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

Key characteristics


ASHXFLCH

Correlation

-0.50.00.51.00.7

The correlation between ASHX and FLCH is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ASHX vs. FLCH - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-66.55%
-26.49%
ASHX
FLCH

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Xtrackers MSCI China A Inclusion Equity ETF

Franklin FTSE China ETF

ASHX vs. FLCH - Expense Ratio Comparison

ASHX has a 0.60% expense ratio, which is higher than FLCH's 0.19% expense ratio.


ASHX
Xtrackers MSCI China A Inclusion Equity ETF
Expense ratio chart for ASHX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FLCH: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

ASHX vs. FLCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China A Inclusion Equity ETF (ASHX) 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.


ASHX
Sharpe ratio
The chart of Sharpe ratio for ASHX, currently valued at -0.85, compared to the broader market-1.000.001.002.003.004.005.00-0.85
Sortino ratio
The chart of Sortino ratio for ASHX, currently valued at -1.20, compared to the broader market-2.000.002.004.006.008.00-1.20
Omega ratio
The chart of Omega ratio for ASHX, currently valued at 0.86, compared to the broader market0.501.001.502.002.500.86
Calmar ratio
The chart of Calmar ratio for ASHX, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00-0.19
Martin ratio
The chart of Martin ratio for ASHX, currently valued at -1.07, compared to the broader market0.0020.0040.0060.0080.00-1.07
FLCH
Sharpe ratio
The chart of Sharpe ratio for FLCH, currently valued at -0.37, compared to the broader market-1.000.001.002.003.004.005.00-0.37
Sortino ratio
The chart of Sortino ratio for FLCH, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.00-0.38
Omega ratio
The chart of Omega ratio for FLCH, currently valued at 0.96, compared to the broader market0.501.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for FLCH, currently valued at -0.15, compared to the broader market0.002.004.006.008.0010.0012.00-0.15
Martin ratio
The chart of Martin ratio for FLCH, currently valued at -0.63, compared to the broader market0.0020.0040.0060.0080.00-0.63

ASHX vs. FLCH - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50December2024FebruaryMarchAprilMay
-0.85
-0.37
ASHX
FLCH

Dividends

ASHX vs. FLCH - Dividend Comparison

ASHX has not paid dividends to shareholders, while FLCH's dividend yield for the trailing twelve months is around 3.36%.


TTM202320222021202020192018201720162015
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
102.76%2.38%1.76%0.84%0.80%1.78%1.07%2.48%80.25%0.50%
FLCH
Franklin FTSE China ETF
3.36%3.47%2.69%1.48%0.91%1.98%1.92%0.00%0.00%0.00%

Drawdowns

ASHX vs. FLCH - Drawdown Comparison


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%December2024FebruaryMarchAprilMay
-76.33%
-53.53%
ASHX
FLCH

Volatility

ASHX vs. FLCH - Volatility Comparison

The current volatility for Xtrackers MSCI China A Inclusion Equity ETF (ASHX) is 0.00%, while Franklin FTSE China ETF (FLCH) has a volatility of 5.28%. This indicates that ASHX 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.


0.00%2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay0
5.28%
ASHX
FLCH