ASHR vs. TIP
Compare and contrast key facts about Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and iShares TIPS Bond ETF (TIP).
ASHR and TIP 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. TIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Dec 4, 2003. Both ASHR and TIP 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 TIP.
Performance
ASHR vs. TIP - Performance Comparison
Returns By Period
In the year-to-date period, ASHR achieves a 15.10% return, which is significantly higher than TIP's 2.54% return. Over the past 10 years, ASHR has outperformed TIP with an annualized return of 3.04%, while TIP has yielded a comparatively lower 2.06% annualized return.
ASHR
15.10%
-1.61%
11.28%
12.32%
1.15%
3.04%
TIP
2.54%
-0.60%
2.54%
5.68%
1.87%
2.06%
Key characteristics
| ASHR | TIP | |
|---|---|---|
| Sharpe Ratio | 0.36 | 1.11 |
| Sortino Ratio | 0.73 | 1.64 |
| Omega Ratio | 1.11 | 1.20 |
| Calmar Ratio | 0.21 | 0.44 |
| Martin Ratio | 1.16 | 4.68 |
| Ulcer Index | 9.48% | 1.17% |
| Daily Std Dev | 30.85% | 4.92% |
| Max Drawdown | -51.30% | -14.56% |
| Current Drawdown | -37.98% | -7.09% |
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ASHR vs. TIP - Expense Ratio Comparison
ASHR has a 0.65% expense ratio, which is higher than TIP's 0.19% expense ratio.
Correlation
The correlation between ASHR and TIP is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
ASHR vs. TIP - 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 TIPS Bond ETF (TIP). 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. TIP - Dividend Comparison
ASHR's dividend yield for the trailing twelve months is around 2.15%, less than TIP's 2.40% 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% |
TIP iShares TIPS Bond ETF | 2.40% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
Drawdowns
ASHR vs. TIP - Drawdown Comparison
The maximum ASHR drawdown since its inception was -51.30%, which is greater than TIP's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for ASHR and TIP. For additional features, visit the drawdowns tool.
Volatility
ASHR vs. TIP - Volatility Comparison
Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a higher volatility of 10.35% compared to iShares TIPS Bond ETF (TIP) at 1.10%. This indicates that ASHR's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.