iShares MSCI China A ETF

10-Year Study

CNYA.US · · US · ETF

Executive Summary: iShares MSCI China A ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 43.3% and an annualized volatility of 27.8%.

1Y CAGR
+36.3%
3Y CAGR
+10.2%
5Y CAGR
-2.1%
10Y CAGR
+6.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
43.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +41.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -26.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.53.0-5.45.4————————4.2%
2025-1.51.80.3-3.52.34.23.412.82.6-0.1-1.03.526.5%
2024-8.29.6-0.12.4-1.0-3.50.8-2.021.3-3.6-0.5-2.110.8%
202310.6-5.40.1-1.3-8.3-1.26.6-7.9-1.4-4.10.8-1.6-13.8%
2022-7.82.0-10.0-10.34.110.6-7.3-4.3-9.2-9.616.0-0.5-26.5%
20213.6-1.0-5.93.26.6-1.9-5.60.70.91.60.41.33.5%
2020-10.39.6-9.15.01.39.514.45.3-3.62.96.07.441.5%
201910.113.24.40.6-10.27.3-0.6-2.20.12.9-0.88.635.9%
20188.5-6.6-0.3-4.20.4-10.5-0.3-6.93.0-8.30.4-4.0-26.6%
20175.02.3-0.1-0.92.75.33.44.2-0.03.8-0.52.331.0%
2016——————3.32.4-1.50.54.4-9.0-0.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 27.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.0% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0110334.176495387119
2016-08-0110584.77210114023
2016-09-0110429.620479033696
2016-10-0110481.337686402541
2016-11-0110946.351363275391
2016-12-019959.6066550977
2017-01-0110459.425277214035
2017-02-0110697.226389011441
2017-03-0110689.137915821055
2017-04-0110588.399658813494
2017-05-0110878.506230575409
2017-06-0111457.984058354657
2017-07-0111850.593644911125
2017-08-0112352.471151112288
2017-09-0112351.686814318067
2017-10-0112817.926017431884
2017-11-0112749.100463739129
2017-12-0113046.707256095766
2018-01-0114154.631998980363
2018-02-0113213.72197221487
2018-03-0113177.054227085113
2018-04-0112627.136092238006
2018-05-0112671.990352657433
2018-06-0111342.539486455486
2018-07-0111305.773699226447
2018-08-0110524.770336382442
2018-09-0110844.191495828309
2018-10-019944.165024461503
2018-11-019980.97983274018
2018-12-019581.409257135014
2019-01-0110547.02589291842
2019-02-0111934.958871339351
2019-03-0112460.41550241674
2019-04-0112540.46687647676
2019-05-0111260.870417757385
2019-06-0112084.963283233821
2019-07-0112012.853319215272
2019-08-0111745.639577634636
2019-09-0111754.120219222134
2019-10-0112093.443924821317
2019-11-0111995.892036040277
2019-12-0113025.530162651843
2020-01-0111681.912213104308
2020-02-0112798.758787023147
2020-03-0111639.116836769706
2020-04-0112225.3595693991
2020-05-0112383.64853868251
2020-06-0113564.56562447915
2020-07-0115517.711305234467
2020-08-0116333.274508073768
2020-09-0115753.061364549938
2020-10-0116204.545231722503
2020-11-0117170.35795170446
2020-12-0118436.08145337608
2021-01-0119107.326686079003
2021-02-0118925.45859191937
2021-03-0117816.798533290195
2021-04-0118392.795866545097
2021-05-0119609.694402776553
2021-06-0119238.654078061118
2021-07-0118158.524270321675
2021-08-0118288.626136062823
2021-09-0118457.797778366028
2021-10-0118752.806455091817
2021-11-0118835.210839534495
2021-12-0119087.816308322796
2022-01-0117594.92926262537
2022-02-0117945.184662293992
2022-03-0116154.592782140651
2022-04-0114495.377315019068
2022-05-0115090.786983930902
2022-06-0116688.971244252283
2022-07-0115469.621655538887
2022-08-0114798.57250703452
2022-09-0113434.512779787641
2022-10-0112149.376942459092
2022-11-0114092.424286988831
2022-12-0114027.66748041609
2023-01-0115510.4071688383
2023-02-0114665.676441463966
2023-03-0114679.157230114612
2023-04-0114494.93612557232
2023-05-0113295.292998813691
2023-06-0113138.082492622332
2023-07-0114002.568703001069
2023-08-0112899.448022981069
2023-09-0112712.628802807925
2023-10-0112197.074423757562
2023-11-0112300.655901644166
2023-12-0112097.90484033844
2024-01-0111109.297332274477
2024-02-0112171.681520044705
2024-03-0112158.838005039363
2024-04-0112453.993744914067
2024-05-0112332.176436561858
2024-06-0111903.291273272742
2024-07-0112001.970646195477
2024-08-0111762.306734511798
2024-09-0114271.74328656725
2024-10-0113764.228359657638
2024-11-0113693.736090277165
2024-12-0113402.403992274283
2025-01-0113195.878310146378
2025-02-0113431.228369461847
2025-03-0113464.856809514005
2025-04-0112998.91173269802
2025-05-0113291.910546388619
2025-06-0113846.632744100318
2025-07-0114314.440620802574
2025-08-0116142.337519730974
2025-09-0116561.908683588732
2025-10-0116542.64341108072
2025-11-0116373.814916124984
2025-12-0116951.4789650676
2026-01-0117211.29052815279
2026-02-0117721.10944439542
2026-03-0116755.39476651274
2026-04-0117662.284184828968
Annual Return Matrix
YearAnnual Return
20170.309962100703844
2018-0.26560709387739767
20190.3594586989332582
20200.41538050452932285
20210.03535105095922475
2022-0.26509836149776567
2023-0.13756831937824132
20240.10782851817334582
20250.26480883391062937
20260.04193175245806824
Total Factor Risk
0.27776111292283845
VTI.US Exposure
0.15304233928114805
VEA.US Exposure
-0.0024824176070831
VWO.US Exposure
0.3070604153463942
QQQ.US Exposure
-0.05953149724469891
VTV.US Exposure
-0.03074758348110926
IJR.US Exposure
0.002867167504035603
QUAL.US Exposure
0.0403205899290835
SHV.US Exposure
0.4498335690582669
TLT.US Exposure
-0.010749648977880931
LQD.US Exposure
0.03304577645001869
HYG.US Exposure
-0.005683130793458625
GLD.US Exposure
-0.001822137343299021
USO.US Exposure
0.00028897270339374795
VNQ.US Exposure
-0.01995772072442843
BTC-USD.CC Exposure
0.000976533483021905
CPER.US Exposure
-0.005110627396770137
VIX.INDX Exposure
-0.006843485585772498
UUP.US Exposure
-0.0058568832158365355
TIP.US Exposure
0.02694716304044371
Idiosyncratic Exposure
0.13440260557453138
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI China A ETF a high-risk investment?

iShares MSCI China A ETF (CNYA.US) has an annualized volatility of 27.8% and experienced a maximum drawdown of 43.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CNYA.US?

Over the past 10 years, CNYA.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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