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

Performance

AH50.L vs. HMCT.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 HSBC MSCI CHINA A UCITS ETF (HMCT.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
1.50%26.76%17.77%-13.04%-21.01%-6.02%28.04%34.30%-11.67%
HMCT.L
HSBC MSCI CHINA A UCITS ETF
-0.47%25.90%11.76%-13.92%-25.89%2.79%43.98%34.32%-14.53%

Returns By Period

In the year-to-date period, AH50.L achieves a 1.50% return, which is significantly higher than HMCT.L's -0.47% return.


AH50.L

1D
1.54%
1M
-5.45%
YTD
1.50%
6M
2.67%
1Y
24.93%
3Y*
8.47%
5Y*
-0.66%
10Y*
6.64%

HMCT.L

1D
1.24%
1M
-4.65%
YTD
-0.47%
6M
1.01%
1Y
25.68%
3Y*
4.73%
5Y*
-1.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AH50.L has a 0.65% expense ratio, which is higher than HMCT.L's 0.30% expense ratio.


Return for Risk

AH50.L vs. HMCT.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: 7272
Overall Rank
AH50.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AH50.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
AH50.L Omega Ratio Rank: 6565
Omega Ratio Rank
AH50.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
AH50.L Martin Ratio Rank: 7979
Martin Ratio Rank

HMCT.L
HMCT.L Risk / Return Rank: 7777
Overall Rank
HMCT.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HMCT.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HMCT.L Omega Ratio Rank: 7272
Omega Ratio Rank
HMCT.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
HMCT.L Martin Ratio Rank: 8282
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. HMCT.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 HSBC MSCI CHINA A UCITS ETF (HMCT.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.LHMCT.LDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.47

-0.12

Sortino ratio

Return per unit of downside risk

1.77

1.92

-0.15

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

2.62

2.58

+0.04

Martin ratio

Return relative to average drawdown

9.47

9.99

-0.51

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

The current AH50.L Sharpe Ratio is 1.35, which is comparable to the HMCT.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AH50.L and HMCT.L, 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.LHMCT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.47

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.05

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.23

+0.05

Correlation

The correlation between AH50.L and HMCT.L is 0.90, 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.L vs. HMCT.L - Dividend Comparison

AH50.L's dividend yield for the trailing twelve months is around 2.30%, more than HMCT.L's 1.85% yield.


TTM2025202420232022202120202019
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.30%2.79%2.37%2.72%3.00%1.78%1.57%0.00%
HMCT.L
HSBC MSCI CHINA A UCITS ETF
1.85%1.73%2.03%2.16%1.69%1.12%0.84%1.71%

Drawdowns

AH50.L vs. HMCT.L - Drawdown Comparison

The maximum AH50.L drawdown since its inception was -50.58%, roughly equal to the maximum HMCT.L drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for AH50.L and HMCT.L.


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Drawdown Indicators


AH50.LHMCT.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.58%

-49.06%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-11.15%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-44.79%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

Current Drawdown

Current decline from peak

-17.63%

-20.17%

+2.54%

Average Drawdown

Average peak-to-trough decline

-21.57%

-21.82%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.58%

+0.10%

Volatility

AH50.L vs. HMCT.L - Volatility Comparison

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) has a higher volatility of 5.25% compared to HSBC MSCI CHINA A UCITS ETF (HMCT.L) at 4.87%. This indicates that AH50.L's price experiences larger fluctuations and is considered to be riskier than HMCT.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.LHMCT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.87%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

11.22%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

17.40%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

22.29%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

23.78%

-0.48%