PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) Sharpe Ratio: 0.92

AH50.DE's Sharpe Ratio of 0.92 indicates that for each unit of volatility, it generates 0.92 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AH50.DE Sharpe Ratio Rank

AH50.DE Sharpe Ratio Rank: 47.447
Average

AH50.DE ranks above 47.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

AH50.DE Sharpe Ratio Market Positioning

The chart shows AH50.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.92+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D's Sharpe Ratio with other ETFs in the China Equities category across multiple time periods, showing how AH50.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CEBG.DEVanEck New China ESG UCITS ETF A2.04
C024.DEAmundi MSCI China A II UCITS ETF Dist1.40
RQFI.DEXtrackers Harvest CSI 300 UCITS ETF 1D1.09
36BZ.DEiShares MSCI China A UCITS ETF1.00
CNAA.DEAmundi MSCI China A UCITS ETF Acc0.98
AH50.DEXtrackers Harvest FTSE China A-H 50 UCITS ETF 1D0.92
CNUA.DEUBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc0.78
XCHA.DEXtrackers CSI 300 Swap UCITS ETF 1C0.78
CHIN.DEKraneShares ICBCCS S&P China 500 Index UCITS ETF USD0.68
DBX9.DEXtrackers FTSE China 50 UCITS ETF 1C0.64

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AH50.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AH50.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore AH50.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AH50.DE Sortino Ratio