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AH50.DE vs. CHIN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AH50.DE vs. CHIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) and KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE). The values are adjusted to include any dividend payments, if applicable.

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AH50.DE vs. CHIN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.54%11.41%26.06%-7.45%
CHIN.DE
KraneShares ICBCCS S&P China 500 Index UCITS ETF USD
-1.56%16.60%23.10%-6.61%

Returns By Period

In the year-to-date period, AH50.DE achieves a 2.54% return, which is significantly higher than CHIN.DE's -1.56% return.


AH50.DE

1D
-0.12%
1M
-1.60%
YTD
2.54%
6M
2.78%
1Y
16.71%
3Y*
6.23%
5Y*
-0.43%
10Y*
7.29%

CHIN.DE

1D
-0.52%
1M
-0.65%
YTD
-1.56%
6M
-4.29%
1Y
12.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AH50.DE vs. CHIN.DE - Expense Ratio Comparison

AH50.DE has a 0.65% expense ratio, which is higher than CHIN.DE's 0.55% expense ratio.


Return for Risk

AH50.DE vs. CHIN.DE — Risk / Return Rank

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

AH50.DE
AH50.DE Risk / Return Rank: 5555
Overall Rank
AH50.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AH50.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
AH50.DE Omega Ratio Rank: 4141
Omega Ratio Rank
AH50.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
AH50.DE Martin Ratio Rank: 6565
Martin Ratio Rank

CHIN.DE
CHIN.DE Risk / Return Rank: 4040
Overall Rank
CHIN.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CHIN.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
CHIN.DE Omega Ratio Rank: 3030
Omega Ratio Rank
CHIN.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
CHIN.DE Martin Ratio Rank: 4242
Martin Ratio Rank
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.

AH50.DE vs. CHIN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) and KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.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.


AH50.DECHIN.DEDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.68

+0.24

Sortino ratio

Return per unit of downside risk

1.28

1.00

+0.28

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

2.86

1.90

+0.96

Martin ratio

Return relative to average drawdown

7.97

4.90

+3.07

AH50.DE vs. CHIN.DE - Sharpe Ratio Comparison

The current AH50.DE Sharpe Ratio is 0.92, which is higher than the CHIN.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of AH50.DE and CHIN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AH50.DECHIN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.68

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.53

-0.21

Correlation

The correlation between AH50.DE and CHIN.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AH50.DE vs. CHIN.DE - Dividend Comparison

AH50.DE's dividend yield for the trailing twelve months is around 2.28%, while CHIN.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.28%3.00%2.24%2.80%3.06%1.67%1.80%1.65%2.56%2.44%
CHIN.DE
KraneShares ICBCCS S&P China 500 Index UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AH50.DE vs. CHIN.DE - Drawdown Comparison

The maximum AH50.DE drawdown since its inception was -45.20%, which is greater than CHIN.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for AH50.DE and CHIN.DE.


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Drawdown Indicators


AH50.DECHIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.20%

-22.95%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-10.07%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-39.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

Current Drawdown

Current decline from peak

-14.92%

-7.05%

-7.87%

Average Drawdown

Average peak-to-trough decline

-16.92%

-8.01%

-8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.42%

-0.86%

Volatility

AH50.DE vs. CHIN.DE - Volatility Comparison

The current volatility for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) is 4.84%, while KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) has a volatility of 5.27%. This indicates that AH50.DE experiences smaller price fluctuations and is considered to be less risky than CHIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AH50.DECHIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

5.27%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

12.50%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

18.88%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.22%

22.59%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

22.59%

+0.21%