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EASG vs. ASHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EASG vs. ASHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX). The values are adjusted to include any dividend payments, if applicable.

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EASG vs. ASHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
-0.14%25.19%2.26%18.80%-16.94%11.36%10.73%23.66%-5.41%
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
0.00%0.00%0.27%-13.59%-26.45%2.64%42.24%35.03%-6.35%

Returns By Period


EASG

1D
3.13%
1M
-8.30%
YTD
-0.14%
6M
4.10%
1Y
19.33%
3Y*
11.43%
5Y*
6.23%
10Y*

ASHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EASG vs. ASHX - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is lower than ASHX's 0.60% expense ratio.


Return for Risk

EASG vs. ASHX — Risk / Return Rank

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

EASG
EASG Risk / Return Rank: 6161
Overall Rank
EASG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 6363
Sortino Ratio Rank
EASG Omega Ratio Rank: 5858
Omega Ratio Rank
EASG Calmar Ratio Rank: 6262
Calmar Ratio Rank
EASG Martin Ratio Rank: 6161
Martin Ratio Rank

ASHX
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.

EASG vs. ASHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX). 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.


EASGASHXDifference

Sharpe ratio

Return per unit of total volatility

1.09

Sortino ratio

Return per unit of downside risk

1.58

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.55

Martin ratio

Return relative to average drawdown

5.90

EASG vs. ASHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EASGASHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Correlation

The correlation between EASG and ASHX is 0.38, 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

EASG vs. ASHX - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 4.19%, while ASHX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
4.19%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%0.00%0.00%0.00%
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
0.00%0.00%0.00%2.38%1.76%0.84%0.80%1.78%1.07%2.48%19.46%2.91%

Drawdowns

EASG vs. ASHX - Drawdown Comparison


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Drawdown Indicators


EASGASHXDifference

Max Drawdown

Largest peak-to-trough decline

-32.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.42%

Current Drawdown

Current decline from peak

-8.46%

Average Drawdown

Average peak-to-trough decline

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

Volatility

EASG vs. ASHX - Volatility Comparison


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Volatility by Period


EASGASHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%