AH50.L vs. ASIU.L

Last updated Jun 5, 2026

AH50.L (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D) and ASIU.L (Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc) are both China Equities funds tracking the MSCI China NR USD, from Xtrackers and Amundi respectively. Both are passively managed. Over the past 5 years, AH50.L returned 0.20%/yr vs -6.88%/yr for ASIU.L. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.

Performance

AH50.L vs. ASIU.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 MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AH50.L achieves a 12.41% return, which is significantly higher than ASIU.L's -6.80% return.

AH50.L

• 1D: -0.30%
• 1M: 1.76%
• YTD: 12.41%
• 6M: 17.72%
• 1Y: 34.29%
• 3Y*: 16.08%
• 5Y*: 0.20%
• 10Y*: 7.74%

ASIU.L

• 1D: -0.43%
• 1M: -1.65%
• YTD: -6.80%
• 6M: -8.35%
• 1Y: 5.55%
• 3Y*: 9.71%
• 5Y*: -6.88%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AH50.L Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D	12.41%	26.76%	17.77%	-13.04%	-21.01%	-6.02%	28.04%	34.30%	-21.35%	5.38%
ASIU.L Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc	-6.80%	36.59%	18.62%	-16.23%	-26.27%	-23.38%	6.66%	4.03%	-10.21%	-0.98%

Correlation

The correlation between AH50.L and ASIU.L is 0.67, 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Oct 19, 2017	0.40

Over the past year, AH50.L and ASIU.L have become more correlated (0.67) than their long-term average of 0.40, meaning their price movements have been converging.

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

Sectors	AH50.L	ASIU.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%	0.1%
Utilities	2.4%	0.6%
Communication Services	1.8%	21.2%
Real Estate	0.7%	1.5%

Return for Risk

AH50.L vs. ASIU.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: 63
AH50.L Sharpe Ratio Rank: 57
AH50.L Sortino Ratio Rank: 54
AH50.L Omega Ratio Rank: 56
AH50.L Calmar Ratio Rank: 81
AH50.L Martin Ratio Rank: 69

ASIU.L

ASIU.L Risk / Return Rank: 13
ASIU.L Sharpe Ratio Rank: 13
ASIU.L Sortino Ratio Rank: 13
ASIU.L Omega Ratio Rank: 13
ASIU.L Calmar Ratio Rank: 13
ASIU.L Martin Ratio Rank: 12

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. ASIU.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 MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.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.

	AH50.L	ASIU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.89	0.26	+1.63
Sortino ratio: Return per unit of downside risk	2.58	0.53	+2.05
Omega ratio: Gain probability vs. loss probability	1.34	1.06	+0.28
Calmar ratio: Return relative to maximum drawdown	4.11	0.30	+3.81
Martin ratio: Return relative to average drawdown	12.57	0.61	+11.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current AH50.L Sharpe Ratio is 1.89, which is higher than the ASIU.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of AH50.L and ASIU.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.

Sharpe Ratios by Period

	AH50.L	ASIU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	0.26	+1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	-0.30	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	-0.22	+0.55

Drawdowns

AH50.L vs. ASIU.L - Drawdown Comparison

The maximum AH50.L drawdown since its inception was -50.58%, smaller than the maximum ASIU.L drawdown of -64.71%. Use the drawdown chart below to compare losses from any high point for AH50.L and ASIU.L.

Drawdown Indicators

	AH50.L	ASIU.L	Difference
Max Drawdown Largest peak-to-trough decline	-50.58%	-64.71%	+14.13%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-18.29%	+9.99%
Max Drawdown (3Y) Largest decline over 3 years	-25.95%	-27.50%	+1.55%
Max Drawdown (5Y) Largest decline over 5 years	-45.27%	-58.89%	+13.62%
Max Drawdown (10Y) Largest decline over 10 years	-50.58%	—	—
Current Drawdown Current decline from peak	-8.78%	-40.19%	+31.41%
Average Drawdown Average peak-to-trough decline	-21.40%	-36.13%	+14.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	9.13%	-6.41%

Volatility

AH50.L vs. ASIU.L - Volatility Comparison

The current volatility for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) is 6.50%, while Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) has a volatility of 8.90%. This indicates that AH50.L experiences smaller price fluctuations and is considered to be less risky than ASIU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AH50.L	ASIU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.50%	8.90%	-2.40%
Volatility (6M) Calculated over the trailing 6-month period	13.07%	15.55%	-2.48%
Volatility (1Y) Calculated over the trailing 1-year period	18.04%	21.39%	-3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.33%	40.97%	-16.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.38%	39.95%	-16.57%

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

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

Dividends

AH50.L vs. ASIU.L - Dividend Comparison

AH50.L's dividend yield for the trailing twelve months is around 2.08%, while ASIU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
AH50.L Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D	2.08%	2.79%	2.37%	2.72%	3.00%	1.78%	1.57%
ASIU.L Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AH50.L and ASIU.L in my portfolio?

AH50.L and ASIU.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AH50.L or ASIU.L?

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

Which ETF is cheaper, AH50.L or ASIU.L?

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

What is the main difference between AH50.L and ASIU.L?

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