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

Performance

XCH.TO vs. HYXF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares China Index ETF (XCH.TO) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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 HYXF is traded in USD. To make them comparable, the HYXF 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 -6.21% return, which is significantly lower than HYXF's 3.10% return.


XCH.TO

1D
1.21%
1M
-3.47%
YTD
-6.21%
6M
-7.43%
1Y
1.29%
3Y*
11.77%
5Y*
-0.72%
10Y*
3.62%

HYXF

1D
0.13%
1M
2.43%
YTD
3.10%
6M
3.23%
1Y
8.75%
3Y*
10.13%
5Y*
6.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCH.TO vs. HYXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCH.TO
iShares China Index ETF
-6.21%22.48%39.50%-14.76%-15.40%-20.56%7.17%8.11%-6.28%27.28%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
3.10%3.91%17.52%9.21%-6.32%2.55%3.55%10.14%8.15%-0.35%

Correlation

The correlation between XCH.TO and HYXF is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.20

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.18

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Return for Risk

XCH.TO vs. HYXF — 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: 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

HYXF
HYXF Risk / Return Rank: 5454
Overall Rank
HYXF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYXF Sortino Ratio Rank: 5353
Sortino Ratio Rank
HYXF Omega Ratio Rank: 5151
Omega Ratio Rank
HYXF Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYXF Martin Ratio Rank: 6363
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. HYXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Index ETF (XCH.TO) and iShares ESG Advanced High Yield Corporate Bond ETF (HYXF). 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.


XCH.TOHYXFDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.01

1.25

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.05

2.08

-2.12

Martin ratioReturn relative to average drawdown

-0.09

5.63

-5.72

XCH.TO vs. HYXF - Sharpe Ratio Comparison

The current XCH.TO Sharpe Ratio is -0.04, which is lower than the HYXF Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of XCH.TO and HYXF, 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

XCH.TO vs. HYXF - Drawdown Comparison

The maximum XCH.TO drawdown since its inception was -58.02%, which is greater than HYXF's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for XCH.TO and HYXF.


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Drawdown Indicators


XCH.TOHYXFDifference

Max Drawdown

Largest peak-to-trough decline

-58.02%

-15.68%

-42.34%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-3.94%

-12.57%

Max Drawdown (3Y)

Largest decline over 3 years

-27.28%

-7.38%

-19.90%

Max Drawdown (5Y)

Largest decline over 5 years

-50.32%

-15.68%

-34.64%

Max Drawdown (10Y)

Largest decline over 10 years

-58.02%

Current Drawdown

Current decline from peak

-21.70%

0.00%

-21.70%

Average Drawdown

Average peak-to-trough decline

-20.40%

-3.00%

-17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.55%

1.45%

+7.10%

Volatility

XCH.TO vs. HYXF - Volatility Comparison

iShares China Index ETF (XCH.TO) has a higher volatility of 5.94% compared to iShares ESG Advanced High Yield Corporate Bond ETF (HYXF) at 1.53%. This indicates that XCH.TO's price experiences larger fluctuations and is considered to be riskier than HYXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCH.TOHYXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

1.53%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

4.20%

+9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.18%

5.74%

+13.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.79%

10.30%

+19.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.71%

10.53%

+15.18%

XCH.TO vs. HYXF - Expense Ratio Comparison

XCH.TO has a 0.87% expense ratio, which is higher than HYXF's 0.35% expense ratio.


Dividends

XCH.TO vs. HYXF - Dividend Comparison

XCH.TO's dividend yield for the trailing twelve months is around 2.25%, less than HYXF's 6.09% yield.


PositionTTM20252024202320222021202020192018201720162015
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.09%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%0.00%
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


XCH.TO and HYXF 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.

On fees, HYXF is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYXF is cheaper with a 0.35% expense ratio, compared with 0.87% for XCH.TO.

XCH.TO is categorized as China Equities, while HYXF is High Yield Bonds. XCH.TO tracks Morningstar China GR CAD, while HYXF tracks Bloomberg MSCI US High Yield Corporate Choice ESG Screened. Their fees differ too: 0.87% for XCH.TO and 0.35% for HYXF.

Portfolio Optimizer

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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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