DBX9.DE vs. LCHI.DE
DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) and LCHI.DE (Amundi MSCI China ESG Leaders Extra UCITS ETF Acc) are both China Equities funds - DBX9.DE tracks the FTSE China 50 while LCHI.DE tracks the MSCI China Select ESG Rating and Trend Leaders. Both are passively managed. Over the past 5 years, DBX9.DE returned 0.61%/yr vs -7.97%/yr for LCHI.DE. Their correlation of 0.91 suggests significant overlap in exposure. DBX9.DE charges 0.60%/yr vs 0.65%/yr for LCHI.DE.
Performance
DBX9.DE vs. LCHI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX9.DE achieves a 15.56% return, which is significantly higher than LCHI.DE's -13.84% return.
DBX9.DE
- 1D
- 1.58%
- 1M
- 4.42%
- YTD
- 15.56%
- 6M
- 17.29%
- 1Y
- 39.69%
- 3Y*
- 15.94%
- 5Y*
- 0.61%
- 10Y*
- 4.72%
LCHI.DE
- 1D
- -2.66%
- 1M
- -7.11%
- YTD
- -13.84%
- 6M
- -13.17%
- 1Y
- -4.49%
- 3Y*
- 4.41%
- 5Y*
- -7.97%
- 10Y*
- —
DBX9.DE vs. LCHI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 15.56% | 10.03% | 37.71% | -16.44% | -13.64% | -14.99% | -0.86% | 5.11% |
LCHI.DE Amundi MSCI China ESG Leaders Extra UCITS ETF Acc | -13.84% | 21.51% | 20.39% | -16.01% | -18.45% | -19.46% | -11.07% | 3.17% |
Correlation
The correlation between DBX9.DE and LCHI.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.91 |
Over the past year, the correlation between DBX9.DE and LCHI.DE has dropped to 0.59 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
DBX9.DE vs. LCHI.DE — Risk / Return Rank
DBX9.DE
LCHI.DE
DBX9.DE vs. LCHI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) and Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.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.
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.
| DBX9.DE | LCHI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.98 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 5.97 | -0.20 | +6.17 |
| Martin ratioReturn relative to average drawdown | 15.49 | -0.44 | +15.93 |
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Drawdowns
DBX9.DE vs. LCHI.DE - Drawdown Comparison
The maximum DBX9.DE drawdown since its inception was -66.51%, which is greater than LCHI.DE's maximum drawdown of -57.56%. Use the drawdown chart below to compare losses from any high point for DBX9.DE and LCHI.DE.
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Drawdown Indicators
| DBX9.DE | LCHI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -57.56% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -22.08% | +15.46% |
Max Drawdown (3Y)Largest decline over 3 years | -27.85% | -26.53% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -47.60% | -53.34% | +5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -53.99% | — | — |
Current DrawdownCurrent decline from peak | -10.16% | -40.14% | +29.98% |
Average DrawdownAverage peak-to-trough decline | -29.44% | -29.79% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 10.11% | -7.56% |
Volatility
DBX9.DE vs. LCHI.DE - Volatility Comparison
The current volatility for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) is 5.99%, while Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) has a volatility of 7.08%. This indicates that DBX9.DE experiences smaller price fluctuations and is considered to be less risky than LCHI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBX9.DE | LCHI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 7.08% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 14.28% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 20.05% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 29.10% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.52% | 27.08% | -2.56% |
DBX9.DE vs. LCHI.DE - Expense Ratio Comparison
DBX9.DE has a 0.60% expense ratio, which is lower than LCHI.DE's 0.65% expense ratio.
Dividends
DBX9.DE vs. LCHI.DE - Dividend Comparison
Neither DBX9.DE nor LCHI.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX9.DE and LCHI.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBX9.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBX9.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for LCHI.DE.
DBX9.DE tracks FTSE China 50, while LCHI.DE tracks MSCI China Select ESG Rating and Trend Leaders. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.60% for DBX9.DE and 0.65% for LCHI.DE.
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