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AH50.L vs. ASIL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AH50.L vs. ASIL.L

Last updated Jun 13, 2026

AH50.L (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D) and ASIL.L (Lyxor China Enterprise (HSCEI) UCITS ETF) are both China Equities funds tracking the MSCI China NR USD, from Xtrackers and Amundi respectively. Both are passively managed. Over the past 10 years, AH50.L returned 8.61%/yr vs -0.36%/yr for ASIL.L. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.65% expense ratio.

Performance

AH50.L vs. ASIL.L - 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.L) and Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AH50.L is traded in USD, while ASIL.L is traded in GBp. To make them comparable, the ASIL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AH50.L achieves a 9.39% return, which is significantly higher than ASIL.L's -9.00% return. Over the past 10 years, AH50.L has outperformed ASIL.L with an annualized return of 8.61%, while ASIL.L has yielded a comparatively lower -0.36% annualized return.

AH50.L

1D
1.70%
1M
-6.01%
YTD
9.39%
6M
13.19%
1Y
28.91%
3Y*
14.39%
5Y*
0.15%
10Y*
8.61%

ASIL.L

1D
0.49%
1M
-8.50%
YTD
-9.00%
6M
-9.64%
1Y
0.71%
3Y*
8.06%
5Y*
-7.11%
10Y*
-0.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AH50.L vs. ASIL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D		9.39%26.76%17.80%-13.04%-21.04%-6.02%28.03%36.60%-19.59%37.75%
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF		-9.00%37.18%12.49%-13.61%-25.59%-23.40%-1.39%13.82%-11.62%26.84%

Correlation

The correlation between AH50.L and ASIL.L is 0.63, 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

0.63

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

0.79

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

0.79

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2016

0.81

The correlation between AH50.L and ASIL.L shifts across timeframes, from 0.63 (1 year) to 0.81 (10 years), reflecting how their relationship changes across market environments.

AH50.L vs. ASIL.L - Sectors Allocation Comparison

Sectors
AH50.L
ASIL.L

Technology

27.6%
11.7%

Industrials

20.4%
4.4%

Basic Materials

14.3%
3.1%

Financial Services

11.4%
19.0%

Consumer Cyclical

7.5%
29.8%

Healthcare

6.1%
5.9%

Consumer Defensive

5.3%
2.8%

Energy

2.6%

-

Utilities

2.4%
0.6%

Communication Services

1.8%
21.2%

Real Estate

0.7%
1.5%

Technology

AH50.L
27.6%
ASIL.L
11.7%

Industrials

AH50.L
20.4%
ASIL.L
4.4%

Basic Materials

AH50.L
14.3%
ASIL.L
3.1%

Financial Services

AH50.L
11.4%
ASIL.L
19.0%

Consumer Cyclical

AH50.L
7.5%
ASIL.L
29.8%

Healthcare

AH50.L
6.1%
ASIL.L
5.9%

Consumer Defensive

AH50.L
5.3%
ASIL.L
2.8%

Energy

AH50.L
2.6%
ASIL.L

-

Utilities

AH50.L
2.4%
ASIL.L
0.6%

Communication Services

AH50.L
1.8%
ASIL.L
21.2%

Real Estate

AH50.L
0.7%
ASIL.L
1.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D

Lyxor China Enterprise (HSCEI) UCITS ETF

Often compared with AH50.L:
AH50.L vs. CA3S.LAH50.L vs. CM5S.LAH50.L vs. XCX6.LAH50.L vs. CHIN.LAH50.L vs. JRCE.LAH50.L vs. HMCT.LAH50.L vs. IASH.L
Often compared with ASIL.L:
ASIL.L vs. ^HSIASIL.L vs. FXC.LASIL.L vs. ASHRASIL.L vs. AAXJASIL.L vs. VOOASIL.L vs. MOATASIL.L vs. ACWI

Return for Risk

AH50.L vs. ASIL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AH50.L
AH50.L Risk / Return Rank: 5858
Overall Rank
AH50.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AH50.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
AH50.L Omega Ratio Rank: 5050
Omega Ratio Rank
AH50.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
AH50.L Martin Ratio Rank: 6262
Martin Ratio Rank
ASIL.L
ASIL.L Risk / Return Rank: 1111
Overall Rank
ASIL.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ASIL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
ASIL.L Omega Ratio Rank: 1111
Omega Ratio Rank
ASIL.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
ASIL.L 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.L vs. ASIL.L - 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.L) and Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L). 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.

AH50.LASIL.LDifference
Sharpe ratioReturn per unit of total volatility
1.57
0.07

+1.50

Sortino ratioReturn per unit of downside risk
2.19
0.26

+1.93

Omega ratioGain probability vs. loss probability

1.28

1.03

+0.25

Calmar ratioReturn relative to maximum drawdown

3.47

0.08

+3.39

Martin ratioReturn relative to average drawdown

9.90

0.16

+9.74

AH50.L vs. ASIL.L - Sharpe Ratio Comparison

The current AH50.L Sharpe Ratio is 1.57, which is higher than the ASIL.L Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of AH50.L and ASIL.L, 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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Drawdowns

AH50.L vs. ASIL.L - Drawdown Comparison

The maximum AH50.L drawdown since its inception was -50.58%, smaller than the maximum ASIL.L drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for AH50.L and ASIL.L.

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Drawdown Indicators

AH50.LASIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.58%

-70.47%

+19.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-18.74%

+10.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.95%

-27.40%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-44.10%

-59.09%

+14.99%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

-64.85%

+14.27%

Current Drawdown

Current decline from peak

-11.24%

-42.65%

+31.41%

Average Drawdown

Average peak-to-trough decline

-20.68%

-32.20%

+11.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

9.58%

-6.67%

Volatility

AH50.L vs. ASIL.L - Volatility Comparison

The current volatility for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) is 6.28%, while Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) has a volatility of 8.63%. This indicates that AH50.L experiences smaller price fluctuations and is considered to be less risky than ASIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AH50.LASIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

8.63%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

15.35%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

21.08%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.34%

30.65%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.31%

26.22%

-2.91%

AH50.L vs. ASIL.L - Expense Ratio Comparison

Both AH50.L and ASIL.L have an expense ratio of 0.65%.

Dividends

AH50.L vs. ASIL.L - Dividend Comparison

AH50.L's dividend yield for the trailing twelve months is around 2.14%, while ASIL.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D		2.14%2.79%2.37%2.73%3.00%1.78%1.57%1.66%2.73%2.17%
ASIL.L
Lyxor China Enterprise (HSCEI) UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AH50.L and ASIL.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AH50.L and ASIL.L have the same expense ratio: 0.65% per year.

Both ETFs track MSCI China NR USD. They also come from different issuers: Xtrackers and Amundi.

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