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Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) Sharpe Ratio: 2.23

ETF · Currency in EUR · Last updated Jun 5, 2026

RQFI.DE is a passive ETF by Xtrackers tracking the investment results of the MSCI China A Onshore NR CNY. RQFI.DE launched on Jan 8, 2014 and has a 0.65% expense ratio.

RQFI.DE's Sharpe Ratio of 2.23 indicates that for each unit of volatility, it generates 2.23 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

RQFI.DE Sharpe Ratio Rank

RQFI.DE Sharpe Ratio Rank: 68.969
Above Average

RQFI.DE ranks above 68.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. 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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

RQFI.DE Sharpe Ratio Market Positioning

The chart shows RQFI.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%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.25
  • Green zone (top 25%): 2.25 or higher
  • Top 1%: 7.36+
  • Median: 1.59 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers Harvest CSI 300 UCITS ETF 1D's Sharpe Ratio with other ETFs in the China Equities category across multiple time periods, showing how RQFI.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 Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
C024.DEAmundi MSCI China A II UCITS ETF Dist2.60
RQFI.DEXtrackers Harvest CSI 300 UCITS ETF 1D2.23
36BZ.DEiShares MSCI China A UCITS ETF2.11
CNAA.DEAmundi MSCI China A UCITS ETF Acc2.04
AH50.DEXtrackers Harvest FTSE China A-H 50 UCITS ETF 1D1.83
CEBG.DEVanEck New China ESG UCITS ETF A1.63
CHIN.DEKraneShares ICBCCS S&P China 500 Index UCITS ETF USD1.57
XCHA.DEXtrackers CSI 300 Swap UCITS ETF 1C1.48
CNUA.DEUBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc1.46
DBX9.DEXtrackers FTSE China 50 UCITS ETF 1C1.24

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows RQFI.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 RQFI.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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