ASHR vs. VT
Compare and contrast key facts about Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) and Vanguard Total World Stock ETF (VT).
ASHR and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both ASHR and VT 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 VT.
Performance
ASHR vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, ASHR achieves a 15.10% return, which is significantly lower than VT's 18.18% return. Over the past 10 years, ASHR has underperformed VT with an annualized return of 3.04%, while VT has yielded a comparatively higher 9.25% annualized return.
ASHR
15.10%
-1.61%
11.28%
12.32%
1.15%
3.04%
VT
18.18%
0.34%
8.94%
24.96%
11.19%
9.25%
Key characteristics
| ASHR | VT | |
|---|---|---|
| Sharpe Ratio | 0.36 | 2.17 |
| Sortino Ratio | 0.73 | 2.97 |
| Omega Ratio | 1.11 | 1.39 |
| Calmar Ratio | 0.21 | 3.11 |
| Martin Ratio | 1.16 | 13.89 |
| Ulcer Index | 9.48% | 1.82% |
| Daily Std Dev | 30.85% | 11.63% |
| Max Drawdown | -51.30% | -50.27% |
| Current Drawdown | -37.98% | -1.38% |
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ASHR vs. VT - Expense Ratio Comparison
ASHR has a 0.65% expense ratio, which is higher than VT's 0.07% expense ratio.
Correlation
The correlation between ASHR and VT is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ASHR vs. VT - 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 Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
ASHR's dividend yield for the trailing twelve months is around 2.15%, more than VT's 1.85% 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% |
VT Vanguard Total World Stock ETF | 1.85% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
ASHR vs. VT - Drawdown Comparison
The maximum ASHR drawdown since its inception was -51.30%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ASHR and VT. For additional features, visit the drawdowns tool.
Volatility
ASHR vs. VT - Volatility Comparison
Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a higher volatility of 10.35% compared to Vanguard Total World Stock ETF (VT) at 3.18%. This indicates that ASHR's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.