XPEV vs. FXI
XPEV (XPeng Inc.) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index. Over the past 5 years, XPEV returned -18.98%/yr vs -3.08%/yr for FXI. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
XPEV vs. FXI - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -28.55% return, which is significantly lower than FXI's -7.83% return.
XPEV
- 1D
- 0.21%
- 1M
- -7.23%
- YTD
- -28.55%
- 6M
- -23.70%
- 1Y
- -20.30%
- 3Y*
- 12.09%
- 5Y*
- -18.98%
- 10Y*
- —
FXI
- 1D
- 1.09%
- 1M
- -2.51%
- YTD
- -7.83%
- 6M
- -8.72%
- 1Y
- -1.10%
- 3Y*
- 10.41%
- 5Y*
- -3.08%
- 10Y*
- 3.13%
XPEV vs. FXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -28.55% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
FXI iShares China Large-Cap ETF | -7.83% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 5.38% |
Correlation
The correlation between XPEV and FXI is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.59 |
The correlation between XPEV and FXI shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XPEV vs. FXI — Risk / Return Rank
XPEV
FXI
XPEV vs. FXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and iShares China Large-Cap ETF (FXI). 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.
| XPEV | FXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.99 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | -0.18 | -0.33 |
| Martin ratioReturn relative to average drawdown | -0.89 | -0.38 | -0.51 |
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Drawdowns
XPEV vs. FXI - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for XPEV and FXI.
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Drawdown Indicators
| XPEV | FXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -72.68% | -18.44% |
Max Drawdown (1Y)Largest decline over 1 year | -48.49% | -16.03% | -32.46% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -28.72% | -42.93% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -54.94% | -33.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.81% | — |
Current DrawdownCurrent decline from peak | -79.92% | -27.42% | -52.50% |
Average DrawdownAverage peak-to-trough decline | -67.89% | -31.21% | -36.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.68% | 7.66% | +20.02% |
Volatility
XPEV vs. FXI - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 14.02% compared to iShares China Large-Cap ETF (FXI) at 6.22%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | FXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.02% | 6.22% | +7.80% |
Volatility (6M)Calculated over the trailing 6-month period | 35.62% | 14.30% | +21.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.48% | 19.90% | +35.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.68% | 31.67% | +47.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.39% | 27.64% | +55.75% |
Dividends
XPEV vs. FXI - Dividend Comparison
XPEV has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 2.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.62% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and FXI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (14.02%) compared to FXI (6.22%). In terms of maximum drawdown, XPEV dropped -91.12% vs FXI's -72.68%.
FXI currently has the higher Sharpe Ratio (-0.15 vs -0.45), 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.
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