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ISVBF vs. ASHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. ASHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISVBF achieves a -6.46% return, which is significantly lower than ASHS's 15.10% return.


ISVBF

1D
-2.03%
1M
-2.58%
YTD
-6.46%
6M
-7.93%
1Y
7.29%
3Y*
9.94%
5Y*
-5.16%
10Y*

ASHS

1D
-0.17%
1M
-0.19%
YTD
15.10%
6M
23.90%
1Y
57.65%
3Y*
13.41%
5Y*
3.97%
10Y*
3.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. ASHS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISVBF
iShares MSCI China A UCITS ETF
-6.46%30.64%18.96%-9.28%-23.01%-22.12%
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
15.10%39.48%2.68%-10.03%-24.78%15.31%

Correlation

The correlation between ISVBF and ASHS is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.35

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

0.26

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

0.25

Over the past year, ISVBF and ASHS have become more correlated (0.48) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

ISVBF vs. ASHS — Risk / Return Rank

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

ISVBF
ISVBF Risk / Return Rank: 1313
Overall Rank
ISVBF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1313
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1313
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1313
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1313
Martin Ratio Rank

ASHS
ASHS Risk / Return Rank: 7474
Overall Rank
ASHS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHS Sortino Ratio Rank: 7171
Sortino Ratio Rank
ASHS Omega Ratio Rank: 7070
Omega Ratio Rank
ASHS Calmar Ratio Rank: 8080
Calmar Ratio Rank
ASHS Martin Ratio Rank: 7373
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.

ISVBF vs. ASHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS). 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.


ISVBFASHSDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

1.07

1.42

-0.35

Calmar ratioReturn relative to maximum drawdown

0.38

4.13

-3.75

Martin ratioReturn relative to average drawdown

0.89

13.72

-12.83

ISVBF vs. ASHS - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.24, which is lower than the ASHS Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of ISVBF and ASHS, 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


ISVBFASHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

2.57

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.15

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.19

-0.34

Drawdowns

ISVBF vs. ASHS - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum ASHS drawdown of -69.90%. Use the drawdown chart below to compare losses from any high point for ISVBF and ASHS.


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Drawdown Indicators


ISVBFASHSDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-69.90%

+16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.18%

-14.03%

-5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-34.13%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-53.22%

-47.81%

-5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

Current Drawdown

Current decline from peak

-24.18%

-33.57%

+9.39%

Average Drawdown

Average peak-to-trough decline

-32.76%

-48.57%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

4.21%

+4.00%

Volatility

ISVBF vs. ASHS - Volatility Comparison

iShares MSCI China A UCITS ETF (ISVBF) has a higher volatility of 10.81% compared to Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF (ASHS) at 7.33%. This indicates that ISVBF's price experiences larger fluctuations and is considered to be riskier than ASHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISVBFASHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

7.33%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

26.55%

17.00%

+9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

30.57%

22.59%

+7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.20%

26.46%

+3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.21%

25.57%

+4.64%

ISVBF vs. ASHS - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is lower than ASHS's 0.65% expense ratio.


Dividends

ISVBF vs. ASHS - Dividend Comparison

Neither ISVBF nor ASHS has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASHS
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
0.00%0.00%0.69%0.65%1.90%0.76%0.43%0.57%0.00%0.00%0.00%8.34%
ISVBF
iShares MSCI China A UCITS ETF
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


ISVBF and ASHS have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISVBF has higher volatility (10.81%) compared to ASHS (7.33%). In terms of maximum drawdown, ISVBF dropped -53.78% vs ASHS's -69.90%.

On 5-year performance, ASHS leads with 3.97% vs -5.16% for ISVBF. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ASHS has been the lower-risk option at 7.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ASHS has performed better with a 3.97% return vs -5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.65% for ASHS.

ISVBF and ASHS have nearly identical dividend yields, around 0.00%.

ISVBF tracks MSCI China A Inclusion Index, while ASHS tracks CSI 500 Index. They also come from different issuers: iShares and Deutsche Bank. Their fees differ too: 0.40% for ISVBF and 0.65% for ASHS.

ASHS currently has the higher Sharpe Ratio (2.57 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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