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

Performance

ASHR vs. CYB - 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 WisdomTree Chinese Yuan Strategy Fund (CYB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
11.28%
0
ASHR
CYB

Returns By Period


ASHR

YTD

15.10%

1M

-1.61%

6M

11.28%

1Y

12.32%

5Y (annualized)

1.15%

10Y (annualized)

3.04%

CYB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


ASHRCYB

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ASHR vs. CYB - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is higher than CYB's 0.45% expense ratio.


ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
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%
Expense ratio chart for CYB: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.00.3

The correlation between ASHR and CYB is 0.27, 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.

Risk-Adjusted Performance

ASHR vs. CYB - 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 WisdomTree Chinese Yuan Strategy Fund (CYB). 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 0.36, compared to the broader market0.002.004.000.36
The chart of Sortino ratio for ASHR, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.0012.000.73
The chart of Omega ratio for ASHR, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.11
The chart of Calmar ratio for ASHR, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.21
The chart of Martin ratio for ASHR, currently valued at 1.16, compared to the broader market0.0020.0040.0060.0080.00100.001.16
ASHR
CYB

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.36
-1.00
ASHR
CYB

Dividends

ASHR vs. CYB - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 2.15%, while CYB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
2.15%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%0.27%0.00%
CYB
WisdomTree Chinese Yuan Strategy Fund
0.00%100.63%0.84%6.52%0.41%2.04%1.16%0.00%0.00%0.00%0.39%0.84%

Drawdowns

ASHR vs. CYB - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-37.98%
-9.63%
ASHR
CYB

Volatility

ASHR vs. CYB - Volatility Comparison

Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a higher volatility of 10.35% compared to WisdomTree Chinese Yuan Strategy Fund (CYB) at 0.00%. This indicates that ASHR's price experiences larger fluctuations and is considered to be riskier than CYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.35%
0
ASHR
CYB