- ISIN
- US2330517622
- CUSIP
- 233051762
- Delisting Date
- Mar 13, 2024
- Issuer
- Deutsche Bank
- Inception Date
- Apr 30, 2014
- Region
- Emerging Asia Pacific (China)
- Category
- China Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI China All Shares
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $6M
Share Price Chart
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Performance
CN Performance Chart
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Returns By Period
Xtrackers MSCI All China 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%
CN Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -9.88% | 7.78% | -0.23% | -3.10% | |||||||||
| 2023 | 11.71% | -8.13% | 2.25% | -3.45% | -8.42% | 2.29% | 8.96% | -8.64% | -2.83% | -3.65% | 1.81% | -2.13% | -11.87% |
| 2022 | -3.74% | -2.74% | -9.63% | -6.80% | 2.90% | 8.94% | -8.47% | -2.26% | -12.13% | -13.10% | 24.07% | 1.64% | -23.85% |
| 2021 | 6.73% | -0.81% | -6.10% | 1.60% | 2.03% | 0.24% | -10.76% | 0.09% | -2.77% | 2.17% | -3.36% | -1.48% | -12.74% |
Benchmark Metrics
Xtrackers MSCI All China Equity ETF has an annualized alpha of -1.69%, beta of 0.72, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since April 30, 2014.
- This ETF participated in 73.69% of S&P 500 Index downside but only 50.39% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.25 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
- -1.69%
- Beta
- 0.72
- R²
- 0.25
- Upside Capture
- 50.39%
- Downside Capture
- 73.69%
Expense Ratio
CN has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) 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.
| CN | 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 All China Equity ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.99 | $0.52 | $0.77 | $0.35 | $1.44 | $0.59 | $0.30 | $2.99 | $4.34 |
Dividend yield | 0.00% | 4.04% | 1.80% | 2.00% | 0.78% | 4.18% | 2.09% | 0.81% | 11.41% | 14.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI All China 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 | $0.99 | $0.99 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.44 | $1.44 |
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 All China 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 All China Equity ETF was 56.22%, occurring on Feb 2, 2024. The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2024 bear market2024 | -56.22%Feb 2024 | 2y 11mo | — | 5y 4moFeb 2021 - now |
2016 bear market2016 | -44.17%Feb 2016 | 7mo 29d | 1y 9mo | 2y 5moJun 2015 - Nov 2017 |
Rate-hike selloffLate 2018 | -34.07%Oct 2018 | 9mo 3d | 1y 8mo | 2y 5moJan 2018 - Jul 2020 |
2017 pullback2017 | -7.55%Dec 2017 | 14d | 29d | 1mo 13dNov 2017 - Jan 2018 |
2020 pullback2020 | -7.00%Sep 2020 | 23d | 17d | 1mo 10dSep 2020 - Oct 2020 |
Drawdown Indicators
| CN | 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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