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CNAA.DE vs. AH50.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNAA.DE vs. AH50.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI China A UCITS ETF Acc (CNAA.DE) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE). The values are adjusted to include any dividend payments, if applicable.

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CNAA.DE vs. AH50.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CNAA.DE
Amundi MSCI China A UCITS ETF Acc
0.27%10.09%19.81%-17.19%-20.96%13.50%28.18%12.50%
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.54%11.41%26.06%-15.94%-16.05%2.97%14.92%14.03%

Returns By Period

In the year-to-date period, CNAA.DE achieves a 0.27% return, which is significantly lower than AH50.DE's 2.54% return.


CNAA.DE

1D
-0.55%
1M
-1.78%
YTD
0.27%
6M
1.38%
1Y
16.87%
3Y*
2.00%
5Y*
-1.06%
10Y*

AH50.DE

1D
-0.12%
1M
-1.60%
YTD
2.54%
6M
2.78%
1Y
16.71%
3Y*
6.23%
5Y*
-0.43%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNAA.DE vs. AH50.DE - Expense Ratio Comparison

CNAA.DE has a 0.35% expense ratio, which is lower than AH50.DE's 0.65% expense ratio.


Return for Risk

CNAA.DE vs. AH50.DE — Risk / Return Rank

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

CNAA.DE
CNAA.DE Risk / Return Rank: 5858
Overall Rank
CNAA.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CNAA.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
CNAA.DE Omega Ratio Rank: 4646
Omega Ratio Rank
CNAA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
CNAA.DE Martin Ratio Rank: 6060
Martin Ratio Rank

AH50.DE
AH50.DE Risk / Return Rank: 5555
Overall Rank
AH50.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AH50.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
AH50.DE Omega Ratio Rank: 4141
Omega Ratio Rank
AH50.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
AH50.DE Martin Ratio Rank: 6565
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.

CNAA.DE vs. AH50.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China A UCITS ETF Acc (CNAA.DE) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE). 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.


CNAA.DEAH50.DEDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.92

+0.05

Sortino ratio

Return per unit of downside risk

1.40

1.28

+0.13

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

3.11

2.86

+0.25

Martin ratio

Return relative to average drawdown

7.35

7.97

-0.62

CNAA.DE vs. AH50.DE - Sharpe Ratio Comparison

The current CNAA.DE Sharpe Ratio is 0.98, which is comparable to the AH50.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CNAA.DE and AH50.DE, 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


CNAA.DEAH50.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.92

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.02

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.31

-0.08

Correlation

The correlation between CNAA.DE and AH50.DE is 0.87, 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

CNAA.DE vs. AH50.DE - Dividend Comparison

CNAA.DE has not paid dividends to shareholders, while AH50.DE's dividend yield for the trailing twelve months is around 2.28%.


TTM202520242023202220212020201920182017
CNAA.DE
Amundi MSCI China A UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.28%3.00%2.24%2.80%3.06%1.67%1.80%1.65%2.56%2.44%

Drawdowns

CNAA.DE vs. AH50.DE - Drawdown Comparison

The maximum CNAA.DE drawdown since its inception was -43.90%, roughly equal to the maximum AH50.DE drawdown of -45.20%. Use the drawdown chart below to compare losses from any high point for CNAA.DE and AH50.DE.


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Drawdown Indicators


CNAA.DEAH50.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.90%

-45.20%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-8.24%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.85%

-39.25%

-2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

Current Drawdown

Current decline from peak

-19.11%

-14.92%

-4.19%

Average Drawdown

Average peak-to-trough decline

-19.38%

-16.92%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.56%

+0.26%

Volatility

CNAA.DE vs. AH50.DE - Volatility Comparison

Amundi MSCI China A UCITS ETF Acc (CNAA.DE) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) have volatilities of 4.98% and 4.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNAA.DEAH50.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.84%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

13.02%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

18.03%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

23.22%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.57%

22.80%

-0.23%