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Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1310477036
WKNDBX0P8
IssuerXtrackers
Inception DateMar 22, 2016
CategoryChina Equities
Index TrackedMSCI China NR USD
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AH50.DE has a high expense ratio of 0.65%, indicating higher-than-average management fees.


Expense ratio chart for AH50.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%December2024FebruaryMarchApril
47.59%
159.36%
AH50.DE (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D had a return of 7.89% year-to-date (YTD) and -7.58% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.89%5.21%
1 month4.87%-4.30%
6 months0.11%18.42%
1 year-7.58%21.82%
5 years (annualized)-1.59%11.27%
10 years (annualized)N/A10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.64%5.36%2.39%
2023-7.68%-2.71%-2.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AH50.DE is 7, indicating that it is in the bottom 7% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AH50.DE is 77
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D(AH50.DE)
The Sharpe Ratio Rank of AH50.DE is 77Sharpe Ratio Rank
The Sortino Ratio Rank of AH50.DE is 77Sortino Ratio Rank
The Omega Ratio Rank of AH50.DE is 77Omega Ratio Rank
The Calmar Ratio Rank of AH50.DE is 77Calmar Ratio Rank
The Martin Ratio Rank of AH50.DE is 77Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AH50.DE
Sharpe ratio
The chart of Sharpe ratio for AH50.DE, currently valued at -0.45, compared to the broader market-1.000.001.002.003.004.005.00-0.45
Sortino ratio
The chart of Sortino ratio for AH50.DE, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.00-0.57
Omega ratio
The chart of Omega ratio for AH50.DE, currently valued at 0.94, compared to the broader market0.501.001.502.002.500.94
Calmar ratio
The chart of Calmar ratio for AH50.DE, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00-0.19
Martin ratio
The chart of Martin ratio for AH50.DE, currently valued at -0.73, compared to the broader market0.0020.0040.0060.00-0.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

The current Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D Sharpe ratio is -0.45. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00December2024FebruaryMarchApril
-0.45
2.20
AH50.DE (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM2023202220212020201920182017
Dividend€0.00€0.34€0.79€0.53€0.56€0.46€0.51€0.60

Dividend yield

0.00%1.61%3.06%1.67%1.80%1.65%2.56%2.44%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.34€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.54€0.00€0.00€0.00€0.26€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.53€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.56€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2019€0.00€0.00€0.00€0.46€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2018€0.00€0.00€0.00€0.51€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2017€0.60€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchApril
-36.97%
-3.27%
AH50.DE (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D was 45.80%, occurring on Jan 17, 2024. The portfolio has not yet recovered.

The current Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D drawdown is 36.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.8%Feb 18, 2021745Jan 17, 2024
-27.05%Jan 24, 2018237Jan 3, 201973Apr 16, 2019310
-20.37%Jan 14, 202047Mar 18, 202074Jul 6, 2020121
-12.66%Apr 23, 201914May 13, 2019123Nov 4, 2019137
-10.01%Jul 14, 202054Sep 25, 202028Nov 4, 202082

Volatility

Volatility Chart

The current Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D volatility is 5.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchApril
5.24%
3.67%
AH50.DE (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D)
Benchmark (^GSPC)