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AH50.DE vs. H4ZP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AH50.DE vs. H4ZP.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 HSBC MSCI China UCITS ETF USD (H4ZP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AH50.DE achieves a 13.38% return, which is significantly higher than H4ZP.DE's -6.53% return. Over the past 10 years, AH50.DE has outperformed H4ZP.DE with an annualized return of 8.17%, while H4ZP.DE has yielded a comparatively lower 4.72% annualized return.


AH50.DE

1D
-0.52%
1M
1.53%
YTD
13.38%
6M
17.54%
1Y
31.60%
3Y*
12.81%
5Y*
1.06%
10Y*
8.17%

H4ZP.DE

1D
-0.23%
1M
-1.81%
YTD
-6.53%
6M
-8.01%
1Y
3.19%
3Y*
8.20%
5Y*
-4.00%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AH50.DE vs. H4ZP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
13.38%11.41%26.06%-15.94%-16.05%2.97%14.92%41.09%-16.54%20.91%
H4ZP.DE
HSBC MSCI China UCITS ETF USD
-6.53%16.54%28.55%-14.47%-15.34%-16.86%15.20%26.76%-16.09%35.18%

Correlation

The correlation between AH50.DE and H4ZP.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2016

0.80

The correlation between AH50.DE and H4ZP.DE shifts across timeframes, from 0.68 (1 year) to 0.80 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

AH50.DE vs. H4ZP.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: 6262
Overall Rank
AH50.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AH50.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
AH50.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AH50.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
AH50.DE Martin Ratio Rank: 7171
Martin Ratio Rank

H4ZP.DE
H4ZP.DE Risk / Return Rank: 1111
Overall Rank
H4ZP.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
H4ZP.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
H4ZP.DE Omega Ratio Rank: 1111
Omega Ratio Rank
H4ZP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
H4ZP.DE Martin Ratio Rank: 1111
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. H4ZP.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 HSBC MSCI China UCITS ETF USD (H4ZP.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.DEH4ZP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.32

1.04

+0.28

Calmar ratioReturn relative to maximum drawdown

4.40

0.19

+4.21

Martin ratioReturn relative to average drawdown

12.99

0.39

+12.59

AH50.DE vs. H4ZP.DE - Sharpe Ratio Comparison

The current AH50.DE Sharpe Ratio is 1.83, which is higher than the H4ZP.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of AH50.DE and H4ZP.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.


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Sharpe Ratios by Period


AH50.DEH4ZP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.17

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.14

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.19

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.19

+0.16

Drawdowns

AH50.DE vs. H4ZP.DE - Drawdown Comparison

The maximum AH50.DE drawdown since its inception was -45.20%, smaller than the maximum H4ZP.DE drawdown of -55.74%. Use the drawdown chart below to compare losses from any high point for AH50.DE and H4ZP.DE.


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Drawdown Indicators


AH50.DEH4ZP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.20%

-55.74%

+10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-16.83%

+9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-24.56%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-38.58%

-49.16%

+10.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

-55.74%

+10.54%

Current Drawdown

Current decline from peak

-5.93%

-31.17%

+25.24%

Average Drawdown

Average peak-to-trough decline

-16.78%

-23.08%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

8.15%

-5.72%

Volatility

AH50.DE vs. H4ZP.DE - Volatility Comparison

The current volatility for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) is 5.94%, while HSBC MSCI China UCITS ETF USD (H4ZP.DE) has a volatility of 7.30%. This indicates that AH50.DE experiences smaller price fluctuations and is considered to be less risky than H4ZP.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.DEH4ZP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

7.30%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

13.14%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

18.46%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

27.70%

-4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

25.25%

-2.43%

AH50.DE vs. H4ZP.DE - Expense Ratio Comparison

AH50.DE has a 0.65% expense ratio, which is higher than H4ZP.DE's 0.28% expense ratio.


Dividends

AH50.DE vs. H4ZP.DE - Dividend Comparison

AH50.DE's dividend yield for the trailing twelve months is around 2.07%, less than H4ZP.DE's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.07%3.00%2.24%2.80%3.06%1.67%1.80%1.65%2.56%2.44%0.00%0.00%
H4ZP.DE
HSBC MSCI China UCITS ETF USD
2.14%2.39%3.10%2.10%1.97%1.28%0.96%1.57%1.40%0.78%1.97%2.89%

Frequently Asked Questions


AH50.DE and H4ZP.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZP.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZP.DE is cheaper with a 0.28% expense ratio, compared with 0.65% for AH50.DE.

AH50.DE tracks MSCI China NR USD, while H4ZP.DE tracks MSCI China. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.65% for AH50.DE and 0.28% for H4ZP.DE.

Portfolio Optimizer

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