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Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.L) Sharpe Ratio: 2.37

ETF · Currency in USD · Last updated Jun 26, 2026

XCHA.L is a passive ETF by Xtrackers tracking the investment results of the MSCI China A Onshore NR CNY. XCHA.L launched on Jun 27, 2012 and has a 0.50% expense ratio.

XCHA.L's Sharpe Ratio of 2.37 indicates that for each unit of volatility, it generates 2.37 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 26, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XCHA.L Sharpe Ratio Rank

XCHA.L Sharpe Ratio Rank: 84.184
Exceptional

XCHA.L ranks above 84.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

XCHA.L Sharpe Ratio Market Positioning

The chart shows XCHA.L'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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.84+
  • Median: 1.56 — 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.L'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 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CNUA.LUBS ETF (IE) MSCI China A SF UCITS ETF (USD) A-acc2.89
RQFI.LXtrackers Harvest CSI 300 UCITS ETF 1D2.52
HMCA.LHSBC MSCI CHINA A UCITS ETF2.49
C300.LInvesco S&P China A 300 Swap UCITS ETF Acc2.48
IASH.LiShares MSCI China A UCITS USD2.48
XX25.LXtrackers FTSE China 50 UCITS ETF 1C2.47
CNAL.LLyxor Fortune SG UCITS MSCI China A DR2.46
CNAA.LLyxor Fortune SG UCITS MSCI China A DR2.41
HMCT.LHSBC MSCI CHINA A UCITS ETF2.40
XCHA.LXtrackers CSI 300 Swap UCITS ETF 1C2.37

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XCHA.L'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.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XCHA.L fit in your portfolio?

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