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

Correlation

The correlation between ASHR and CHAU is 1.00, 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.


-0.50.00.51.01.0

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.

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.53%
-62.37%
ASHR
CHAU

Key characteristics

Sharpe Ratio

ASHR:

0.59

CHAU:

0.32

Sortino Ratio

ASHR:

1.06

CHAU:

0.92

Omega Ratio

ASHR:

1.17

CHAU:

1.14

Calmar Ratio

ASHR:

0.37

CHAU:

0.25

Martin Ratio

ASHR:

1.69

CHAU:

0.91

Ulcer Index

ASHR:

11.26%

CHAU:

22.03%

Daily Std Dev

ASHR:

32.17%

CHAU:

63.41%

Max Drawdown

ASHR:

-51.30%

CHAU:

-79.21%

Current Drawdown

ASHR:

-39.04%

CHAU:

-72.12%

Returns By Period

In the year-to-date period, ASHR achieves a 13.13% return, which is significantly higher than CHAU's 8.80% return.


ASHR

YTD

13.13%

1M

-1.46%

6M

13.80%

1Y

16.85%

5Y*

-0.36%

10Y*

1.26%

CHAU

YTD

8.80%

1M

-4.46%

6M

14.24%

1Y

15.57%

5Y*

-7.17%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ASHR vs. CHAU - Expense Ratio Comparison

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


CHAU
Direxion Daily CSI 300 China A Share Bull 2x Shares
Expense ratio chart for CHAU: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for ASHR: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ASHR, currently valued at 0.59, compared to the broader market0.002.004.000.590.32
The chart of Sortino ratio for ASHR, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.060.92
The chart of Omega ratio for ASHR, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.14
The chart of Calmar ratio for ASHR, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.25
The chart of Martin ratio for ASHR, currently valued at 1.69, compared to the broader market0.0020.0040.0060.0080.00100.001.690.91
ASHR
CHAU

The current ASHR Sharpe Ratio is 0.59, which is higher than the CHAU Sharpe Ratio of 0.32. 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.59
0.32
ASHR
CHAU

Dividends

ASHR vs. CHAU - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 1.12%, less than CHAU's 1.24% yield.


TTM2023202220212020201920182017201620152014
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
1.12%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
1.24%3.97%0.77%1.73%0.09%0.57%0.82%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%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-39.04%
-72.12%
ASHR
CHAU

Volatility

ASHR vs. CHAU - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) is 10.33%, while Direxion Daily CSI 300 China A Share Bull 2x Shares (CHAU) has a volatility of 20.10%. 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%50.00%JulyAugustSeptemberOctoberNovemberDecember
10.33%
20.10%
ASHR
CHAU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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