C300.L vs. DBJP
Compare and contrast key facts about Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP).
C300.L and DBJP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. C300.L is a passively managed fund by Invesco that tracks the performance of the S&P China A 300 Index. It was launched on May 5, 2022. DBJP is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Japan US Dollar Hedged Index. It was launched on Jun 9, 2011. Both C300.L and DBJP 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
C300.L vs. DBJP - Performance Comparison
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C300.L vs. DBJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
C300.L Invesco S&P China A 300 Swap UCITS ETF Acc | 2.00% | 33.78% | 14.79% | -11.81% | 1.72% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 9.63% | 29.51% | 25.53% | 36.21% | 2.73% |
Returns By Period
In the year-to-date period, C300.L achieves a 2.00% return, which is significantly lower than DBJP's 9.63% return.
C300.L
- 1D
- 1.51%
- 1M
- -2.65%
- YTD
- 2.00%
- 6M
- 5.11%
- 1Y
- 35.11%
- 3Y*
- 9.29%
- 5Y*
- —
- 10Y*
- —
DBJP
- 1D
- 2.73%
- 1M
- -2.62%
- YTD
- 9.63%
- 6M
- 22.76%
- 1Y
- 45.69%
- 3Y*
- 29.91%
- 5Y*
- 19.11%
- 10Y*
- 15.47%
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C300.L vs. DBJP - Expense Ratio Comparison
C300.L has a 0.35% expense ratio, which is lower than DBJP's 0.46% expense ratio.
Return for Risk
C300.L vs. DBJP — Risk / Return Rank
C300.L
DBJP
C300.L vs. DBJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and Xtrackers MSCI Japan Hedged Equity ETF (DBJP). 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.
| C300.L | DBJP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.94 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.62 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.69 | -0.17 |
Martin ratioReturn relative to average drawdown | 15.06 | 14.11 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C300.L | DBJP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.94 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.65 | -0.24 |
Correlation
The correlation between C300.L and DBJP is 0.17, 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
C300.L vs. DBJP - Dividend Comparison
C300.L has not paid dividends to shareholders, while DBJP's dividend yield for the trailing twelve months is around 2.57%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C300.L Invesco S&P China A 300 Swap UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBJP Xtrackers MSCI Japan Hedged Equity ETF | 2.57% | 2.81% | 2.80% | 5.21% | 0.80% | 2.30% | 2.53% | 2.56% | 3.87% | 2.07% | 1.13% | 5.95% |
Drawdowns
C300.L vs. DBJP - Drawdown Comparison
The maximum C300.L drawdown since its inception was -31.77%, roughly equal to the maximum DBJP drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for C300.L and DBJP.
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Drawdown Indicators
| C300.L | DBJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.77% | -31.30% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.11% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.30% | — |
Current DrawdownCurrent decline from peak | -4.34% | -4.71% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -14.62% | -7.35% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 3.16% | -0.82% |
Volatility
C300.L vs. DBJP - Volatility Comparison
The current volatility for Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) is 6.07%, while Xtrackers MSCI Japan Hedged Equity ETF (DBJP) has a volatility of 7.74%. This indicates that C300.L experiences smaller price fluctuations and is considered to be less risky than DBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C300.L | DBJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 7.74% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 14.81% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.91% | 23.64% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 18.88% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 19.78% | +2.35% |