In the last 15 Years, the iShares China Large-Cap ETF (FXI) ETF obtained a -0.61% compound annual return, with a 25.30% standard deviation.
In 2021, the ETF granted a 1.26% 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 Jul 31, 2022
Historical returns and stats of iShares China Large-Cap ETF (FXI) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
-10.41
|
-10.40
|
-10.41
Jul 2022 - Jul 2022
|
0 - 1
|
|
3M
|
-1.37
|
-3.76
|
-10.41
Jul 2022 - Jul 2022
|
2 - 1
|
|
6M
|
-19.57
|
-23.68
|
-19.57
Feb 2022 - Jul 2022
|
2 - 4
|
|
YTD
|
-16.58
|
-21.50
|
-19.57
Feb 2022 - Jul 2022
|
3 - 4
|
|
1Y
|
-23.86
|
-29.84
|
18.62
|
-24.61
Sep 2021 - Jul 2022
|
5 - 7
42% pos
|
3Y(*)
|
-7.73
|
-12.05
|
18.50
|
-37.26
Feb 2021 - Jul 2022
|
19 - 17
53% pos
|
5Y(*)
|
-4.34
|
-7.93
|
19.23
|
-37.26
Feb 2021 - Jul 2022
|
33 - 27
55% pos
|
10Y(*)
|
1.15
|
-1.42
|
19.38
|
-39.42
May 2015 - Feb 2016
|
70 - 50
58% pos
|
15Y(*)
|
-0.61
|
-2.92
|
25.30
|
-65.56
Nov 2007 - Feb 2009
|
102 - 78
57% pos
|
MAX(*)
01 Jan 2005
|
5.05
|
2.44
|
25.19
|
-65.56
Nov 2007 - Feb 2009
|
126 - 85
60% pos
|
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%
Correlations as of Jul 31, 2022
Monthly correlations of iShares China Large-Cap ETF (FXI) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs FXI | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2005 |
|
US Total Stock Market VTI |
-0.34
|
0.37
|
0.39
|
0.55
|
|
US Large Cap SPY |
-0.32
|
0.36
|
0.38
|
0.54
|
|
US Small Cap IJR |
-0.46
|
0.40
|
0.37
|
0.49
|
|
US REITs VNQ |
-0.41
|
0.12
|
0.13
|
0.36
|
|
US Technology QQQ |
-0.35
|
0.33
|
0.36
|
0.51
|
|
Preferred Stocks PFF |
-0.29
|
0.12
|
0.14
|
0.36
|
|
EAFE Stocks EFA |
-0.24
|
0.45
|
0.50
|
0.66
|
|
World All Countries VT |
-0.29
|
0.45
|
0.50
|
0.66
|
|
Emerging Markets EEM |
0.26
|
0.77
|
0.77
|
0.83
|
|
Europe VGK |
-0.13
|
0.44
|
0.46
|
0.63
|
|
Pacific VPL |
-0.47
|
0.48
|
0.56
|
0.66
|
|
Latin America FLLA |
-0.36
|
0.30
|
0.39
|
0.63
|
|
US Total Bond Market BND |
-0.11
|
0.00
|
-0.01
|
0.10
|
|
Long Term Treasuries TLT |
0.01
|
-0.21
|
-0.18
|
-0.16
|
|
US Cash BIL |
0.19
|
0.01
|
-0.05
|
0.07
|
|
TIPS TIP |
-0.54
|
-0.11
|
0.04
|
0.16
|
|
Investment Grade Bonds LQD |
-0.20
|
0.14
|
0.16
|
0.26
|
|
High Yield Bonds HYG |
-0.50
|
0.23
|
0.29
|
0.47
|
|
International Bond Market BNDX |
-0.33
|
-0.10
|
-0.03
|
0.10
|
|
Emerging Market Bonds EMB |
-0.19
|
0.30
|
0.32
|
0.49
|
|
Gold GLD |
-0.25
|
0.06
|
0.04
|
0.21
|
|
Commodities DBC |
-0.13
|
0.32
|
0.28
|
0.41
|
Capital Growth as of Jul 31, 2022
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.
The Inflation Adjusted Capital now would be 641.46$, with a net total return of -35.85% (-2.92% annualized).
The Inflation Adjusted Capital now would be 1526.93$, with a net total return of 52.69% (2.44% annualized).
Drawdowns
Worst drawdowns since August 2007.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-65.56% | Nov 2007 | Feb 2009 | 16 | in progress | 161 | 177 |
Worst drawdowns since January 2005.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-65.56% | Nov 2007 | Feb 2009 | 16 | in progress | 161 | 177 |
-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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
9.91 |
158.55 Nov 2006 - Oct 2007 |
-64.62 Nov 2007 - Oct 2008 |
39.00% |
2 Years |
7.53 |
97.94 Nov 2005 - Oct 2007 |
-22.80 Nov 2007 - Oct 2009 |
45.74% |
3 Years |
5.24 |
47.53 Jan 2005 - Dec 2007 |
-13.23 Nov 2007 - Oct 2010 |
30.11% |
5 Years |
4.72 |
20.68 Nov 2005 - Oct 2010 |
-10.94 Nov 2007 - Oct 2012 |
23.68% |
7 Years |
3.95 |
13.35 Feb 2005 - Jan 2012 |
-6.22 Nov 2007 - Oct 2014 |
10.94% |
10 Years |
4.08 |
12.98 May 2005 - Apr 2015 |
-2.36 Nov 2007 - Oct 2017 |
3.26% |
15 Years |
5.45 |
8.22 Jan 2005 - Dec 2019 |
-0.61 Aug 2007 - Jul 2022 |
3.13% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
-0.53 44% |
-0.24 56% |
0.22 61% |
3.00 67% |
-0.49 44% |
0.90 67% |
1.57 72% |
-1.23 53% |
0.01 59% |
2.24 76% |
1.63 71% |
1.09 47% |
Best Year |
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 |
11.3 2006 |
18.5 2006 |
Worst Year |
-15.5 2008 |
-10.3 2018 |
-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/Yearly Returns
iShares China Large-Cap ETF (FXI) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-16.58 | -21.50 | 3.7 | -8.0 | -8.4 | -3.2 | 3.0 | 6.9 | -10.4 | |||||
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 |