3311.HK vs. D5BH.DE

Last updated Jul 21, 2026

3311.HK (China State Construction International Holdings Ltd) is a stock, while D5BH.DE (Xtrackers MSCI Canada Screened UCITS ETF (Acc)) is Canada Equities fund tracking the MSCI Canada Index. Over the past 10 years, 3311.HK returned 1.84%/yr vs 11.18%/yr for D5BH.DE. At a 0.15 correlation, their price movements are largely independent.

Performance

3311.HK vs. D5BH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in China State Construction International Holdings Ltd (3311.HK) and Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

3311.HK is traded in HKD, while D5BH.DE is traded in EUR. To make them comparable, the D5BH.DE values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3311.HK achieves a -9.34% return, which is significantly lower than D5BH.DE's 8.27% return. Over the past 10 years, 3311.HK has underperformed D5BH.DE with an annualized return of 1.84%, while D5BH.DE has yielded a comparatively higher 11.18% annualized return.

3311.HK

• 1D: 2.17%
• 1M: 5.27%
• 6M: -6.68%
• YTD: -9.34%
• 1Y: -25.94%
• 3Y*: -0.09%
• 5Y*: 15.80%
• 10Y*: 1.84%
• ALL TIME*: 21.20%

D5BH.DE

• 1D: -0.86%
• 1M: 1.64%
• 6M: 6.89%
• YTD: 8.27%
• 1Y: 25.65%
• 3Y*: 20.71%
• 5Y*: 12.51%
• 10Y*: 11.18%
• ALL TIME*: 5.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

3311.HK vs. D5BH.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
3311.HK China State Construction International Holdings Ltd	-9.34%	-21.46%	43.94%	9.21%	-4.70%	133.44%	-33.54%	17.90%	-40.78%	-3.04%
D5BH.DE Xtrackers MSCI Canada Screened UCITS ETF (Acc)	8.27%	38.04%	14.08%	13.83%	-12.52%	25.36%	5.22%	26.92%	-17.72%	16.35%

Correlation

The correlation between 3311.HK and D5BH.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010	0.15

The correlation between 3311.HK and D5BH.DE shifts across timeframes, from -0.00 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

3311.HK vs. D5BH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

3311.HK

3311.HK Risk / Return Rank: 12
3311.HK Sharpe Ratio Rank: 5
3311.HK Sortino Ratio Rank: 9
3311.HK Omega Ratio Rank: 9
3311.HK Calmar Ratio Rank: 19
3311.HK Martin Ratio Rank: 16

D5BH.DE

D5BH.DE Risk / Return Rank: 89
D5BH.DE Sharpe Ratio Rank: 89
D5BH.DE Sortino Ratio Rank: 89
D5BH.DE Omega Ratio Rank: 86
D5BH.DE Calmar Ratio Rank: 87
D5BH.DE Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

3311.HK vs. D5BH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China State Construction International Holdings Ltd (3311.HK) and Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	3311.HK	D5BH.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.99	1.88	-2.86
Sortino ratio: Return per unit of downside risk	-1.30	2.69	-3.98
Omega ratio: Gain probability vs. loss probability	0.84	1.32	-0.49
Calmar ratio: Return relative to maximum drawdown	-0.68	2.97	-3.64
Martin ratio: Return relative to average drawdown	-1.20	11.52	-12.72

3311.HK vs. D5BH.DE - Sharpe Ratio Comparison

The current 3311.HK Sharpe Ratio is -0.99, which is lower than the D5BH.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of 3311.HK and D5BH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

3311.HK vs. D5BH.DE - Drawdown Comparison

The maximum 3311.HK drawdown since its inception was -83.53%, which is greater than D5BH.DE's maximum drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for 3311.HK and D5BH.DE.

Drawdown Indicators

	3311.HK	D5BH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-83.53%	-58.41%	-25.12%
Max Drawdown (1Y) Largest decline over 1 year	-39.30%	-8.61%	-30.69%
Max Drawdown (3Y) Largest decline over 3 years	-41.87%	-14.33%	-27.54%
Max Drawdown (5Y) Largest decline over 5 years	-41.87%	-25.04%	-16.83%
Max Drawdown (10Y) Largest decline over 10 years	-67.10%	-41.43%	-25.67%
Current Drawdown Current decline from peak	-33.36%	-1.23%	-32.13%
Average Drawdown Average peak-to-trough decline	-23.17%	-26.30%	+3.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.84%	2.22%	+19.62%

Volatility

3311.HK vs. D5BH.DE - Volatility Comparison

China State Construction International Holdings Ltd (3311.HK) has a higher volatility of 9.19% compared to Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) at 2.98%. This indicates that 3311.HK's price experiences larger fluctuations and is considered to be riskier than D5BH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	3311.HK	D5BH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.19%	2.98%	+6.21%
Volatility (6M) Calculated over the trailing 6-month period	19.42%	10.30%	+9.12%
Volatility (1Y) Calculated over the trailing 1-year period	26.95%	13.65%	+13.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.60%	16.95%	+16.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.65%	17.97%	+16.68%

Dividends

3311.HK vs. D5BH.DE - Dividend Comparison

3311.HK's dividend yield for the trailing twelve months is around 7.82%, while D5BH.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
3311.HK China State Construction International Holdings Ltd	7.82%	6.86%	5.02%	5.70%	5.07%	4.02%	7.47%	3.95%	5.63%	3.02%	2.85%	1.26%
D5BH.DE Xtrackers MSCI Canada Screened UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 3311.HK and D5BH.DE in my portfolio?

3311.HK and D5BH.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.