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Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) Sharpe Ratio: 0.78

XCHA.DE's Sharpe Ratio of 0.78 indicates that for each unit of volatility, it generates 0.78 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.

XCHA.DE Sharpe Ratio Rank

XCHA.DE Sharpe Ratio Rank: 38.338
Below Average

XCHA.DE ranks above 38.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XCHA.DE Sharpe Ratio Market Positioning

The chart shows XCHA.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 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.81+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers CSI 300 Swap UCITS ETF 1C's Sharpe Ratio with other ETFs in the China Equities category across multiple time periods, showing how XCHA.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 XCHA.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 XCHA.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore XCHA.DE risk-adjusted metrics in detail

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

XCHA.DE Sortino Ratio