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H411.DE vs. DBX8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H411.DE vs. DBX8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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, H411.DE achieves a 37.68% return, which is significantly lower than DBX8.DE's 109.21% return. Over the past 10 years, H411.DE has underperformed DBX8.DE with an annualized return of 11.02%, while DBX8.DE has yielded a comparatively higher 16.74% annualized return.


H411.DE

1D
-2.09%
1M
6.17%
YTD
37.68%
6M
38.70%
1Y
67.18%
3Y*
25.29%
5Y*
9.18%
10Y*
11.02%

DBX8.DE

1D
-5.08%
1M
11.65%
YTD
109.21%
6M
122.15%
1Y
217.95%
3Y*
45.04%
5Y*
19.70%
10Y*
16.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H411.DE vs. DBX8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H411.DE
HSBC MSCI AC Far East ex Japan UCITS ETF USD
37.68%25.21%18.89%-1.55%-16.07%-1.90%13.55%22.02%-11.68%24.72%
DBX8.DE
Xtrackers MSCI Korea UCITS ETF 1C
109.21%77.39%-18.45%15.93%-23.95%-0.54%30.13%14.92%-18.04%28.39%

Correlation

The correlation between H411.DE and DBX8.DE is 0.80, 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

0.80

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

0.73

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

0.72

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

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.75

The correlation between H411.DE and DBX8.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

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Return for Risk

H411.DE vs. DBX8.DE — Risk / Return Rank

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

H411.DE
H411.DE Risk / Return Rank: 7474
Overall Rank
H411.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
H411.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
H411.DE Omega Ratio Rank: 8989
Omega Ratio Rank
H411.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
H411.DE Martin Ratio Rank: 5656
Martin Ratio Rank

DBX8.DE
DBX8.DE Risk / Return Rank: 9696
Overall Rank
DBX8.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBX8.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
DBX8.DE Omega Ratio Rank: 9696
Omega Ratio Rank
DBX8.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX8.DE Martin Ratio Rank: 9595
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.

H411.DE vs. DBX8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.


H411.DEDBX8.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.79

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.54

1.75

-0.20

Calmar ratioReturn relative to maximum drawdown

3.89

10.67

-6.77

Martin ratioReturn relative to average drawdown

9.66

32.63

-22.97

H411.DE vs. DBX8.DE - Sharpe Ratio Comparison

The current H411.DE Sharpe Ratio is 2.38, which is lower than the DBX8.DE Sharpe Ratio of 5.17. The chart below compares the historical Sharpe Ratios of H411.DE and DBX8.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


H411.DEDBX8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

5.17

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.72

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.66

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.31

+0.17

Drawdowns

H411.DE vs. DBX8.DE - Drawdown Comparison

The maximum H411.DE drawdown since its inception was -38.70%, smaller than the maximum DBX8.DE drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for H411.DE and DBX8.DE.


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Drawdown Indicators


H411.DEDBX8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-68.01%

+29.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.51%

-21.19%

+3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.17%

-30.70%

+7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-34.49%

-41.29%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-41.89%

+3.19%

Current Drawdown

Current decline from peak

-3.25%

-5.82%

+2.57%

Average Drawdown

Average peak-to-trough decline

-13.29%

-17.55%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.07%

6.94%

+0.13%

Volatility

H411.DE vs. DBX8.DE - Volatility Comparison

The current volatility for HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.DE) is 8.34%, while Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a volatility of 17.08%. This indicates that H411.DE experiences smaller price fluctuations and is considered to be less risky than DBX8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H411.DEDBX8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

17.08%

-8.74%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

33.48%

-17.24%

Volatility (1Y)

Calculated over the trailing 1-year period

28.65%

43.73%

-15.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.66%

27.53%

-5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

26.03%

-5.59%

H411.DE vs. DBX8.DE - Expense Ratio Comparison

Both H411.DE and DBX8.DE have an expense ratio of 0.45%.


Dividends

H411.DE vs. DBX8.DE - Dividend Comparison

Neither H411.DE nor DBX8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H411.DE and DBX8.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

H411.DE and DBX8.DE have the same expense ratio: 0.45% per year.

H411.DE tracks MSCI AC Far East ex Japan, while DBX8.DE tracks MSCI Korea 20/35 Custom. They also come from different issuers: HSBC and Xtrackers.

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