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ASHR vs. CHAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASHR and CHAU is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

ASHR vs. CHAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU). The values are adjusted to include any dividend payments, if applicable.

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-20.40%
-66.16%
ASHR
CHAU

Key characteristics

Sharpe Ratio

ASHR:

0.20

CHAU:

-0.07

Sortino Ratio

ASHR:

0.52

CHAU:

0.39

Omega Ratio

ASHR:

1.08

CHAU:

1.06

Calmar Ratio

ASHR:

0.13

CHAU:

-0.05

Martin Ratio

ASHR:

0.35

CHAU:

-0.12

Ulcer Index

ASHR:

18.41%

CHAU:

35.91%

Daily Std Dev

ASHR:

33.22%

CHAU:

65.42%

Max Drawdown

ASHR:

-51.30%

CHAU:

-79.21%

Current Drawdown

ASHR:

-41.16%

CHAU:

-74.93%

Returns By Period

In the year-to-date period, ASHR achieves a -2.46% return, which is significantly higher than CHAU's -8.23% return. Over the past 10 years, ASHR has outperformed CHAU with an annualized return of -2.73%, while CHAU has yielded a comparatively lower -11.09% annualized return.


ASHR

YTD

-2.46%

1M

-2.82%

6M

-4.92%

1Y

5.96%

5Y*

1.16%

10Y*

-2.73%

CHAU

YTD

-8.23%

1M

-6.93%

6M

-15.32%

1Y

-5.20%

5Y*

-3.83%

10Y*

-11.09%

*Annualized

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ASHR vs. CHAU - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is lower than CHAU's 1.21% expense ratio.


Expense ratio chart for CHAU: current value is 1.21%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHAU: 1.21%
Expense ratio chart for ASHR: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASHR: 0.65%

Risk-Adjusted Performance

ASHR vs. CHAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASHR
The Risk-Adjusted Performance Rank of ASHR is 3434
Overall Rank
The Sharpe Ratio Rank of ASHR is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ASHR is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ASHR is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ASHR is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ASHR is 2727
Martin Ratio Rank

CHAU
The Risk-Adjusted Performance Rank of CHAU is 2323
Overall Rank
The Sharpe Ratio Rank of CHAU is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CHAU is 3232
Sortino Ratio Rank
The Omega Ratio Rank of CHAU is 3434
Omega Ratio Rank
The Calmar Ratio Rank of CHAU is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CHAU is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASHR vs. CHAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU). 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.


The chart of Sharpe ratio for ASHR, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.00
ASHR: 0.20
CHAU: -0.07
The chart of Sortino ratio for ASHR, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.00
ASHR: 0.52
CHAU: 0.39
The chart of Omega ratio for ASHR, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
ASHR: 1.08
CHAU: 1.06
The chart of Calmar ratio for ASHR, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
ASHR: 0.13
CHAU: -0.05
The chart of Martin ratio for ASHR, currently valued at 0.35, compared to the broader market0.0020.0040.0060.00
ASHR: 0.35
CHAU: -0.12

The current ASHR Sharpe Ratio is 0.20, which is higher than the CHAU Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of ASHR and CHAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80NovemberDecember2025FebruaryMarchApril
0.20
-0.07
ASHR
CHAU

Dividends

ASHR vs. CHAU - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 1.16%, less than CHAU's 2.52% yield.


TTM20242023202220212020201920182017201620152014
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
1.16%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%0.27%
CHAU
Direxion Daily CSI 300 China A Share Bull 2x Shares
2.52%2.25%3.97%0.77%1.73%0.09%0.58%0.83%0.00%0.00%0.00%0.00%

Drawdowns

ASHR vs. CHAU - Drawdown Comparison

The maximum ASHR drawdown since its inception was -51.30%, smaller than the maximum CHAU drawdown of -79.21%. Use the drawdown chart below to compare losses from any high point for ASHR and CHAU. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-41.16%
-74.93%
ASHR
CHAU

Volatility

ASHR vs. CHAU - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) is 10.38%, while Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a volatility of 20.88%. This indicates that ASHR experiences smaller price fluctuations and is considered to be less risky than CHAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
10.38%
20.88%
ASHR
CHAU