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CHIN.L vs. RQFI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHIN.L vs. RQFI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) and Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L). The values are adjusted to include any dividend payments, if applicable.

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CHIN.L vs. RQFI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHIN.L
ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF
-1.68%32.57%14.56%-13.55%-25.21%-9.74%34.99%27.63%-25.21%47.98%
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D
-0.89%27.41%13.28%-13.70%-26.48%-2.18%37.63%35.38%-28.18%32.41%
Different Trading Currencies

CHIN.L is traded in USD, while RQFI.L is traded in GBp. To make them comparable, the RQFI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHIN.L achieves a -1.68% return, which is significantly lower than RQFI.L's -0.89% return.


CHIN.L

1D
1.71%
1M
-3.37%
YTD
-1.68%
6M
-3.39%
1Y
21.14%
3Y*
7.22%
5Y*
-2.84%
10Y*

RQFI.L

1D
1.11%
1M
-3.85%
YTD
-0.89%
6M
1.32%
1Y
25.86%
3Y*
5.69%
5Y*
-1.84%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHIN.L vs. RQFI.L - Expense Ratio Comparison

CHIN.L has a 0.55% expense ratio, which is lower than RQFI.L's 0.65% expense ratio.


Return for Risk

CHIN.L vs. RQFI.L — Risk / Return Rank

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

CHIN.L
CHIN.L Risk / Return Rank: 5656
Overall Rank
CHIN.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CHIN.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CHIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
CHIN.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
CHIN.L Martin Ratio Rank: 5757
Martin Ratio Rank

RQFI.L
RQFI.L Risk / Return Rank: 6969
Overall Rank
RQFI.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RQFI.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
RQFI.L Omega Ratio Rank: 6969
Omega Ratio Rank
RQFI.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
RQFI.L Martin Ratio Rank: 5656
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.

CHIN.L vs. RQFI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) and Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L). 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.


CHIN.LRQFI.LDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.61

-0.56

Sortino ratio

Return per unit of downside risk

1.45

2.11

-0.67

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.81

2.10

-0.28

Martin ratio

Return relative to average drawdown

6.22

9.04

-2.82

CHIN.L vs. RQFI.L - Sharpe Ratio Comparison

The current CHIN.L Sharpe Ratio is 1.05, which is lower than the RQFI.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CHIN.L and RQFI.L, 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


CHIN.LRQFI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.61

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.09

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.25

-0.03

Correlation

The correlation between CHIN.L and RQFI.L is 0.81, 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.


Dividends

CHIN.L vs. RQFI.L - Dividend Comparison

CHIN.L has not paid dividends to shareholders, while RQFI.L's dividend yield for the trailing twelve months is around 1.58%.


TTM20252024202320222021202020192018201720162015
CHIN.L
ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF
0.00%0.00%0.00%0.00%1.33%1.01%1.19%2.38%0.00%0.00%0.00%0.00%
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D
1.58%1.77%1.46%1.99%1.88%0.94%1.26%0.76%2.23%1.92%1.70%0.37%

Drawdowns

CHIN.L vs. RQFI.L - Drawdown Comparison

The maximum CHIN.L drawdown since its inception was -55.89%, which is greater than RQFI.L's maximum drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for CHIN.L and RQFI.L.


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Drawdown Indicators


CHIN.LRQFI.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.89%

-47.55%

-8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-8.43%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-49.89%

-41.72%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

Current Drawdown

Current decline from peak

-25.96%

-19.50%

-6.46%

Average Drawdown

Average peak-to-trough decline

-24.76%

-22.49%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.36%

+0.10%

Volatility

CHIN.L vs. RQFI.L - Volatility Comparison

ICBC Credit Suisse UCITS ETF SICAV - ICBCCS WisdomTree S&P China 500 UCITS ETF (CHIN.L) has a higher volatility of 5.71% compared to Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) at 4.19%. This indicates that CHIN.L's price experiences larger fluctuations and is considered to be riskier than RQFI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHIN.LRQFI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

4.19%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

10.73%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

16.45%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.31%

22.67%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

23.44%

-0.59%