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EXXU.DE vs. XCHA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXU.DE vs. XCHA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.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, EXXU.DE achieves a -8.32% return, which is significantly lower than XCHA.DE's 12.47% return. Over the past 10 years, EXXU.DE has underperformed XCHA.DE with an annualized return of 3.37%, while XCHA.DE has yielded a comparatively higher 9.08% annualized return.


EXXU.DE

1D
-0.26%
1M
-2.80%
YTD
-8.32%
6M
-9.86%
1Y
-4.87%
3Y*
6.92%
5Y*
-5.15%
10Y*
3.37%

XCHA.DE

1D
-0.47%
1M
3.17%
YTD
12.47%
6M
15.67%
1Y
39.28%
3Y*
12.45%
5Y*
3.01%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXU.DE vs. XCHA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXU.DE
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
-8.32%12.86%26.45%-11.75%-14.54%-22.68%15.85%25.95%-14.30%28.47%
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
12.47%14.69%24.35%-14.26%-19.18%13.33%31.24%44.98%-21.84%18.89%

Correlation

The correlation between EXXU.DE and XCHA.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

0.64

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

0.66

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2012

0.66

The correlation between EXXU.DE and XCHA.DE has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

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Return for Risk

EXXU.DE vs. XCHA.DE — Risk / Return Rank

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

EXXU.DE
EXXU.DE Risk / Return Rank: 77
Overall Rank
EXXU.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EXXU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EXXU.DE Omega Ratio Rank: 66
Omega Ratio Rank
EXXU.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EXXU.DE Martin Ratio Rank: 77
Martin Ratio Rank

XCHA.DE
XCHA.DE Risk / Return Rank: 4848
Overall Rank
XCHA.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XCHA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
XCHA.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XCHA.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XCHA.DE Martin Ratio Rank: 3232
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.

EXXU.DE vs. XCHA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.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.


EXXU.DEXCHA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

0.98

1.41

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.25

2.38

-2.63

Martin ratioReturn relative to average drawdown

-0.53

4.62

-5.15

EXXU.DE vs. XCHA.DE - Sharpe Ratio Comparison

The current EXXU.DE Sharpe Ratio is -0.25, which is lower than the XCHA.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of EXXU.DE and XCHA.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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Sharpe Ratios by Period


EXXU.DEXCHA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

1.48

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.13

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.39

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.31

-0.13

Drawdowns

EXXU.DE vs. XCHA.DE - Drawdown Comparison

The maximum EXXU.DE drawdown since its inception was -66.04%, which is greater than XCHA.DE's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for EXXU.DE and XCHA.DE.


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Drawdown Indicators


EXXU.DEXCHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.04%

-52.27%

-13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-16.43%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

-26.32%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-50.42%

-37.07%

-13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-58.37%

-38.55%

-19.82%

Current Drawdown

Current decline from peak

-38.39%

-1.81%

-36.58%

Average Drawdown

Average peak-to-trough decline

-26.60%

-22.73%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

8.48%

+0.78%

Volatility

EXXU.DE vs. XCHA.DE - Volatility Comparison

iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) has a higher volatility of 7.20% compared to Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) at 5.10%. This indicates that EXXU.DE's price experiences larger fluctuations and is considered to be riskier than XCHA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXU.DEXCHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

5.10%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

10.37%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

26.51%

-6.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.10%

23.27%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.23%

23.20%

+4.03%

EXXU.DE vs. XCHA.DE - Expense Ratio Comparison

EXXU.DE has a 0.61% expense ratio, which is higher than XCHA.DE's 0.50% expense ratio.


Dividends

EXXU.DE vs. XCHA.DE - Dividend Comparison

EXXU.DE's dividend yield for the trailing twelve months is around 4.69%, while XCHA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXXU.DE
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
4.69%4.28%1.95%2.92%2.04%0.96%1.32%1.66%2.07%2.12%4.23%2.75%
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
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


EXXU.DE and XCHA.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, XCHA.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCHA.DE is cheaper with a 0.50% expense ratio, compared with 0.61% for EXXU.DE.

EXXU.DE tracks Dow Jones China Offshore 50, while XCHA.DE tracks MSCI China A Onshore NR CNY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.61% for EXXU.DE and 0.50% for XCHA.DE.

Portfolio Optimizer

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