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ASHS vs. ISVBF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASHS vs. ISVBF - 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 iShares MSCI China A UCITS ETF (ISVBF). The values are adjusted to include any dividend payments, if applicable.

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ASHS vs. ISVBF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
4.44%39.48%2.68%-10.03%-24.78%15.31%
ISVBF
iShares MSCI China A UCITS ETF
-7.03%30.64%18.96%-9.28%-23.01%-22.12%

Returns By Period

In the year-to-date period, ASHS achieves a 4.44% return, which is significantly higher than ISVBF's -7.03% return.


ASHS

1D
-0.21%
1M
-10.96%
YTD
4.44%
6M
7.13%
1Y
40.22%
3Y*
7.56%
5Y*
3.74%
10Y*
2.05%

ISVBF

1D
1.76%
1M
-5.82%
YTD
-7.03%
6M
-14.03%
1Y
5.75%
3Y*
7.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASHS vs. ISVBF - Expense Ratio Comparison

ASHS has a 0.65% expense ratio, which is higher than ISVBF's 0.40% expense ratio.


Return for Risk

ASHS vs. ISVBF — Risk / Return Rank

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

ASHS
ASHS Risk / Return Rank: 8282
Overall Rank
ASHS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ASHS Sortino Ratio Rank: 8080
Sortino Ratio Rank
ASHS Omega Ratio Rank: 7979
Omega Ratio Rank
ASHS Calmar Ratio Rank: 8787
Calmar Ratio Rank
ASHS Martin Ratio Rank: 8383
Martin Ratio Rank

ISVBF
ISVBF Risk / Return Rank: 1717
Overall Rank
ISVBF Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1717
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1818
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1616
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1717
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. ISVBF - 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 iShares MSCI China A UCITS ETF (ISVBF). 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.


ASHSISVBFDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.18

+1.50

Sortino ratio

Return per unit of downside risk

2.14

0.46

+1.68

Omega ratio

Gain probability vs. loss probability

1.31

1.07

+0.25

Calmar ratio

Return relative to maximum drawdown

2.88

0.23

+2.66

Martin ratio

Return relative to average drawdown

10.12

0.68

+9.45

ASHS vs. ISVBF - Sharpe Ratio Comparison

The current ASHS Sharpe Ratio is 1.68, which is higher than the ISVBF Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ASHS and ISVBF, 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


ASHSISVBFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.18

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.16

+0.32

Correlation

The correlation between ASHS and ISVBF is 0.25, 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. ISVBF - Dividend Comparison

Neither ASHS nor ISVBF has paid dividends to shareholders.


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%
ISVBF
iShares MSCI China A UCITS 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%

Drawdowns

ASHS vs. ISVBF - Drawdown Comparison

The maximum ASHS drawdown since its inception was -69.90%, which is greater than ISVBF's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ASHS and ISVBF.


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Drawdown Indicators


ASHSISVBFDifference

Max Drawdown

Largest peak-to-trough decline

-69.90%

-53.78%

-16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-19.18%

+5.15%

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

-39.72%

-24.65%

-15.07%

Average Drawdown

Average peak-to-trough decline

-48.78%

-33.12%

-15.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

6.42%

-2.42%

Volatility

ASHS vs. ISVBF - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) is 6.38%, while iShares MSCI China A UCITS ETF (ISVBF) has a volatility of 18.10%. This indicates that ASHS experiences smaller price fluctuations and is considered to be less risky than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASHSISVBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

18.10%

-11.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.19%

25.02%

-8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.03%

31.38%

-7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

30.04%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

30.04%

-4.40%