCH.TO vs. 3993.HK
Often compared with FBRT:
FBRT vs. PMTFBRT vs. ECFBRT vs. FDUSFBRT vs. ECCCFBRT vs. NRTFBRT vs. TRMDFBRT vs. DEC.L

Return for Risk

XCH.TO vs. FBRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XCH.TO
XCH.TO Risk / Return Rank: 1010
Overall Rank
XCH.TO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCH.TO Sortino Ratio Rank: 1010
Sortino Ratio Rank
XCH.TO Omega Ratio Rank: 1010
Omega Ratio Rank
XCH.TO Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCH.TO Martin Ratio Rank: 1010
Martin Ratio Rank
FBRT
FBRT Risk / Return Rank: 1616
Overall Rank
FBRT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FBRT Sortino Ratio Rank: 1818
Sortino Ratio Rank
FBRT Omega Ratio Rank: 1717
Omega Ratio Rank
FBRT Calmar Ratio Rank: 1818
Calmar Ratio Rank
FBRT Martin Ratio Rank: 1010
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares China Index ETF (XCH.TO) and Franklin BSP Realty Trust, Inc. (FBRT). 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.

XCH.TOFBRTDifference
Sharpe ratioReturn per unit of total volatility
0.15
-0.52

+0.67

Sortino ratioReturn per unit of downside risk
0.35
-0.53

+0.88

Omega ratioGain probability vs. loss probability

1.04

0.92

+0.12

Calmar ratioReturn relative to maximum drawdown

0.17

-0.57

+0.74

Martin ratioReturn relative to average drawdown

0.35

-1.19

+1.54

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCH.TO vs. FBRT - Sharpe Ratio Comparison

The current XCH.TO Sharpe Ratio is 0.15, which is higher than the FBRT Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of XCH.TO and FBRT, 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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Sharpe Ratios by Period

XCH.TOFBRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.52

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.09

+0.22

Drawdowns

XCH.TO vs. FBRT - Drawdown Comparison

The maximum XCH.TO drawdown since its inception was -58.02%, which is greater than FBRT's maximum drawdown of -32.98%. Use the drawdown chart below to compare losses from any high point for XCH.TO and FBRT.

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Drawdown Indicators

XCH.TOFBRTDifference

Max Drawdown

Largest peak-to-trough decline

-58.02%

-32.98%

-25.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-23.39%

+6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-27.28%

-32.98%

+5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-50.32%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-58.02%

—

—

Current Drawdown

Current decline from peak

-21.53%

-31.70%

+10.17%

Average Drawdown

Average peak-to-trough decline

-20.41%

-10.65%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

11.10%

-2.95%

Volatility

XCH.TO vs. FBRT - Volatility Comparison

The current volatility for iShares China Index ETF (XCH.TO) is 6.91%, while Franklin BSP Realty Trust, Inc. (FBRT) has a volatility of 8.00%. This indicates that XCH.TO experiences smaller price fluctuations and is considered to be less risky than FBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XCH.TOFBRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

8.00%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

22.57%

-9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

25.42%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.81%

26.64%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

26.64%

-0.91%

Dividends

XCH.TO vs. FBRT - Dividend Comparison

XCH.TO's dividend yield for the trailing twelve months is around 2.25%, less than FBRT's 15.28% yield.

PositionTTM20252024202320222021202020192018201720162015
FBRT
Franklin BSP Realty Trust, Inc.		15.28%14.16%11.32%10.51%11.01%1.91%0.00%0.00%0.00%0.00%0.00%0.00%
XCH.TO
iShares China Index ETF		2.25%2.11%1.54%2.86%2.35%1.50%2.17%2.50%2.45%2.41%2.21%2.58%

Frequently Asked Questions

XCH.TO and FBRT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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