ASHX vs. ISVBF

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI China A Inclusion Equity ETF (ASHX) and iShares MSCI China A UCITS ETF (ISVBF).

ASHX and ISVBF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASHX is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI China A Inclusion Index. It was launched on Oct 20, 2015. ISVBF is a passively managed fund by iShares that tracks the performance of the MSCI China A Inclusion Index. It was launched on Apr 8, 2015. Both ASHX and ISVBF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ASHX vs. ISVBF - Performance Comparison

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

ASHX vs. ISVBF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ASHX Xtrackers MSCI China A Inclusion Equity ETF	0.00%	0.00%	0.27%	-13.59%	-26.45%	3.87%
ISVBF iShares MSCI China A UCITS ETF	-7.03%	30.64%	18.96%	-9.28%	-23.01%	-22.12%

Returns By Period

ASHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

ASHX vs. ISVBF - Expense Ratio Comparison

ASHX has a 0.60% expense ratio, which is higher than ISVBF's 0.40% expense ratio.

ASHX

Xtrackers MSCI China A Inclusion Equity ETF

ISVBF

iShares MSCI China A UCITS ETF

Return for Risk

ASHX vs. ISVBF — Risk / Return Rank

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

ISVBF

ISVBF Risk / Return Rank: 17
ISVBF Sharpe Ratio Rank: 16
ISVBF Sortino Ratio Rank: 17
ISVBF Omega Ratio Rank: 18
ISVBF Calmar Ratio Rank: 16
ISVBF Martin Ratio Rank: 17

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.

ASHX vs. ISVBF - Risk-Adjusted Trends Comparison

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ASHX	ISVBF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.18	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.16	—

Correlation

The correlation between ASHX and ISVBF is 0.02, 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

ASHX vs. ISVBF - Dividend Comparison

Neither ASHX nor ISVBF has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASHX Xtrackers MSCI China A Inclusion Equity ETF	0.00%	0.00%	0.00%	2.38%	1.76%	0.84%	0.80%	1.78%	1.07%	2.48%	19.46%	2.91%
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

Drawdown Indicators

	ASHX	ISVBF	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.78%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-19.18%	—
Current Drawdown Current decline from peak	—	-24.65%	—
Average Drawdown Average peak-to-trough decline	—	-33.12%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.42%	—

Volatility

Volatility by Period

	ASHX	ISVBF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	31.38%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	30.04%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	30.04%	—