FEPX.DE vs. RQFI.DE

Last updated Jul 18, 2026

FEPX.DE (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc) and RQFI.DE (Xtrackers Harvest CSI 300 UCITS ETF 1D) are both exchange-traded funds - FEPX.DE is a Asia Pacific Equities fund tracking the Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while RQFI.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY. Both are passively managed. Over the past 5 years, FEPX.DE returned 6.25%/yr vs -0.90%/yr for RQFI.DE. At a 0.44 correlation, their price movements are largely independent. FEPX.DE charges 0.30%/yr vs 0.65%/yr for RQFI.DE.

Performance

FEPX.DE vs. RQFI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) and Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEPX.DE achieves a 11.30% return, which is significantly higher than RQFI.DE's 4.69% return.

FEPX.DE

• 1D: 0.00%
• 1M: 2.13%
• 6M: 8.37%
• YTD: 11.30%
• 1Y: 15.54%
• 3Y*: 10.93%
• 5Y*: 6.25%
• 10Y*: —

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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc	11.30%	6.54%	11.04%	2.40%	-1.28%	-7.23%	4.20%
RQFI.DE Xtrackers Harvest CSI 300 UCITS ETF 1D	4.69%	11.14%	22.23%	-16.63%	-21.95%	7.70%	-0.24%

Correlation

The correlation between FEPX.DE and RQFI.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Dec 3, 2020	0.44

Return for Risk

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

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

FEPX.DE

FEPX.DE Risk / Return Rank: 50
FEPX.DE Sharpe Ratio Rank: 48
FEPX.DE Sortino Ratio Rank: 51
FEPX.DE Omega Ratio Rank: 43
FEPX.DE Calmar Ratio Rank: 59
FEPX.DE Martin Ratio Rank: 50

RQFI.DE

RQFI.DE Risk / Return Rank: 53
RQFI.DE Sharpe Ratio Rank: 48
RQFI.DE Sortino Ratio Rank: 47
RQFI.DE Omega Ratio Rank: 45
RQFI.DE Calmar Ratio Rank: 62
RQFI.DE Martin Ratio Rank: 65

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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.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.

	FEPX.DE	RQFI.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.29	1.33	-0.04
Sortino ratio: Return per unit of downside risk	1.95	1.87	+0.08
Omega ratio: Gain probability vs. loss probability	1.22	1.23	-0.01
Calmar ratio: Return relative to maximum drawdown	2.26	2.41	-0.15
Martin ratio: Return relative to average drawdown	6.43	8.82	-2.39

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

The current FEPX.DE Sharpe Ratio is 1.29, which is comparable to the RQFI.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FEPX.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.

Drawdowns

FEPX.DE vs. RQFI.DE - Drawdown Comparison

The maximum FEPX.DE drawdown since its inception was -20.59%, smaller than the maximum RQFI.DE drawdown of -51.79%. Use the drawdown chart below to compare losses from any high point for FEPX.DE and RQFI.DE.

Drawdown Indicators

	FEPX.DE	RQFI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.59%	-51.79%	+31.20%
Max Drawdown (1Y) Largest decline over 1 year	-6.90%	-9.63%	+2.73%
Max Drawdown (3Y) Largest decline over 3 years	-20.59%	-27.47%	+6.88%
Max Drawdown (5Y) Largest decline over 5 years	-20.59%	-41.42%	+20.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.24%	—
Current Drawdown Current decline from peak	-0.40%	-16.36%	+15.96%
Average Drawdown Average peak-to-trough decline	-6.61%	-28.18%	+21.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.64%	-0.22%

Volatility

FEPX.DE vs. RQFI.DE - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) is 2.56%, while Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a volatility of 8.37%. This indicates that FEPX.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.

Volatility by Period

	FEPX.DE	RQFI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	8.37%	-5.81%
Volatility (6M) Calculated over the trailing 6-month period	9.13%	13.30%	-4.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.17%	17.57%	-5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.24%	21.16%	-5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.90%	21.90%	-5.00%

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

FEPX.DE has a 0.30% expense ratio, which is lower than RQFI.DE's 0.65% expense ratio.

Dividends

FEPX.DE vs. RQFI.DE - Dividend Comparison

FEPX.DE has not paid dividends to shareholders, while RQFI.DE's dividend yield for the trailing twelve months is around 1.52%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity 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%
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

Can I hold both FEPX.DE and RQFI.DE in my portfolio?

FEPX.DE and RQFI.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FEPX.DE or RQFI.DE?

On fees, FEPX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FEPX.DE or RQFI.DE?

FEPX.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for RQFI.DE.

What is the main difference between FEPX.DE and RQFI.DE?

FEPX.DE is categorized as Asia Pacific Equities, while RQFI.DE is China Equities. FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity, while RQFI.DE tracks MSCI China A Onshore NR CNY. They also come from different issuers: Fidelity and Xtrackers. Their fees differ too: 0.30% for FEPX.DE and 0.65% for RQFI.DE.