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EUNJ.DE vs. RQFI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNJ.DE vs. RQFI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) and Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNJ.DE achieves a 12.39% return, which is significantly higher than RQFI.DE's 4.69% return. Over the past 10 years, EUNJ.DE has outperformed RQFI.DE with an annualized return of 6.75%, while RQFI.DE has yielded a comparatively lower 4.21% annualized return.


EUNJ.DE

1D
-0.33%
1M
1.66%
6M
9.24%
YTD
12.39%
1Y
16.36%
3Y*
11.51%
5Y*
6.17%
10Y*
6.75%

RQFI.DE

1D
-2.80%
1M
-6.15%
6M
1.12%
YTD
4.69%
1Y
23.31%
3Y*
8.89%
5Y*
-0.90%
10Y*
4.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNJ.DE vs. RQFI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
12.39%6.55%11.52%1.84%-1.18%12.55%-3.43%21.23%-6.37%10.31%
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D
4.69%11.14%22.23%-16.63%-21.95%7.70%24.38%37.47%-24.90%16.28%

Correlation

The correlation between EUNJ.DE and RQFI.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2014

0.49

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Return for Risk

EUNJ.DE vs. RQFI.DE — Risk / Return Rank

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

EUNJ.DE
EUNJ.DE Risk / Return Rank: 5757
Overall Rank
EUNJ.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EUNJ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
EUNJ.DE Omega Ratio Rank: 5050
Omega Ratio Rank
EUNJ.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EUNJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

RQFI.DE
RQFI.DE Risk / Return Rank: 5353
Overall Rank
RQFI.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RQFI.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
RQFI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
RQFI.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
RQFI.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.

EUNJ.DE vs. RQFI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) and Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.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.


EUNJ.DERQFI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

2.66

2.41

+0.25

Martin ratioReturn relative to average drawdown

7.52

8.82

-1.30

EUNJ.DE vs. RQFI.DE - Sharpe Ratio Comparison

The current EUNJ.DE Sharpe Ratio is 1.38, which is comparable to the RQFI.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EUNJ.DE and RQFI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EUNJ.DE vs. RQFI.DE - Drawdown Comparison

The maximum EUNJ.DE drawdown since its inception was -36.94%, smaller than the maximum RQFI.DE drawdown of -51.79%. Use the drawdown chart below to compare losses from any high point for EUNJ.DE and RQFI.DE.


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Drawdown Indicators


EUNJ.DERQFI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-51.79%

+14.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-9.63%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.39%

-27.47%

+7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-41.42%

+21.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-45.24%

+8.30%

Current Drawdown

Current decline from peak

-0.79%

-16.36%

+15.57%

Average Drawdown

Average peak-to-trough decline

-6.55%

-28.18%

+21.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.64%

-0.47%

Volatility

EUNJ.DE vs. RQFI.DE - Volatility Comparison

The current volatility for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) is 2.45%, while Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a volatility of 8.37%. This indicates that EUNJ.DE experiences smaller price fluctuations and is considered to be less risky than RQFI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNJ.DERQFI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

8.37%

-5.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

13.30%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

17.57%

-5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

21.16%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

21.90%

-5.46%

EUNJ.DE vs. RQFI.DE - Expense Ratio Comparison

EUNJ.DE has a 0.60% expense ratio, which is lower than RQFI.DE's 0.65% expense ratio.


Dividends

EUNJ.DE vs. RQFI.DE - Dividend Comparison

EUNJ.DE's dividend yield for the trailing twelve months is around 2.77%, more than RQFI.DE's 1.52% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
2.77%2.95%3.35%3.56%3.92%2.79%2.64%3.52%3.78%3.41%3.31%3.34%
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D
1.52%1.84%1.40%1.98%1.97%0.90%1.32%0.75%2.31%2.00%1.81%0.37%

Frequently Asked Questions


EUNJ.DE and RQFI.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNJ.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNJ.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for RQFI.DE.

EUNJ.DE is categorized as Asia Pacific Equities, while RQFI.DE is China Equities. EUNJ.DE tracks MSCI Pacific ex Japan, while RQFI.DE tracks MSCI China A Onshore NR CNY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.60% for EUNJ.DE and 0.65% for RQFI.DE.

Portfolio Optimizer

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