AH50.L vs. IASH.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) and iShares MSCI China A UCITS USD (IASH.L).

AH50.L and IASH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AH50.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI China NR USD. It was launched on Mar 22, 2016. IASH.L is a passively managed fund by iShares that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Apr 8, 2015. Both AH50.L and IASH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AH50.L vs. IASH.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 iShares MSCI China A UCITS USD (IASH.L). The values are adjusted to include any dividend payments, if applicable.

AH50.L vs. IASH.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	1.50%	26.76%	17.77%	-13.04%	-21.01%	-6.02%	28.04%	34.30%	-21.35%	34.04%
IASH.L iShares MSCI China A UCITS USD	-0.52%	26.55%	11.04%	-14.55%	-26.12%	3.53%	41.86%	35.66%	-25.48%	28.14%

Different Trading Currencies

AH50.L is traded in USD, while IASH.L is traded in GBp. To make them comparable, the IASH.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 1.50% return, which is significantly higher than IASH.L's -0.52% return. Over the past 10 years, AH50.L has outperformed IASH.L with an annualized return of 6.64%, while IASH.L has yielded a comparatively lower 4.68% annualized 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%

IASH.L

• 1D: 1.15%
• 1M: -4.70%
• YTD: -0.52%
• 6M: 1.34%
• 1Y: 25.61%
• 3Y*: 4.90%
• 5Y*: -1.26%
• 10Y*: 4.68%

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

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

AH50.L has a 0.65% expense ratio, which is higher than IASH.L's 0.40% expense ratio.

AH50.L

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

IASH.L

iShares MSCI China A UCITS USD

Return for Risk

AH50.L vs. IASH.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: 72
AH50.L Sharpe Ratio Rank: 71
AH50.L Sortino Ratio Rank: 66
AH50.L Omega Ratio Rank: 65
AH50.L Calmar Ratio Rank: 81
AH50.L Martin Ratio Rank: 79

IASH.L

IASH.L Risk / Return Rank: 75
IASH.L Sharpe Ratio Rank: 73
IASH.L Sortino Ratio Rank: 71
IASH.L Omega Ratio Rank: 65
IASH.L Calmar Ratio Rank: 91
IASH.L Martin Ratio Rank: 74

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. IASH.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 iShares MSCI China A UCITS USD (IASH.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	IASH.L	Difference
Sharpe ratio Return per unit of total volatility	1.35	1.50	-0.15
Sortino ratio Return per unit of downside risk	1.77	1.98	-0.20
Omega ratio Gain probability vs. loss probability	1.25	1.28	-0.02
Calmar ratio Return relative to maximum drawdown	2.62	2.75	-0.13
Martin ratio Return relative to average drawdown	9.47	10.32	-0.84
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. IASH.L - Sharpe Ratio Comparison

The current AH50.L Sharpe Ratio is 1.35, which is comparable to the IASH.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of AH50.L and IASH.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.

Sharpe Ratios by Period

	AH50.L	IASH.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	1.50	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	-0.06	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.21	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.01	+0.27

Correlation

The correlation between AH50.L and IASH.L is 0.80, 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. IASH.L - Dividend Comparison

AH50.L's dividend yield for the trailing twelve months is around 2.30%, while IASH.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
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%
IASH.L iShares MSCI China A UCITS USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AH50.L vs. IASH.L - Drawdown Comparison

The maximum AH50.L drawdown since its inception was -50.58%, roughly equal to the maximum IASH.L drawdown of -51.24%. Use the drawdown chart below to compare losses from any high point for AH50.L and IASH.L.

Drawdown Indicators

	AH50.L	IASH.L	Difference
Max Drawdown Largest peak-to-trough decline	-50.58%	-48.39%	-2.19%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-8.84%	-2.16%
Max Drawdown (5Y) Largest decline over 5 years	-45.97%	-42.23%	-3.74%
Max Drawdown (10Y) Largest decline over 10 years	-50.58%	-44.67%	-5.91%
Current Drawdown Current decline from peak	-17.63%	-17.38%	-0.25%
Average Drawdown Average peak-to-trough decline	-21.57%	-24.91%	+3.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.66%	+0.02%

Volatility

AH50.L vs. IASH.L - Volatility Comparison

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) has a higher volatility of 5.25% compared to iShares MSCI China A UCITS USD (IASH.L) at 4.72%. This indicates that AH50.L's price experiences larger fluctuations and is considered to be riskier than IASH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AH50.L	IASH.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	4.72%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	12.67%	11.23%	+1.44%
Volatility (1Y) Calculated over the trailing 1-year period	18.39%	17.04%	+1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.25%	22.67%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	23.51%	-0.21%