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

Correlation

The correlation between ASHX and FLCH is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

ASHX vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI China A Inclusion Equity ETF (ASHX) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-66.55%
-16.06%
ASHX
FLCH

Key characteristics

Returns By Period


ASHX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FLCH

YTD

17.76%

1M

-1.05%

6M

9.50%

1Y

19.24%

5Y*

-3.47%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for ASHX, currently valued at 0.26, compared to the broader market0.002.004.000.260.65
The chart of Sortino ratio for ASHX, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.481.15
The chart of Omega ratio for ASHX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.15
The chart of Calmar ratio for ASHX, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.040.34
The chart of Martin ratio for ASHX, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.001.321.95
ASHX
FLCH


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.26
0.65
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 0.63%.


TTM202320222021202020192018201720162015
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
100.38%2.38%1.76%0.84%0.80%1.78%1.07%2.48%80.25%0.00%
FLCH
Franklin FTSE China ETF
0.63%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%

Drawdowns

ASHX vs. FLCH - Drawdown Comparison


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-76.33%
-46.93%
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 10.14%. 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%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
10.14%
ASHX
FLCH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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