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ASHR vs. JCHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASHR vs. JCHI - 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 JPMorgan Active China ETF (JCHI). The values are adjusted to include any dividend payments, if applicable.

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ASHR vs. JCHI - Yearly Performance Comparison


2026 (YTD)202520242023
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
-0.64%27.02%11.95%-14.65%
JCHI
JPMorgan Active China ETF
-5.04%27.66%13.77%-17.06%

Returns By Period

In the year-to-date period, ASHR achieves a -0.64% return, which is significantly higher than JCHI's -5.04% return.


ASHR

1D
1.33%
1M
-4.25%
YTD
-0.64%
6M
1.30%
1Y
25.74%
3Y*
5.52%
5Y*
-2.00%
10Y*
4.13%

JCHI

1D
1.72%
1M
-5.56%
YTD
-5.04%
6M
-11.26%
1Y
8.71%
3Y*
3.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASHR vs. JCHI - Expense Ratio Comparison

Both ASHR and JCHI have an expense ratio of 0.65%.


Return for Risk

ASHR vs. JCHI — Risk / Return Rank

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

ASHR
ASHR Risk / Return Rank: 8080
Overall Rank
ASHR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHR Sortino Ratio Rank: 7777
Sortino Ratio Rank
ASHR Omega Ratio Rank: 7676
Omega Ratio Rank
ASHR Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASHR Martin Ratio Rank: 8686
Martin Ratio Rank

JCHI
JCHI Risk / Return Rank: 2424
Overall Rank
JCHI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JCHI Sortino Ratio Rank: 2424
Sortino Ratio Rank
JCHI Omega Ratio Rank: 2525
Omega Ratio Rank
JCHI Calmar Ratio Rank: 2323
Calmar Ratio Rank
JCHI Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASHR vs. JCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and JPMorgan Active China ETF (JCHI). 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.


ASHRJCHIDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.42

+0.97

Sortino ratio

Return per unit of downside risk

1.90

0.69

+1.20

Omega ratio

Gain probability vs. loss probability

1.27

1.10

+0.18

Calmar ratio

Return relative to maximum drawdown

2.16

0.51

+1.66

Martin ratio

Return relative to average drawdown

9.57

1.50

+8.07

ASHR vs. JCHI - Sharpe Ratio Comparison

The current ASHR Sharpe Ratio is 1.39, which is higher than the JCHI Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ASHR and JCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASHRJCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.42

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.18

+0.02

Correlation

The correlation between ASHR and JCHI is 0.83, 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.


Dividends

ASHR vs. JCHI - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 2.32%, more than JCHI's 1.91% yield.


TTM20252024202320222021202020192018201720162015
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
2.32%2.31%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%
JCHI
JPMorgan Active China ETF
1.91%1.81%2.12%2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ASHR vs. JCHI - Drawdown Comparison

The maximum ASHR drawdown since its inception was -51.30%, which is greater than JCHI's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for ASHR and JCHI.


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Drawdown Indicators


ASHRJCHIDifference

Max Drawdown

Largest peak-to-trough decline

-51.30%

-29.57%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-16.46%

+5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-46.44%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-23.87%

-12.51%

-11.36%

Average Drawdown

Average peak-to-trough decline

-29.34%

-13.67%

-15.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

5.59%

-2.92%

Volatility

ASHR vs. JCHI - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) is 5.81%, while JPMorgan Active China ETF (JCHI) has a volatility of 6.58%. This indicates that ASHR experiences smaller price fluctuations and is considered to be less risky than JCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASHRJCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

6.58%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

12.56%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

20.80%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

25.18%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

25.18%

-1.05%