ASHR vs. SPY
Compare and contrast key facts about Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and SPDR S&P 500 ETF (SPY).
ASHR and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASHR is a passively managed fund by DWS that tracks the performance of the CSI 300 Index. It was launched on Nov 6, 2013. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both ASHR and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASHR or SPY.
Performance
ASHR vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ASHR achieves a 15.10% return, which is significantly lower than SPY's 25.41% return. Over the past 10 years, ASHR has underperformed SPY with an annualized return of 3.04%, while SPY has yielded a comparatively higher 13.07% annualized return.
ASHR
15.10%
-1.61%
11.28%
12.32%
1.15%
3.04%
SPY
25.41%
1.18%
12.15%
32.04%
15.51%
13.07%
Key characteristics
| ASHR | SPY | |
|---|---|---|
| Sharpe Ratio | 0.36 | 2.62 |
| Sortino Ratio | 0.73 | 3.50 |
| Omega Ratio | 1.11 | 1.49 |
| Calmar Ratio | 0.21 | 3.78 |
| Martin Ratio | 1.16 | 17.00 |
| Ulcer Index | 9.48% | 1.87% |
| Daily Std Dev | 30.85% | 12.14% |
| Max Drawdown | -51.30% | -55.19% |
| Current Drawdown | -37.98% | -1.38% |
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ASHR vs. SPY - Expense Ratio Comparison
ASHR has a 0.65% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between ASHR and SPY is 0.39, 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. SPY - 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 500 ETF (SPY). 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.
Dividends
ASHR vs. SPY - Dividend Comparison
ASHR's dividend yield for the trailing twelve months is around 2.15%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ASHR vs. SPY - Drawdown Comparison
The maximum ASHR drawdown since its inception was -51.30%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ASHR and SPY. For additional features, visit the drawdowns tool.
Volatility
ASHR vs. SPY - Volatility Comparison
Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a higher volatility of 10.35% compared to SPDR S&P 500 ETF (SPY) at 3.96%. This indicates that ASHR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.