iShares China Large-Cap ETF

10-Year Study

FXI.US · · US · ETF

Executive Summary: iShares China Large-Cap ETF has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 56.8% and an annualized volatility of 30.2%.

1Y CAGR
+9.9%
3Y CAGR
+16.0%
5Y CAGR
-2.1%
10Y CAGR
+3.5%

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 →
56.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +36.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.7%
% 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.
20263.4-5.9-3.73.7————————-2.8%
20254.810.51.7-5.53.46.51.83.95.7-3.5-0.5-2.128.9%
2024-9.47.62.85.94.5-2.1-1.23.020.1-0.7-4.01.929.0%
202312.4-12.15.6-4.1-8.35.311.9-9.9-3.2-3.8-1.4-2.0-12.4%
20223.7-8.0-8.4-3.23.06.9-10.4-0.6-14.4-19.034.42.6-20.7%
20216.3-0.6-4.9-0.8-0.10.5-12.51.0-4.93.6-5.3-3.1-20.1%
2020-8.92.3-7.72.81.22.54.26.3-4.55.06.60.38.9%
201910.41.11.50.5-9.37.0-3.9-4.81.73.4-0.58.614.9%
201814.1-10.30.0-0.7-0.5-6.81.5-2.81.0-8.26.9-6.0-13.3%
20175.74.10.80.14.2-0.67.14.0-0.54.30.52.036.3%
2016———-0.70.42.43.54.62.6-3.02.0-5.85.6%

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 30.2%. The dominant macroeconomic risk driver is VWO.US, accounting for 86.7% of variance. Idiosyncratic stock-specific factors contribute 10.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019928.934507458862
2016-05-019964.467253729432
2016-06-0110207.845841387547
2016-07-0110568.787704087208
2016-08-0111052.04058947432
2016-09-0111338.412669703717
2016-10-0110995.369062018393
2016-11-0111213.124884603356
2016-12-0110561.289277249622
2017-01-0111163.725700763785
2017-02-0111623.164486847609
2017-03-0111711.41230420251
2017-04-0111723.58311761226
2017-05-0112213.467777488893
2017-06-0112135.845871531976
2017-07-0113000.727234361633
2017-08-0113520.266476756762
2017-09-0113459.148645949905
2017-10-0114036.75359566523
2017-11-0114110.079920418702
2017-12-0114390.611517432899
2018-01-0116416.58094344528
2018-02-0114717.866980168734
2018-03-0114724.121949289532
2018-04-0114627.509052748983
2018-05-0114555.802991081015
2018-06-0113570.720715628755
2018-07-0113776.004280508989
2018-08-0113387.555625892557
2018-09-0113523.356280780288
2018-10-0112408.502236339862
2018-11-0113270.70828105159
2018-12-0112479.454687270383
2019-01-0113775.928919435246
2019-02-0113932.41618906586
2019-03-0114136.795421061157
2019-04-0114207.031941791103
2019-05-0112891.37831635825
2019-06-0113796.46481203064
2019-07-0113257.783856904392
2019-08-0112619.061076382217
2019-09-0112838.437162052685
2019-10-0113273.91112668573
2019-11-0113206.161521389355
2019-12-0114339.139904065352
2020-01-0113060.676968525446
2020-02-0113363.025596388696
2020-03-0112337.625146483088
2020-04-0112682.703503159511
2020-05-0112833.877817091137
2020-06-0113156.121768422958
2020-07-0113709.53581346627
2020-08-0114567.823082343277
2020-09-0113918.323668275625
2020-10-0114614.207823233066
2020-11-0115575.249916160805
2020-12-0115617.828922826491
2021-01-0116603.40104525809
2021-02-0116505.846135295735
2021-03-0115695.187065025302
2021-04-0115567.374683954498
2021-05-0115553.922732291088
2021-06-0115635.425733545851
2021-07-0113681.42613295954
2021-08-0113816.435496572954
2021-09-0113138.07279126113
2021-10-0113610.549043102765
2021-11-0112888.363873408469
2021-12-0112484.428518137527
2022-01-0112948.577371330386
2022-02-0111911.081469088771
2022-03-0110911.077701035083
2022-04-0110559.555972553497
2022-05-0110873.547886310282
2022-06-0111622.86304255263
2022-07-0110412.941003583417
2022-08-0110354.649213041987
2022-09-018863.66804954237
2022-10-017180.742231215309
2022-11-019652.020241984408
2022-12-019905.308810839937
2023-01-0111130.340745094936
2023-02-019786.313675397247
2023-03-0110335.808944605842
2023-04-019915.821680627305
2023-05-019089.788951312978
2023-06-019569.462185697223
2023-07-0110706.246302597317
2023-08-019643.35371850378
2023-09-019337.161675879559
2023-10-018981.68349102638
2023-11-018855.001526061742
2023-12-018674.8885598122
2024-01-017855.412243913651
2024-02-018454.68350233054
2024-03-018689.320205434287
2024-04-019201.963909581782
2024-05-019613.473052764055
2024-06-019412.372027476646
2024-07-019300.084027597224
2024-08-019582.575012528778
2024-09-0111509.218543345805
2024-10-0111429.561888397786
2024-11-0110976.867918414102
2024-12-0111188.896299394473
2025-01-0111721.887493453005
2025-02-0112949.557065289066
2025-03-0113173.79394021606
2025-04-0112445.99437052779
2025-05-0112865.039621084521
2025-06-0113702.64027521864
2025-07-0113956.117246758531
2025-08-0114504.067613955363
2025-09-0115335.300257358067
2025-10-0114802.27138276266
2025-11-0114735.162346593113
2025-12-0114427.877568399594
2026-01-0114925.260655113812
2026-02-0114047.304145989472
2026-03-0113527.312737151877
2026-04-0114028.463877553326
Annual Return Matrix
YearAnnual Return
20170.36258094439588273
2018-0.13280581077790365
20190.14901974993281808
20200.08917473623355976
2021-0.20062970469021424
2022-0.20658692574919335
2023-0.12421826260290025
20240.2898028859101214
20250.2894817488996131
2026-0.02768346826847745
Total Factor Risk
0.30231789571070516
VTI.US Exposure
-0.024616887327701432
VEA.US Exposure
-0.10449349015446614
VWO.US Exposure
0.8665335554240391
QQQ.US Exposure
-0.013072300911506251
VTV.US Exposure
0.024777648112316978
IJR.US Exposure
-0.02143916598112841
QUAL.US Exposure
0.030437323779086905
SHV.US Exposure
0.13925794750813808
TLT.US Exposure
-0.008852159383321227
LQD.US Exposure
0.040069160650274355
HYG.US Exposure
-0.011046967875177555
GLD.US Exposure
-0.016665679801257386
USO.US Exposure
0.00015345505996712297
VNQ.US Exposure
-0.017268931183346416
BTC-USD.CC Exposure
-0.0005017692334967616
CPER.US Exposure
0.00414088984580414
VIX.INDX Exposure
-0.00045727005756770084
UUP.US Exposure
0.007707514011916817
TIP.US Exposure
0.000808962954387497
Idiosyncratic Exposure
0.10452816456303851
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.2%

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 →2.48%
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
$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 →
+0.9%
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 →
-3.1%
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 →
9.9% 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 →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

iShares China Large-Cap ETF (FXI.US) has an annualized volatility of 30.2% and experienced a maximum drawdown of 56.8% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, FXI.US has generated a Compound Annual Growth Rate (CAGR) of 3.5%. 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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