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ASHS vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASHS vs. ESHY - 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 J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ASHS

1D
-0.17%
1M
-0.19%
YTD
15.10%
6M
23.90%
1Y
57.65%
3Y*
13.41%
5Y*
3.97%
10Y*
3.27%

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASHS vs. ESHY - Yearly Performance Comparison


ASHS vs. ESHY - Sectors Allocation Comparison


Sectors
ASHS
ESHY

Technology

29.8%

-

Industrials

19.7%

-

Basic Materials

19.4%

-

Healthcare

7.2%

-

Financial Services

6.3%

-

Consumer Cyclical

5.8%

-

Energy

3.2%
100.0%

Communication Services

3.2%

-

Consumer Defensive

2.6%

-

Utilities

2.2%

-

Real Estate

0.7%

-

Technology

ASHS
29.8%
ESHY

-

Industrials

ASHS
19.7%
ESHY

-

Basic Materials

ASHS
19.4%
ESHY

-

Healthcare

ASHS
7.2%
ESHY

-

Financial Services

ASHS
6.3%
ESHY

-

Consumer Cyclical

ASHS
5.8%
ESHY

-

Energy

ASHS
3.2%
ESHY
100.0%

Communication Services

ASHS
3.2%
ESHY

-

Consumer Defensive

ASHS
2.6%
ESHY

-

Utilities

ASHS
2.2%
ESHY

-

Real Estate

ASHS
0.7%
ESHY

-

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Return for Risk

ASHS vs. ESHY — Risk / Return Rank

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

ASHS
ASHS Risk / Return Rank: 7474
Overall Rank
ASHS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHS Sortino Ratio Rank: 7171
Sortino Ratio Rank
ASHS Omega Ratio Rank: 7070
Omega Ratio Rank
ASHS Calmar Ratio Rank: 8080
Calmar Ratio Rank
ASHS Martin Ratio Rank: 7373
Martin Ratio Rank

ESHY
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. ESHY - 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 J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


ASHSESHYDifference

Sharpe ratio

Return per unit of total volatility

2.57

Sortino ratio

Return per unit of downside risk

3.27

Omega ratio

Gain probability vs. loss probability

1.42

Calmar ratio

Return relative to maximum drawdown

4.13

Martin ratio

Return relative to average drawdown

13.72

ASHS vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASHSESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

Drawdowns

ASHS vs. ESHY - Drawdown Comparison

The maximum ASHS drawdown since its inception was -69.90%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ASHS and ESHY.


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Drawdown Indicators


ASHSESHYDifference

Max Drawdown

Largest peak-to-trough decline

-69.90%

0.00%

-69.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

Max Drawdown (3Y)

Largest decline over 3 years

-34.13%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

Current Drawdown

Current decline from peak

-33.57%

0.00%

-33.57%

Average Drawdown

Average peak-to-trough decline

-48.57%

0.00%

-48.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

Volatility

ASHS vs. ESHY - Volatility Comparison


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Volatility by Period


ASHSESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

0.00%

+22.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.46%

0.00%

+26.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

0.00%

+25.57%

ASHS vs. ESHY - Expense Ratio Comparison

ASHS has a 0.65% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

ASHS vs. ESHY - Dividend Comparison

Neither ASHS nor ESHY has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.65% for ASHS.

ASHS and ESHY have nearly identical dividend yields, around 0.00%.

ASHS is categorized as China Equities, while ESHY is High Yield Bonds. ASHS tracks CSI 500 Index, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. Their fees differ too: 0.65% for ASHS and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for ASHS and ESHY

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