- ISIN
- US2330515238
- CUSIP
- 233051523
- Issuer
- Deutsche Bank
- Inception Date
- Oct 20, 2015
- Region
- Emerging Asia Pacific (China)
- Category
- China Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI China A Inclusion Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Mega-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $5M
Share Price Chart
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Performance
ASHX Performance Chart
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Returns By Period
Xtrackers MSCI China A Inclusion Equity ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ASHX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -8.50% | 8.40% | 1.09% | 0.27% | |||||||||
| 2023 | 10.29% | -4.85% | -0.53% | -1.69% | -7.71% | -0.82% | 6.05% | -7.44% | -2.32% | -3.53% | 0.72% | -1.27% | -13.59% |
| 2022 | -8.02% | 2.06% | -9.88% | -9.77% | 3.42% | 10.28% | -6.53% | -4.50% | -9.15% | -9.42% | 15.38% | -0.31% | -26.45% |
| 2021 | 3.31% | -0.50% | -6.59% | 3.84% | 6.53% | -2.13% | -6.15% | 0.96% | 0.73% | 2.45% | -0.27% | 1.25% | 2.64% |
Benchmark Metrics
Xtrackers MSCI China A Inclusion Equity ETF has an annualized alpha of -3.99%, beta of 0.51, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since October 20, 2015.
- This ETF participated in 80.18% of S&P 500 Index downside but only 39.40% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.51 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -3.99%
- Beta
- 0.51
- R²
- 0.17
- Upside Capture
- 39.40%
- Downside Capture
- 80.18%
Expense Ratio
ASHX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI China A Inclusion Equity ETF (ASHX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASHX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Xtrackers MSCI China A Inclusion Equity ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.44 | $0.38 | $0.25 | $0.24 | $0.37 | $0.17 | $0.55 | $3.66 | $0.74 |
Dividend yield | 0.00% | 2.38% | 1.76% | 0.84% | 0.80% | 1.78% | 1.07% | 2.48% | 19.46% | 2.91% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI China A Inclusion Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI China A Inclusion Equity ETF. 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 MSCI China A Inclusion Equity ETF was 49.44%, occurring on Feb 2, 2024. The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2024 bear market2024 | -49.44%Feb 2024 | 2y 11mo | — | 5y 4moFeb 2021 - now |
2019 bear market2019 | -34.71%Jan 2019 | 11mo 9d | 1y 6mo | 2y 5moJan 2018 - Jul 2020 |
2016 bear market2016 | -29.34%Feb 2016 | 1mo 21d | 1y 8mo | 1y 10moDec 2015 - Oct 2017 |
2015 pullback2015 | -7.38%Nov 2015 | 15d | 24d | 1mo 9dNov 2015 - Dec 2015 |
2017 pullback2017 | -7.29%Dec 2017 | 15d | 1mo 13d | 1mo 28dNov 2017 - Jan 2018 |
Drawdown Indicators
| ASHX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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