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

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.


-0.50.00.51.00.5

Performance

ASHR vs. VT - 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 Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
56.07%
163.08%
ASHR
VT

Key characteristics

Sharpe Ratio

ASHR:

0.59

VT:

1.65

Sortino Ratio

ASHR:

1.06

VT:

2.25

Omega Ratio

ASHR:

1.17

VT:

1.30

Calmar Ratio

ASHR:

0.37

VT:

2.41

Martin Ratio

ASHR:

1.69

VT:

10.48

Ulcer Index

ASHR:

11.26%

VT:

1.87%

Daily Std Dev

ASHR:

32.17%

VT:

11.85%

Max Drawdown

ASHR:

-51.30%

VT:

-50.27%

Current Drawdown

ASHR:

-39.04%

VT:

-3.31%

Returns By Period

In the year-to-date period, ASHR achieves a 13.13% return, which is significantly lower than VT's 17.12% return. Over the past 10 years, ASHR has underperformed VT with an annualized return of 1.26%, while VT has yielded a comparatively higher 9.28% annualized return.


ASHR

YTD

13.13%

1M

-1.46%

6M

13.80%

1Y

16.85%

5Y*

-0.36%

10Y*

1.26%

VT

YTD

17.12%

1M

-0.90%

6M

6.21%

1Y

17.87%

5Y*

10.16%

10Y*

9.28%

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. VT - Expense Ratio Comparison

ASHR has a 0.65% expense ratio, which is higher than VT's 0.07% 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 VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Sharpe ratio
The chart of Sharpe ratio for ASHR, currently valued at 0.59, compared to the broader market0.002.004.000.591.65
The chart of Sortino ratio for ASHR, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.062.25
The chart of Omega ratio for ASHR, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.30
The chart of Calmar ratio for ASHR, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.372.41
The chart of Martin ratio for ASHR, currently valued at 1.69, compared to the broader market0.0020.0040.0060.0080.00100.001.6910.48
ASHR
VT

The current ASHR Sharpe Ratio is 0.59, which is lower than the VT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ASHR and VT, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.59
1.65
ASHR
VT

Dividends

ASHR vs. VT - Dividend Comparison

ASHR's dividend yield for the trailing twelve months is around 1.12%, less than VT's 1.94% 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%
VT
Vanguard Total World Stock ETF
1.94%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.04%
-3.31%
ASHR
VT

Volatility

ASHR vs. VT - Volatility Comparison

Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) has a higher volatility of 10.33% compared to Vanguard Total World Stock ETF (VT) at 3.66%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.33%
3.66%
ASHR
VT
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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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