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ASHS vs. EASG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASHS vs. EASG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). The values are adjusted to include any dividend payments, if applicable.

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ASHS vs. EASG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
4.66%39.48%2.68%-10.03%-24.78%17.66%28.22%24.53%-4.65%
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
-0.14%25.19%2.26%18.80%-16.94%11.36%10.73%23.66%-5.41%

Returns By Period

In the year-to-date period, ASHS achieves a 4.66% return, which is significantly higher than EASG's -0.14% return.


ASHS

1D
0.31%
1M
-11.46%
YTD
4.66%
6M
7.27%
1Y
40.76%
3Y*
7.63%
5Y*
3.78%
10Y*
2.07%

EASG

1D
3.13%
1M
-8.30%
YTD
-0.14%
6M
4.10%
1Y
19.33%
3Y*
11.43%
5Y*
6.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASHS vs. EASG - Expense Ratio Comparison

ASHS has a 0.65% expense ratio, which is higher than EASG's 0.14% expense ratio.


Return for Risk

ASHS vs. EASG — Risk / Return Rank

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

ASHS
ASHS Risk / Return Rank: 8585
Overall Rank
ASHS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ASHS Sortino Ratio Rank: 8383
Sortino Ratio Rank
ASHS Omega Ratio Rank: 8383
Omega Ratio Rank
ASHS Calmar Ratio Rank: 8989
Calmar Ratio Rank
ASHS Martin Ratio Rank: 8787
Martin Ratio Rank

EASG
EASG Risk / Return Rank: 6161
Overall Rank
EASG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 6363
Sortino Ratio Rank
EASG Omega Ratio Rank: 5858
Omega Ratio Rank
EASG Calmar Ratio Rank: 6262
Calmar Ratio Rank
EASG Martin Ratio Rank: 6161
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.

ASHS vs. EASG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) and Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG). 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.


ASHSEASGDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.09

+0.61

Sortino ratio

Return per unit of downside risk

2.16

1.58

+0.58

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.85

1.55

+1.30

Martin ratio

Return relative to average drawdown

10.16

5.90

+4.27

ASHS vs. EASG - Sharpe Ratio Comparison

The current ASHS Sharpe Ratio is 1.70, which is higher than the EASG Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ASHS and EASG, 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


ASHSEASGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.09

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.38

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.46

-0.30

Correlation

The correlation between ASHS and EASG is 0.37, 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.


Dividends

ASHS vs. EASG - Dividend Comparison

ASHS has not paid dividends to shareholders, while EASG's dividend yield for the trailing twelve months is around 4.19%.


TTM20252024202320222021202020192018201720162015
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
0.00%0.00%0.69%0.65%1.90%0.76%0.43%0.57%0.00%0.00%0.00%8.34%
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
4.19%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%0.00%0.00%0.00%

Drawdowns

ASHS vs. EASG - Drawdown Comparison

The maximum ASHS drawdown since its inception was -69.90%, which is greater than EASG's maximum drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for ASHS and EASG.


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Drawdown Indicators


ASHSEASGDifference

Max Drawdown

Largest peak-to-trough decline

-69.90%

-32.06%

-37.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-11.74%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-31.42%

-16.39%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

Current Drawdown

Current decline from peak

-39.59%

-8.46%

-31.13%

Average Drawdown

Average peak-to-trough decline

-48.78%

-6.27%

-42.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.08%

+0.85%

Volatility

ASHS vs. EASG - Volatility Comparison

Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) has a higher volatility of 8.57% compared to Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) at 7.84%. This indicates that ASHS's price experiences larger fluctuations and is considered to be riskier than EASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASHSEASGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

7.84%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.21%

11.63%

+4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

17.83%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

16.51%

+9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

18.35%

+7.29%