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

Correlation

The correlation between ASHR and GXC is 0.76, 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.


-0.50.00.51.00.8

Performance

ASHR vs. GXC - 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 SPDR S&P China ETF (GXC). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
56.07%
30.12%
ASHR
GXC

Key characteristics

Sharpe Ratio

ASHR:

0.59

GXC:

0.65

Sortino Ratio

ASHR:

1.06

GXC:

1.16

Omega Ratio

ASHR:

1.17

GXC:

1.15

Calmar Ratio

ASHR:

0.37

GXC:

0.35

Martin Ratio

ASHR:

1.69

GXC:

1.87

Ulcer Index

ASHR:

11.26%

GXC:

10.99%

Daily Std Dev

ASHR:

32.17%

GXC:

31.51%

Max Drawdown

ASHR:

-51.30%

GXC:

-72.16%

Current Drawdown

ASHR:

-39.04%

GXC:

-45.60%

Returns By Period

In the year-to-date period, ASHR achieves a 13.13% return, which is significantly lower than GXC's 15.37% return. Over the past 10 years, ASHR has underperformed GXC with an annualized return of 1.26%, while GXC has yielded a comparatively higher 1.93% annualized return.


ASHR

YTD

13.13%

1M

-1.46%

6M

13.80%

1Y

16.85%

5Y*

-0.36%

10Y*

1.26%

GXC

YTD

15.37%

1M

-0.08%

6M

11.43%

1Y

17.49%

5Y*

-3.36%

10Y*

1.93%

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. GXC - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is higher than GXC's 0.59% 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 GXC: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

ASHR vs. GXC - 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 SPDR S&P China ETF (GXC). 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 market0.002.004.000.590.65
The chart of Sortino ratio for ASHR, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.061.16
The chart of Omega ratio for ASHR, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.15
The chart of Calmar ratio for ASHR, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.370.35
The chart of Martin ratio for ASHR, currently valued at 1.69, compared to the broader market0.0020.0040.0060.0080.00100.001.691.87
ASHR
GXC

The current ASHR Sharpe Ratio is 0.59, which is comparable to the GXC Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ASHR and GXC, 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
0.65
ASHR
GXC

Dividends

ASHR vs. GXC - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 1.12%, more than GXC's 0.80% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
GXC
SPDR S&P China ETF
0.80%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%2.11%2.29%

Drawdowns

ASHR vs. GXC - Drawdown Comparison

The maximum ASHR drawdown since its inception was -51.30%, smaller than the maximum GXC drawdown of -72.16%. Use the drawdown chart below to compare losses from any high point for ASHR and GXC. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-39.04%
-45.60%
ASHR
GXC

Volatility

ASHR vs. GXC - Volatility Comparison

Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and SPDR S&P China ETF (GXC) have volatilities of 10.33% and 10.32%, 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.33%
10.32%
ASHR
GXC
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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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