iShares China Large Cap UCITS

10-Year Study

FXC.LSE · · GB · ETF

Executive Summary: iShares China Large Cap UCITS has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 47.8% and an annualized volatility of 28.9%.

1Y CAGR
+9.4%
3Y CAGR
+13.9%
5Y CAGR
-0.5%
10Y CAGR
+5.2%

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 →
47.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +33.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -18.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.8-4.4-3.73.0————————-3.5%
20257.07.4-1.4-8.43.24.15.81.46.8-1.2-1.0-3.620.5%
2024-8.07.43.27.50.9-0.0-3.00.220.52.1-2.94.033.8%
20239.6-10.53.4-6.2-8.14.59.9-8.51.2-4.6-4.1-3.4-17.9%
20222.1-6.5-5.81.71.49.5-9.74.3-9.6-21.627.33.5-10.7%
20214.9-2.7-3.6-1.1-2.63.0-12.81.4-1.61.9-2.6-3.9-18.9%
2020-9.04.5-3.03.2-0.23.5-2.06.9-2.95.03.7-1.17.6%
20195.50.73.00.5-6.46.31.0-5.41.7-2.3-0.36.310.2%
20188.1-6.5-3.12.82.0-5.61.1-1.31.9-6.75.9-3.6-6.2%
20172.55.40.1-3.34.4-1.05.36.6-4.05.5-0.51.624.1%
2016———-2.7-0.613.13.86.14.43.5-0.3-3.725.1%

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 28.9%. The dominant macroeconomic risk driver is VWO.US, accounting for 77.1% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019734.868184523431
2016-05-019679.910814203884
2016-06-0110946.156583764283
2016-07-0111358.336356295993
2016-08-0112050.501271259885
2016-09-0112578.72201692957
2016-10-0113017.896511139266
2016-11-0112981.998800077523
2016-12-0112506.609135764409
2017-01-0112818.336143444958
2017-02-0113506.892890026149
2017-03-0113518.38159542111
2017-04-0113067.258160984407
2017-05-0113640.161872607683
2017-06-0113505.361129955474
2017-07-0114223.788308617604
2017-08-0115161.267072738246
2017-09-0114553.836459197555
2017-10-0115349.56410672367
2017-11-0115280.02684427194
2017-12-0115523.04456791734
2018-01-0116784.707577914938
2018-02-0115688.469606901494
2018-03-0115206.441575146948
2018-04-0115629.10658362191
2018-05-0115936.211452278381
2018-06-0115037.97825926585
2018-07-0115197.770621665783
2018-08-0114995.843851267691
2018-09-0115286.910777994974
2018-10-0114257.362429518083
2018-11-0115101.952314541972
2018-12-0114559.21145274286
2019-01-0115364.722977909594
2019-02-0115466.6448995853
2019-03-0115935.15668855404
2019-04-0116022.283645655205
2019-05-0115003.06483279006
2019-06-0115948.70605047651
2019-07-0116102.472345571372
2019-08-0115229.476540534117
2019-09-0115490.068610936354
2019-10-0115128.49528311803
2019-11-0115087.003265203564
2019-12-0116039.15279713626
2020-01-0114601.733596975124
2020-02-0115254.642843533142
2020-03-0114790.219854320627
2020-04-0115257.189987866885
2020-05-0115228.322823291694
2020-06-0115763.020581584558
2020-07-0115440.492696432677
2020-08-0116509.345180344702
2020-09-0116031.51823029751
2020-10-0116833.927259753527
2020-11-0117450.422823334102
2020-12-0117260.37491791654
2021-01-0118106.135887535
2021-02-0117621.338368949964
2021-03-0116979.33279035451
2021-04-0116792.264193614956
2021-05-0116362.796635636929
2021-06-0116848.85187363135
2021-07-0114697.916012656273
2021-08-0114906.241238700946
2021-09-0114665.857496150049
2021-10-0114948.704818606184
2021-11-0114562.595865007124
2021-12-0114000.558663290642
2022-01-0114291.993333602459
2022-02-0113361.021470106374
2022-03-0112591.95775678352
2022-04-0112808.734824947895
2022-05-0112993.130061131666
2022-06-0114233.526546472338
2022-07-0112848.3121932605
2022-08-0113396.101501995257
2022-09-0112109.646596799692
2022-10-019495.032321349167
2022-11-0112082.910365944446
2022-12-0112505.042640989426
2023-01-0113702.737452143603
2023-02-0112262.729102890029
2023-03-0112685.3904763378
2023-04-0111902.033432193282
2023-05-0110935.55401722102
2023-06-0111424.805251903445
2023-07-0112551.285841393383
2023-08-0111483.071506699991
2023-09-0111617.834283512611
2023-10-0111084.79288594482
2023-11-0110629.526328289929
2023-12-0110271.542589826418
2024-01-019454.952713445819
2024-02-0110151.763395110553
2024-03-0110481.631611844365
2024-04-0111268.75212081118
2024-05-0111374.271911625863
2024-06-0111368.994861868865
2024-07-0111033.266173513297
2024-08-0111059.971910529299
2024-09-0113326.273841259857
2024-10-0113609.455990109818
2024-11-0113208.281262410208
2024-12-0113741.087190994162
2025-01-0114709.213677177555
2025-02-0115793.673150350238
2025-03-0115565.308019380915
2025-04-0114251.784278341785
2025-05-0114708.102570531693
2025-06-0115315.475023637267
2025-07-0116208.694908310377
2025-08-0116433.247299644318
2025-09-0117550.621742119496
2025-10-0117341.08625396493
2025-11-0117167.816422402597
2025-12-0116557.548872082363
2026-01-0116848.351047662294
2026-02-0116099.13155363344
2026-03-0115503.39098560511
2026-04-0115969.886142264582
Annual Return Matrix
YearAnnual Return
20170.2411873113973806
2018-0.06209046884826386
20190.1016498283026579
20200.07614006401873818
2021-0.18886126576788087
2022-0.10681831048802692
2023-0.17860795163080612
20240.3377822338588361
20250.20496643693041228
2026-0.03549213318697397
Total Factor Risk
0.28932621177095497
VTI.US Exposure
0.0003851106279381962
VEA.US Exposure
-0.05261620830525646
VWO.US Exposure
0.7713151275074142
QQQ.US Exposure
-0.027282679084430276
VTV.US Exposure
-0.001276005251189012
IJR.US Exposure
-0.008358252155700562
QUAL.US Exposure
0.03311129658903906
SHV.US Exposure
0.12876552876441044
TLT.US Exposure
-0.0030556689801705854
LQD.US Exposure
0.02507801445969146
HYG.US Exposure
0.015176298970361853
GLD.US Exposure
-0.007353018343617488
USO.US Exposure
-0.00024382212353232026
VNQ.US Exposure
-0.003573807259843851
BTC-USD.CC Exposure
-0.00022129755136048027
CPER.US Exposure
-0.0015645996925457751
VIX.INDX Exposure
-0.0010125865614120009
UUP.US Exposure
0.011040927996774636
TIP.US Exposure
0.0001326016017372476
Idiosyncratic Exposure
0.12155303879169178
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.9%

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 →10.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.05%
Market Cap$128.3B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.690.01%Solid

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 →
+0.2%
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 →
-3.8%
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 →
10.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares China Large Cap UCITS a high-risk investment?

iShares China Large Cap UCITS (FXC.LSE) has an annualized volatility of 28.9% and experienced a maximum drawdown of 47.8% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of FXC.LSE?

Over the past 10 years, FXC.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.2%. It has had a positive return in 50% 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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