Data Source: from January 2005 to March 2023 (~18 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
ETF: iShares China Large-Cap ETF (FXI)
In the last 15 Years, the iShares China Large-Cap ETF (FXI) ETF obtained a -0.51% compound annual return, with a 26.11% standard deviation.
In 2022, the ETF granted a 2.03% dividend yield. If you are interested in getting periodic income, please refer to the iShares China Large-Cap ETF (FXI) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: Emerging Asia Pacific
- Country: China
Historical Returns as of Mar 31, 2023
Historical returns and Metrics of iShares China Large-Cap ETF (FXI) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
ISHARES CHINA LARGE-CAP ETF (FXI) ETF
Portfolio Metrics
Data Source: 1 January 2005 - 31 March 2023 (~18 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~18Y) |
|
| Portfolio Return (%) |
5.62 | 4.35 | 16.58 | -5.28 | -5.72 | -6.83 | 0.28 | 4.82 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.54 |
| Infl. Adjusted Return (%) |
5.62 | 2.94 | 15.02 | -9.48 | -10.42 | -10.25 | -2.26 | 2.22 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 47.57 | 30.94 | 26.80 | 23.70 | 26.93 | |||
| Sharpe Ratio | -0.16 | -0.21 | -0.30 | -0.02 | 0.03 | |||
| Sortino Ratio | -0.26 | -0.32 | -0.46 | -0.03 | 0.04 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -38.22 | -56.74 | -56.74 | -56.74 | -65.56 | |||
| Start (yyyy mm) | 2022 07 | 2021 02 | 2021 02 | 2021 02 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2009 02 | |||
| Start to Bottom (# months) | 4 | 21 | 21 | 21 | 16 | |||
| Start to Recovery (# months) in progress |
> 9
|
> 26
|
> 26
|
> 26
|
> 185
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 158.55 | 47.53 | 20.68 | 12.98 | ||||
| Worst Return (%) | -64.62 | -18.51 | -12.55 | -3.25 | ||||
| % Positive Periods | 59% | 67% | 73% | 91% | ||||
| MONTHS | ||||||||
| Positive | 1 | 2 | 4 | 6 | 19 | 31 | 69 | 130 |
| Negative | 0 | 1 | 2 | 6 | 17 | 29 | 51 | 89 |
| % Positive | 100% | 67% | 67% | 50% | 53% | 52% | 58% | 59% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 30.61 | 15.94 | 11.00 | 11.20 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 2.17 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of Mar 31, 2023
Monthly correlations of iShares China Large-Cap ETF (FXI) ETF vs the main Asset Classes, over different timeframes.
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Columns are sortable (click on table header to sort).
ISHARES CHINA LARGE-CAP ETF (FXI) ETF
Monthly correlations as of 31 March 2023
Swipe left to see all data
| Correlation vs FXI | |||||
|---|---|---|---|---|---|
|
|
|||||
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2005 |
|
|
US Total Stock Market VTI |
0.14
|
0.31
|
0.38
|
0.52
|
|
|
US Large Cap SPY |
0.15
|
0.30
|
0.38
|
0.52
|
|
|
US Small Cap IJR |
0.00
|
0.29
|
0.32
|
0.45
|
|
|
US REITs VNQ |
0.33
|
0.26
|
0.22
|
0.37
|
|
|
US Technology QQQ |
0.20
|
0.31
|
0.39
|
0.50
|
|
|
Preferred Stocks PFF |
0.42
|
0.34
|
0.29
|
0.38
|
|
|
EAFE Stocks EFA |
0.48
|
0.50
|
0.54
|
0.66
|
|
|
World All Countries VT |
0.32
|
0.43
|
0.50
|
0.64
|
|
|
Emerging Markets EEM |
0.82
|
0.78
|
0.79
|
0.83
|
|
|
Europe VGK |
0.41
|
0.45
|
0.48
|
0.62
|
|
|
Pacific VPL |
0.58
|
0.56
|
0.62
|
0.67
|
|
|
Latin America FLLA |
-0.01
|
0.19
|
0.31
|
0.58
|
|
|
US Total Bond Market BND |
0.62
|
0.39
|
0.28
|
0.22
|
|
|
Long Term Treasuries TLT |
0.72
|
0.20
|
0.09
|
-0.04
|
|
|
US Cash BIL |
0.29
|
0.13
|
0.05
|
0.08
|
|
|
TIPS TIP |
0.26
|
0.16
|
0.18
|
0.20
|
|
|
Invest. Grade Bonds LQD |
0.57
|
0.43
|
0.36
|
0.34
|
|
|
High Yield Bonds HYG |
0.14
|
0.29
|
0.33
|
0.46
|
|
|
International Bonds BNDX |
0.34
|
0.20
|
0.16
|
0.17
|
|
|
Emerg. Market Bonds EMB |
0.61
|
0.49
|
0.46
|
0.52
|
|
|
Gold GLD |
0.76
|
0.29
|
0.19
|
0.25
|
|
|
Commodities DBC |
0.12
|
0.23
|
0.27
|
0.38
|
|
Capital Growth as of Mar 31, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares China Large-Cap ETF (FXI) ETF: Dividend Yield page.
An investment of 1000$, since April 2008,
now would be worth 926.57$, with a total return of -7.34% (-0.51% annualized).
The Inflation Adjusted Capital now would be 657.65$, with a net total return of -34.23% (-2.76% annualized).
The Inflation Adjusted Capital now would be 657.65$, with a net total return of -34.23% (-2.76% annualized).
An investment of 1000$, since January 2005,
now would be worth 2359.07$, with a total return of 135.91% (4.82% annualized).
The Inflation Adjusted Capital now would be 1492.26$, with a net total return of 49.23% (2.22% annualized).
The Inflation Adjusted Capital now would be 1492.26$, with a net total return of 49.23% (2.22% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since April 2008.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -56.74% | Feb 2021 | Oct 2022 | 21 | in progress | 5 | 26 |
| -53.16% | May 2008 | Feb 2009 | 10 | Apr 2015 | 74 | 84 |
| -39.42% | May 2015 | Feb 2016 | 10 | Jan 2018 | 23 | 33 |
| -24.85% | Feb 2018 | Mar 2020 | 26 | Jan 2021 | 10 | 36 |
Worst drawdowns since January 2005.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -65.56% | Nov 2007 | Feb 2009 | 16 | in progress | 169 | 185 |
| -11.08% | Jan 2007 | Feb 2007 | 2 | May 2007 | 3 | 5 |
| -10.32% | Oct 2005 | Oct 2005 | 1 | Jan 2006 | 3 | 4 |
| -6.78% | May 2006 | May 2006 | 1 | Jul 2006 | 2 | 3 |
| -5.54% | Mar 2005 | Mar 2005 | 1 | Jul 2005 | 4 | 5 |
| -2.33% | Jan 2005 | Jan 2005 | 1 | Feb 2005 | 1 | 2 |
Rolling Returns ( more details)
iShares China Large-Cap ETF (FXI) ETF: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
8.63 |
158.55 Nov 2006 - Oct 2007 |
-64.62 Nov 2007 - Oct 2008 |
41.35% |
| 2 Years |
6.37 |
97.94 Nov 2005 - Oct 2007 |
-29.89 Nov 2020 - Oct 2022 |
47.96% |
| 3 Years |
4.59 |
47.53 Jan 2005 - Dec 2007 |
-18.51 Nov 2019 - Oct 2022 |
33.15% |
| 5 Years |
4.09 |
20.68 Nov 2005 - Oct 2010 |
-12.55 Nov 2017 - Oct 2022 |
27.50% |
| 7 Years |
3.67 |
13.35 Feb 2005 - Jan 2012 |
-6.22 Nov 2007 - Oct 2014 |
13.97% |
| 10 Years |
3.71 |
12.98 May 2005 - Apr 2015 |
-3.25 Nov 2012 - Oct 2022 |
9.00% |
| 15 Years |
3.91 |
8.22 Jan 2005 - Dec 2019 |
-5.88 Nov 2007 - Oct 2022 |
22.50% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the iShares China Large-Cap ETF (FXI) ETF: Rolling Returns page.
Seasonality
iShares China Large-Cap ETF (FXI) ETF: in which months is it better to invest?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
4.77
80% |
-3.44
40% |
-2.78
40% |
-0.28
40% |
-1.13
40% |
2.04
80% |
-4.22
40% |
-0.19
40% |
-4.20
40% |
-3.05
60% |
8.42
60% |
0.47
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
104.77
|
101.16
|
98.35
|
98.08
|
96.96
|
98.95
|
94.77
|
94.59
|
90.62
|
87.85
|
95.25
|
95.70
|
| Best |
12.4 2023 |
2.3 2020 |
5.6 2023 |
2.8 2020 |
3.0 2022 |
7.0 2019 |
4.2 2020 |
6.3 2020 |
1.7 2019 |
5.0 2020 |
34.4 2022 |
8.6 2019 |
| Worst |
-8.9 2020 |
-12.1 2023 |
-8.4 2022 |
-3.2 2022 |
-9.3 2019 |
-6.7 2018 |
-12.5 2021 |
-4.8 2019 |
-14.4 2022 |
-19.0 2022 |
-5.3 2021 |
-6.0 2018 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
2.13
60% |
-1.80
50% |
0.10
70% |
1.34
50% |
-0.52
50% |
0.17
60% |
-0.80
60% |
-0.11
60% |
-2.00
40% |
-0.04
70% |
5.10
70% |
-0.54
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.13
|
100.29
|
100.39
|
101.74
|
101.21
|
101.38
|
100.57
|
100.46
|
98.45
|
98.41
|
103.43
|
102.87
|
| Best |
14.1 2018 |
6.1 2015 |
11.5 2016 |
15.6 2015 |
5.5 2014 |
7.0 2019 |
9.3 2014 |
6.3 2020 |
5.6 2013 |
7.9 2015 |
34.4 2022 |
8.6 2019 |
| Worst |
-11.6 2016 |
-12.1 2023 |
-8.4 2022 |
-3.2 2022 |
-9.3 2019 |
-7.3 2013 |
-12.5 2021 |
-11.3 2015 |
-14.4 2022 |
-19.0 2022 |
-5.3 2021 |
-6.0 2018 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.15
47% |
-0.86
53% |
0.50
63% |
3.00
67% |
-0.49
44% |
0.90
67% |
1.57
72% |
-1.20
50% |
-0.79
56% |
1.06
72% |
3.45
72% |
1.17
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.15
|
99.28
|
99.78
|
102.78
|
102.28
|
103.19
|
104.81
|
103.56
|
102.74
|
103.83
|
107.41
|
108.67
|
| Best |
16.4 2006 |
6.7 2005 |
17.4 2009 |
17.5 2008 |
16.9 2009 |
14.7 2007 |
9.3 2014 |
7.4 2007 |
19.8 2007 |
21.4 2007 |
34.4 2022 |
18.5 2006 |
| Worst |
-15.5 2008 |
-12.1 2023 |
-9.0 2012 |
-3.2 2022 |
-11.7 2012 |
-13.0 2008 |
-12.5 2021 |
-11.3 2015 |
-20.2 2011 |
-27.0 2008 |
-14.2 2007 |
-8.0 2007 |
Monthly Seasonality over the period Jan 2005 - Mar 2023
Monthly/Yearly Returns
iShares China Large-Cap ETF (FXI) ETF data source starts from January 2005: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2005 - Mar 2023
130 Positive Months (59%) - 89 Negative Months (41%)
MONTHLY RETURNS TABLE
Jan 2005 - Mar 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+4.35 | +2.94 | 12.4 | -12.1 | 5.6 | |||||||||
| 2022 |
-20.67 | -25.48 | 3.7 | -8.0 | -8.4 | -3.2 | 3.0 | 6.9 | -10.4 | -0.6 | -14.4 | -19.0 | 34.4 | 2.6 |
| 2021 |
-20.05 | -25.30 | 6.3 | -0.6 | -4.9 | -0.8 | -0.1 | 0.5 | -12.5 | 1.0 | -4.9 | 3.6 | -5.3 | -3.1 |
| 2020 |
+8.93 | +7.46 | -8.9 | 2.3 | -7.7 | 2.8 | 1.2 | 2.5 | 4.2 | 6.3 | -4.5 | 5.0 | 6.6 | 0.3 |
| 2019 |
+14.87 | +12.30 | 10.4 | 1.1 | 1.5 | 0.5 | -9.3 | 7.0 | -3.9 | -4.8 | 1.7 | 3.4 | -0.5 | 8.6 |
| 2018 |
-13.26 | -14.89 | 14.1 | -10.3 | 0.0 | -0.7 | -0.5 | -6.7 | 1.5 | -2.8 | 1.0 | -8.2 | 6.9 | -6.0 |
| 2017 |
+36.22 | +33.40 | 5.7 | 4.1 | 0.8 | 0.1 | 4.2 | -0.6 | 7.1 | 4.0 | -0.5 | 4.3 | 0.5 | 2.0 |
| 2016 |
+1.08 | -0.98 | -11.6 | -2.9 | 11.5 | -0.7 | 0.4 | 2.4 | 3.5 | 4.6 | 2.6 | -3.0 | 2.0 | -5.8 |
| 2015 |
-12.93 | -13.56 | -0.9 | 6.1 | 1.5 | 15.6 | -5.0 | -5.0 | -12.2 | -11.3 | -1.3 | 7.9 | -2.1 | -3.7 |
| 2014 |
+11.45 | +10.61 | -9.9 | 2.3 | 1.1 | -2.4 | 5.5 | 2.0 | 9.3 | 0.0 | -5.4 | 4.3 | 1.7 | 3.8 |
| 2013 |
-2.18 | -3.63 | 2.5 | -6.1 | -5.2 | 2.2 | -4.6 | -7.3 | 5.4 | 2.5 | 5.6 | 1.3 | 6.8 | -3.9 |
| 2012 |
+19.17 | +17.13 | 11.4 | 3.8 | -9.0 | 3.4 | -11.7 | 3.1 | 1.6 | -3.3 | 4.6 | 6.3 | 1.0 | 9.1 |
| 2011 |
-17.56 | -19.93 | -1.3 | -0.2 | 5.8 | 0.7 | 0.4 | -3.8 | -1.4 | -8.8 | -20.2 | 17.0 | 0.4 | -3.5 |
| 2010 |
+3.50 | +1.97 | -9.2 | 3.2 | 6.3 | -3.0 | -3.6 | 0.5 | 5.4 | -4.7 | 9.0 | 5.0 | -3.6 | -0.2 |
| 2009 |
+47.37 | +43.47 | -13.7 | -3.2 | 17.4 | 12.1 | 16.9 | 3.6 | 9.1 | -6.1 | 4.1 | 1.9 | 4.8 | -2.8 |
| 2008 |
-47.78 | -47.83 | -15.5 | 0.8 | -6.9 | 17.5 | -4.2 | -13.0 | 2.4 | -5.7 | -18.1 | -27.0 | 5.7 | 10.2 |
| 2007 |
+54.72 | +48.65 | -6.8 | -4.5 | 3.4 | 2.8 | 6.7 | 14.7 | 8.6 | 7.4 | 19.8 | 21.4 | -14.2 | -8.0 |
| 2006 |
+83.17 | +78.63 | 16.4 | 1.2 | 2.3 | 5.8 | -6.8 | 4.8 | 2.4 | 0.7 | 2.7 | 5.2 | 11.3 | 18.5 |
| 2005 |
+13.31 | +9.57 | -2.3 | 6.7 | -5.5 | 1.3 | -1.2 | 4.5 | 8.1 | 0.0 | 4.0 | -10.3 | 5.8 | 3.1 |
