PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FXC.L vs. XCX6.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FXC.L vs. XCX6.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares China Large Cap UCITS (FXC.L) and Xtrackers MSCI China UCITS ETF 1C (XCX6.L).

FXC.L and XCX6.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXC.L is a passively managed fund by iShares that tracks the performance of the MSCI China NR USD. It was launched on Oct 21, 2004. XCX6.L is a passively managed fund by DWS that tracks the performance of the MSCI China NR USD. It was launched on Jun 24, 2010. Both FXC.L and XCX6.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FXC.L vs. XCX6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares China Large Cap UCITS (FXC.L) and Xtrackers MSCI China UCITS ETF 1C (XCX6.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FXC.L vs. XCX6.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FXC.L
iShares China Large Cap UCITS		-5.70%20.50%33.78%-17.86%-10.68%-18.89%7.61%10.16%-6.21%24.12%
XCX6.L
Xtrackers MSCI China UCITS ETF 1C		-6.07%22.42%20.57%-17.10%-13.36%-21.25%25.03%17.56%-14.28%40.17%

Returns By Period

In the year-to-date period, FXC.L achieves a -5.70% return, which is significantly higher than XCX6.L's -6.07% return. Over the past 10 years, FXC.L has underperformed XCX6.L with an annualized return of 4.56%, while XCX6.L has yielded a comparatively higher 5.47% annualized return.

FXC.L

1D
0.27%
1M
-1.91%
YTD
-5.70%
6M
-11.30%
1Y
-0.43%
3Y*
7.17%
5Y*
-1.99%
10Y*
4.56%

XCX6.L

1D
0.88%
1M
-3.05%
YTD
-6.07%
6M
-13.00%
1Y
1.50%
3Y*
4.12%
5Y*
-4.79%
10Y*
5.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares China Large Cap UCITS

Xtrackers MSCI China UCITS ETF 1C

Often compared with FXC.L:
FXC.L vs. KWEB.LFXC.L vs. FRCH.LFXC.L vs. ASIL.LFXC.L vs. CSPX.LFXC.L vs. IWDA.LFXC.L vs. SXRV.DEFXC.L vs. IWDA.AS
Often compared with XCX6.L:
XCX6.L vs. IUIT.LXCX6.L vs. XBCU.LXCX6.L vs. XUIN.LXCX6.L vs. RQFI.LXCX6.L vs. XEUM.LXCX6.L vs. XGSI.LXCX6.L vs. C300.L

FXC.L vs. XCX6.L - Expense Ratio Comparison

FXC.L has a 0.74% expense ratio, which is higher than XCX6.L's 0.65% expense ratio.

FXC.L
iShares China Large Cap UCITS
XCX6.L
Xtrackers MSCI China UCITS ETF 1C

Return for Risk

FXC.L vs. XCX6.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FXC.L
FXC.L Risk / Return Rank: 1212
Overall Rank
FXC.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FXC.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXC.L Omega Ratio Rank: 1111
Omega Ratio Rank
FXC.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXC.L Martin Ratio Rank: 1313
Martin Ratio Rank
XCX6.L
XCX6.L Risk / Return Rank: 1414
Overall Rank
XCX6.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XCX6.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XCX6.L Omega Ratio Rank: 1313
Omega Ratio Rank
XCX6.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XCX6.L Martin Ratio Rank: 1515
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.

FXC.L vs. XCX6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS (FXC.L) and Xtrackers MSCI China UCITS ETF 1C (XCX6.L). 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.

FXC.LXCX6.LDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.07

-0.09

Sortino ratio

Return per unit of downside risk

0.11

0.24

-0.13

Omega ratio

Gain probability vs. loss probability

1.01

1.03

-0.02

Calmar ratio

Return relative to maximum drawdown

0.06

0.17

-0.11

Martin ratio

Return relative to average drawdown

0.16

0.44

-0.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FXC.L vs. XCX6.L - Sharpe Ratio Comparison

The current FXC.L Sharpe Ratio is -0.02, which is lower than the XCX6.L Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FXC.L and XCX6.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

FXC.LXCX6.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.07

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.17

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.22

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.15

+0.16

Correlation

The correlation between FXC.L and XCX6.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FXC.L vs. XCX6.L - Dividend Comparison

FXC.L's dividend yield for the trailing twelve months is around 2.55%, while XCX6.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
FXC.L
iShares China Large Cap UCITS		2.55%2.37%2.99%3.10%2.85%2.51%3.26%3.22%3.89%3.18%3.04%4.00%
XCX6.L
Xtrackers MSCI China 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%

Drawdowns

FXC.L vs. XCX6.L - Drawdown Comparison

The maximum FXC.L drawdown since its inception was -60.51%, which is greater than XCX6.L's maximum drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for FXC.L and XCX6.L.

Loading graphics...

Drawdown Indicators

FXC.LXCX6.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.51%

-57.08%

-3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-16.43%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-47.53%

-50.24%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-53.90%

-57.08%

+3.18%

Current Drawdown

Current decline from peak

-20.86%

-33.06%

+12.20%

Average Drawdown

Average peak-to-trough decline

-18.75%

-20.78%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

6.48%

-0.80%

Volatility

FXC.L vs. XCX6.L - Volatility Comparison

The current volatility for iShares China Large Cap UCITS (FXC.L) is 5.18%, while Xtrackers MSCI China UCITS ETF 1C (XCX6.L) has a volatility of 5.87%. This indicates that FXC.L experiences smaller price fluctuations and is considered to be less risky than XCX6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

FXC.LXCX6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

5.87%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

13.26%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

20.59%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.16%

27.72%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.97%

25.24%

-0.27%