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ASHS vs. FLCH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASHS and FLCH is 0.36, 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.


Performance

ASHS vs. FLCH - 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 Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%December2025FebruaryMarchAprilMay
-16.87%
-4.59%
ASHS
FLCH

Key characteristics

Sharpe Ratio

ASHS:

0.15

FLCH:

0.71

Sortino Ratio

ASHS:

0.43

FLCH:

1.12

Omega Ratio

ASHS:

1.06

FLCH:

1.15

Calmar Ratio

ASHS:

0.06

FLCH:

0.40

Martin Ratio

ASHS:

0.20

FLCH:

1.60

Ulcer Index

ASHS:

20.15%

FLCH:

13.70%

Daily Std Dev

ASHS:

39.11%

FLCH:

33.90%

Max Drawdown

ASHS:

-69.90%

FLCH:

-62.09%

Current Drawdown

ASHS:

-57.66%

FLCH:

-39.68%

Returns By Period

In the year-to-date period, ASHS achieves a 2.32% return, which is significantly lower than FLCH's 13.42% return.


ASHS

YTD

2.32%

1M

13.17%

6M

-10.42%

1Y

5.83%

5Y*

1.02%

10Y*

-5.31%

FLCH

YTD

13.42%

1M

17.64%

6M

3.31%

1Y

24.03%

5Y*

-0.33%

10Y*

N/A

*Annualized

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ASHS vs. FLCH - Expense Ratio Comparison

ASHS has a 0.65% expense ratio, which is higher than FLCH's 0.19% expense ratio.


Risk-Adjusted Performance

ASHS vs. FLCH — Risk-Adjusted Performance Rank

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

ASHS
The Risk-Adjusted Performance Rank of ASHS is 3030
Overall Rank
The Sharpe Ratio Rank of ASHS is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ASHS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ASHS is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ASHS is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ASHS is 2424
Martin Ratio Rank

FLCH
The Risk-Adjusted Performance Rank of FLCH is 6464
Overall Rank
The Sharpe Ratio Rank of FLCH is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASHS vs. FLCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) and Franklin FTSE China ETF (FLCH). 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.


The current ASHS Sharpe Ratio is 0.15, which is lower than the FLCH Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ASHS and FLCH, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.15
0.71
ASHS
FLCH

Dividends

ASHS vs. FLCH - Dividend Comparison

ASHS's dividend yield for the trailing twelve months is around 0.67%, less than FLCH's 2.53% yield.


TTM20242023202220212020201920182017201620152014
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
0.67%0.69%0.65%1.90%0.76%0.43%0.57%0.00%0.00%0.00%8.34%0.59%
FLCH
Franklin FTSE China ETF
2.53%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%0.00%

Drawdowns

ASHS vs. FLCH - Drawdown Comparison

The maximum ASHS drawdown since its inception was -69.90%, which is greater than FLCH's maximum drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for ASHS and FLCH. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%December2025FebruaryMarchAprilMay
-32.26%
-39.68%
ASHS
FLCH

Volatility

ASHS vs. FLCH - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) is 7.30%, while Franklin FTSE China ETF (FLCH) has a volatility of 8.63%. This indicates that ASHS experiences smaller price fluctuations and is considered to be less risky than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.30%
8.63%
ASHS
FLCH