D5BH.DE vs. 3311.HK

Last updated Jul 21, 2026

D5BH.DE (Xtrackers MSCI Canada Screened UCITS ETF (Acc)) is Canada Equities fund tracking the MSCI Canada Index, while 3311.HK (China State Construction International Holdings Ltd) is a stock. Over the past 10 years, D5BH.DE returned 10.63%/yr vs 1.34%/yr for 3311.HK. At a 0.17 correlation, their price movements are largely independent.

Performance

D5BH.DE vs. 3311.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) and China State Construction International Holdings Ltd (3311.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

D5BH.DE is traded in EUR, while 3311.HK is traded in HKD. To make them comparable, the 3311.HK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, D5BH.DE achieves a 10.59% return, which is significantly higher than 3311.HK's -7.37% return. Over the past 10 years, D5BH.DE has outperformed 3311.HK with an annualized return of 10.63%, while 3311.HK has yielded a comparatively lower 1.34% annualized return.

D5BH.DE

• 1D: -0.66%
• 1M: 2.09%
• 6M: 8.45%
• YTD: 10.59%
• 1Y: 28.10%
• 3Y*: 19.56%
• 5Y*: 13.05%
• 10Y*: 10.63%
• ALL TIME*: 6.05%

3311.HK

• 1D: 2.41%
• 1M: 5.70%
• 6M: -5.30%
• YTD: -7.37%
• 1Y: -24.50%
• 3Y*: -1.02%
• 5Y*: 16.38%
• 10Y*: 1.34%
• ALL TIME*: 12.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BH.DE vs. 3311.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
D5BH.DE Xtrackers MSCI Canada Screened UCITS ETF (Acc)	10.59%	22.05%	21.66%	10.35%	-7.54%	35.28%	-3.71%	30.36%	-13.85%	1.16%
3311.HK China State Construction International Holdings Ltd	-7.37%	-30.89%	54.22%	5.95%	1.03%	149.50%	-38.72%	21.20%	-38.15%	-15.58%

Correlation

The correlation between D5BH.DE and 3311.HK is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.14
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010	0.17

The correlation between D5BH.DE and 3311.HK shifts across timeframes, from 0.02 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Return for Risk

D5BH.DE vs. 3311.HK — Risk / Return Rank

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

D5BH.DE

D5BH.DE Risk / Return Rank: 89
D5BH.DE Sharpe Ratio Rank: 89
D5BH.DE Sortino Ratio Rank: 89
D5BH.DE Omega Ratio Rank: 86
D5BH.DE Calmar Ratio Rank: 87
D5BH.DE Martin Ratio Rank: 91

3311.HK

3311.HK Risk / Return Rank: 12
3311.HK Sharpe Ratio Rank: 5
3311.HK Sortino Ratio Rank: 9
3311.HK Omega Ratio Rank: 9
3311.HK Calmar Ratio Rank: 19
3311.HK Martin Ratio Rank: 16

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.

D5BH.DE vs. 3311.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) and China State Construction International Holdings Ltd (3311.HK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	D5BH.DE	3311.HK	Difference
Sharpe ratio: Return per unit of total volatility	2.26	-0.91	+3.17
Sortino ratio: Return per unit of downside risk	3.19	-1.16	+4.35
Omega ratio: Gain probability vs. loss probability	1.39	0.85	+0.54
Calmar ratio: Return relative to maximum drawdown	3.68	-0.64	+4.32
Martin ratio: Return relative to average drawdown	15.77	-1.08	+16.85

D5BH.DE vs. 3311.HK - Sharpe Ratio Comparison

The current D5BH.DE Sharpe Ratio is 2.26, which is higher than the 3311.HK Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of D5BH.DE and 3311.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

D5BH.DE vs. 3311.HK - Drawdown Comparison

The maximum D5BH.DE drawdown since its inception was -45.61%, smaller than the maximum 3311.HK drawdown of -81.33%. Use the drawdown chart below to compare losses from any high point for D5BH.DE and 3311.HK.

Drawdown Indicators

	D5BH.DE	3311.HK	Difference
Max Drawdown Largest peak-to-trough decline	-45.61%	-81.33%	+35.72%
Max Drawdown (1Y) Largest decline over 1 year	-7.60%	-39.36%	+31.76%
Max Drawdown (3Y) Largest decline over 3 years	-17.32%	-45.25%	+27.93%
Max Drawdown (5Y) Largest decline over 5 years	-19.57%	-45.25%	+25.68%
Max Drawdown (10Y) Largest decline over 10 years	-40.85%	-68.77%	+27.92%
Current Drawdown Current decline from peak	-0.98%	-37.17%	+36.19%
Average Drawdown Average peak-to-trough decline	-16.97%	-25.41%	+8.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	22.95%	-21.17%

Volatility

D5BH.DE vs. 3311.HK - Volatility Comparison

The current volatility for Xtrackers MSCI Canada Screened UCITS ETF (Acc) (D5BH.DE) is 3.10%, while China State Construction International Holdings Ltd (3311.HK) has a volatility of 8.85%. This indicates that D5BH.DE experiences smaller price fluctuations and is considered to be less risky than 3311.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	D5BH.DE	3311.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.10%	8.85%	-5.75%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	19.61%	-10.57%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	27.70%	-15.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	34.00%	-18.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	34.99%	-18.05%

Dividends

D5BH.DE vs. 3311.HK - Dividend Comparison

D5BH.DE has not paid dividends to shareholders, while 3311.HK's dividend yield for the trailing twelve months is around 7.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
3311.HK China State Construction International Holdings Ltd	7.82%	6.86%	5.02%	5.70%	5.07%	4.02%	7.47%	3.95%	5.63%	3.02%	2.85%	1.26%
D5BH.DE Xtrackers MSCI Canada Screened 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%

Frequently Asked Questions

Can I hold both D5BH.DE and 3311.HK in my portfolio?

D5BH.DE and 3311.HK have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.