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AH50.L vs. XX25.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AH50.L vs. XX25.L

Last updated Jun 5, 2026

AH50.L (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D) and XX25.L (Xtrackers FTSE China 50 UCITS ETF 1C) are both China Equities funds from Xtrackers tracking the MSCI China NR USD. Both are passively managed. Over the past 10 years, AH50.L returned 7.74%/yr vs 4.18%/yr for XX25.L. Their correlation of 0.83 suggests significant overlap in exposure. AH50.L charges 0.65%/yr vs 0.60%/yr for XX25.L.

Performance

AH50.L vs. XX25.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 Xtrackers FTSE China 50 UCITS ETF 1C (XX25.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 XX25.L is traded in GBp. To make them comparable, the XX25.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 12.41% return, which is significantly higher than XX25.L's 8.70% return. Over the past 10 years, AH50.L has outperformed XX25.L with an annualized return of 7.74%, while XX25.L has yielded a comparatively lower 4.18% annualized 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%

XX25.L

1D
-0.61%
1M
1.29%
YTD
8.70%
6M
13.09%
1Y
35.63%
3Y*
16.39%
5Y*
-0.76%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AH50.L vs. XX25.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%34.04%
XX25.L
Xtrackers FTSE China 50 UCITS ETF 1C		8.70%26.60%26.93%-13.92%-20.64%-19.85%9.88%14.41%-12.44%35.20%

Correlation

The correlation between AH50.L and XX25.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.86

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

0.85

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

0.82

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

0.83

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

0.83

The correlation between AH50.L and XX25.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

AH50.L vs. XX25.L - Sectors Allocation Comparison

Sectors
AH50.L
XX25.L

Technology

27.6%
27.2%

Industrials

20.4%
15.7%

Basic Materials

14.3%
12.4%

Financial Services

11.4%
18.8%

Consumer Cyclical

7.5%
5.6%

Healthcare

6.1%
4.3%

Consumer Defensive

5.3%
7.4%

Energy

2.6%
3.4%

Utilities

2.4%
3.2%

Communication Services

1.8%
1.4%

Real Estate

0.7%
0.6%

Technology

AH50.L
27.6%
XX25.L
27.2%

Industrials

AH50.L
20.4%
XX25.L
15.7%

Basic Materials

AH50.L
14.3%
XX25.L
12.4%

Financial Services

AH50.L
11.4%
XX25.L
18.8%

Consumer Cyclical

AH50.L
7.5%
XX25.L
5.6%

Healthcare

AH50.L
6.1%
XX25.L
4.3%

Consumer Defensive

AH50.L
5.3%
XX25.L
7.4%

Energy

AH50.L
2.6%
XX25.L
3.4%

Utilities

AH50.L
2.4%
XX25.L
3.2%

Communication Services

AH50.L
1.8%
XX25.L
1.4%

Real Estate

AH50.L
0.7%
XX25.L
0.6%

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

Xtrackers FTSE China 50 UCITS ETF 1C

Often compared with AH50.L:
AH50.L vs. CA3S.LAH50.L vs. CM5S.LAH50.L vs. HMCT.LAH50.L vs. CHIN.LAH50.L vs. XCX6.LAH50.L vs. JRCE.LAH50.L vs. IASH.L
Often compared with XX25.L:
XX25.L vs. IITU.LXX25.L vs. EXUS.LXX25.L vs. FRCH.LXX25.L vs. JRCD.LXX25.L vs. IASH.LXX25.L vs. XCHA.LXX25.L vs. RQFI.L

Return for Risk

AH50.L vs. XX25.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: 6363
Overall Rank
AH50.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AH50.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
AH50.L Omega Ratio Rank: 5656
Omega Ratio Rank
AH50.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
AH50.L Martin Ratio Rank: 6969
Martin Ratio Rank
XX25.L
XX25.L Risk / Return Rank: 7676
Overall Rank
XX25.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XX25.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XX25.L Omega Ratio Rank: 7171
Omega Ratio Rank
XX25.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XX25.L Martin Ratio Rank: 7979
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. XX25.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 Xtrackers FTSE China 50 UCITS ETF 1C (XX25.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.LXX25.LDifference
Sharpe ratioReturn per unit of total volatility
1.89
2.14

-0.25

Sortino ratioReturn per unit of downside risk
2.58
2.94

-0.36

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

4.11

4.66

-0.54

Martin ratioReturn relative to average drawdown

12.57

14.31

-1.74

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. XX25.L - Sharpe Ratio Comparison

The current AH50.L Sharpe Ratio is 1.89, which is comparable to the XX25.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of AH50.L and XX25.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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Sharpe Ratios by Period

AH50.LXX25.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.14

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.03

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.16

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.01

+0.32

Drawdowns

AH50.L vs. XX25.L - Drawdown Comparison

The maximum AH50.L drawdown since its inception was -50.58%, smaller than the maximum XX25.L drawdown of -68.56%. Use the drawdown chart below to compare losses from any high point for AH50.L and XX25.L.

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Drawdown Indicators

AH50.LXX25.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.58%

-68.56%

+17.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-7.62%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-25.95%

-28.70%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-45.27%

-54.50%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

-60.53%

+9.95%

Current Drawdown

Current decline from peak

-8.78%

-17.75%

+8.97%

Average Drawdown

Average peak-to-trough decline

-21.40%

-34.81%

+13.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.48%

+0.24%

Volatility

AH50.L vs. XX25.L - Volatility Comparison

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) and Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) have volatilities of 6.50% and 6.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AH50.LXX25.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.35%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

11.60%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.04%

16.58%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

28.87%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.38%

25.53%

-2.15%

AH50.L vs. XX25.L - Expense Ratio Comparison

AH50.L has a 0.65% expense ratio, which is higher than XX25.L's 0.60% expense ratio.

Dividends

AH50.L vs. XX25.L - Dividend Comparison

AH50.L's dividend yield for the trailing twelve months is around 2.08%, while XX25.L has not paid dividends to shareholders.

PositionTTM202520242023202220212020
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%
XX25.L
Xtrackers FTSE China 50 UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AH50.L and XX25.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XX25.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XX25.L is cheaper with a 0.60% expense ratio, compared with 0.65% for AH50.L.

Both ETFs track MSCI China NR USD. Their fees differ too: 0.65% for AH50.L and 0.60% for XX25.L.

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