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

Correlation

The correlation between ASHR and FXI is 0.38, 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.


Performance

ASHR vs. FXI - 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 iShares China Large-Cap ETF (FXI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
52.86%
21.81%
ASHR
FXI

Key characteristics

Sharpe Ratio

ASHR:

0.13

FXI:

0.81

Sortino Ratio

ASHR:

0.43

FXI:

1.36

Omega Ratio

ASHR:

1.07

FXI:

1.18

Calmar Ratio

ASHR:

0.09

FXI:

0.56

Martin Ratio

ASHR:

0.23

FXI:

2.46

Ulcer Index

ASHR:

18.75%

FXI:

11.55%

Daily Std Dev

ASHR:

33.25%

FXI:

35.05%

Max Drawdown

ASHR:

-51.30%

FXI:

-72.68%

Current Drawdown

ASHR:

-40.29%

FXI:

-30.85%

Returns By Period

In the year-to-date period, ASHR achieves a -1.02% return, which is significantly lower than FXI's 13.24% return. Over the past 10 years, ASHR has underperformed FXI with an annualized return of -2.18%, while FXI has yielded a comparatively higher -1.38% annualized return.


ASHR

YTD

-1.02%

1M

11.77%

6M

-5.62%

1Y

5.30%

5Y*

-0.05%

10Y*

-2.18%

FXI

YTD

13.24%

1M

14.90%

6M

10.44%

1Y

30.38%

5Y*

-0.27%

10Y*

-1.38%

*Annualized

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ASHR vs. FXI - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is lower than FXI's 0.74% expense ratio.


Risk-Adjusted Performance

ASHR vs. FXI — 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 2929
Overall Rank
The Sharpe Ratio Rank of ASHR is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ASHR is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ASHR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ASHR is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ASHR is 2424
Martin Ratio Rank

FXI
The Risk-Adjusted Performance Rank of FXI is 7171
Overall Rank
The Sharpe Ratio Rank of FXI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FXI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of FXI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FXI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FXI is 6565
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. FXI - 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 iShares China Large-Cap ETF (FXI). 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 current ASHR Sharpe Ratio is 0.13, which is lower than the FXI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ASHR and FXI, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.16
0.87
ASHR
FXI

Dividends

ASHR vs. FXI - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 1.14%, less than FXI's 1.55% yield.


TTM20242023202220212020201920182017201620152014
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
1.14%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%0.27%
FXI
iShares China Large-Cap ETF
1.55%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%2.51%

Drawdowns

ASHR vs. FXI - Drawdown Comparison

The maximum ASHR drawdown since its inception was -51.30%, smaller than the maximum FXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ASHR and FXI. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%December2025FebruaryMarchAprilMay
-40.29%
-30.85%
ASHR
FXI

Volatility

ASHR vs. FXI - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) is 6.43%, while iShares China Large-Cap ETF (FXI) has a volatility of 9.97%. This indicates that ASHR experiences smaller price fluctuations and is considered to be less risky than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
6.43%
9.97%
ASHR
FXI