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

Performance

H411.DE vs. XCHA.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 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, H411.DE achieves a 34.59% return, which is significantly higher than XCHA.DE's 14.99% return. Over the past 10 years, H411.DE has outperformed XCHA.DE with an annualized return of 10.38%, while XCHA.DE has yielded a comparatively lower 9.29% annualized return.


H411.DE

1D
-1.16%
1M
-0.93%
YTD
34.59%
6M
35.38%
1Y
60.63%
3Y*
25.26%
5Y*
8.20%
10Y*
10.38%

XCHA.DE

1D
0.10%
1M
2.78%
YTD
14.99%
6M
15.82%
1Y
43.98%
3Y*
14.45%
5Y*
3.34%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
H411.DE
HSBC MSCI AC Far East ex Japan UCITS ETF USD
34.59%25.21%18.89%-1.57%-16.06%-1.91%13.56%22.02%-11.68%24.72%
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
14.99%14.66%24.36%-14.24%-19.19%13.31%31.26%44.91%-21.79%18.93%

Correlation

The correlation between H411.DE and XCHA.DE is 0.54, 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

0.54

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

0.58

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

0.63

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2013

0.63

The correlation between H411.DE and XCHA.DE shifts across timeframes, from 0.54 (1 year) to 0.66 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

H411.DE vs. XCHA.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: 9191
Overall Rank
H411.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
H411.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
H411.DE Omega Ratio Rank: 9090
Omega Ratio Rank
H411.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
H411.DE Martin Ratio Rank: 9090
Martin Ratio Rank

XCHA.DE
XCHA.DE Risk / Return Rank: 9191
Overall Rank
XCHA.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XCHA.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XCHA.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XCHA.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
XCHA.DE Martin Ratio Rank: 9292
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. XCHA.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 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.

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.


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

+0.12

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.49

1.47

+0.02

Calmar ratioReturn relative to maximum drawdown

5.44

7.37

-1.92

Martin ratioReturn relative to average drawdown

17.52

18.68

-1.17

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

The current H411.DE Sharpe Ratio is 2.78, which is comparable to the XCHA.DE Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of H411.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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Drawdowns

H411.DE vs. XCHA.DE - Drawdown Comparison

The maximum H411.DE drawdown since its inception was -38.70%, smaller than the maximum XCHA.DE drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for H411.DE and XCHA.DE.


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Drawdown Indicators


H411.DEXCHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-52.27%

+13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-5.94%

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.17%

-26.34%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-33.92%

-37.05%

+3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-38.54%

-0.16%

Current Drawdown

Current decline from peak

-7.49%

-2.88%

-4.61%

Average Drawdown

Average peak-to-trough decline

-15.61%

-24.43%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.35%

+1.10%

Volatility

H411.DE vs. XCHA.DE - Volatility Comparison

HSBC MSCI AC Far East ex Japan UCITS ETF USD (H411.DE) has a higher volatility of 10.71% compared to Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) at 6.72%. This indicates that H411.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


H411.DEXCHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

6.72%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.60%

11.85%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

16.54%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

21.34%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

22.20%

-1.10%

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

H411.DE has a 0.45% expense ratio, which is lower than XCHA.DE's 0.50% expense ratio.


Dividends

H411.DE vs. XCHA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


H411.DE and XCHA.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H411.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H411.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for XCHA.DE.

H411.DE is categorized as Asia Pacific Equities, while XCHA.DE is China Equities. H411.DE tracks MSCI AC Far East ex Japan, while XCHA.DE tracks MSCI China A Onshore NR CNY. They also come from different issuers: HSBC and Xtrackers. Their fees differ too: 0.45% for H411.DE and 0.50% for XCHA.DE.

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