ISVBF vs. ASHX

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI China A UCITS ETF (ISVBF) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX).

ISVBF and ASHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISVBF is a passively managed fund by iShares that tracks the performance of the MSCI China A Inclusion Index. It was launched on Apr 8, 2015. ASHX is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI China A Inclusion Index. It was launched on Oct 20, 2015. Both ISVBF and ASHX 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

ISVBF vs. ASHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX). The values are adjusted to include any dividend payments, if applicable.

ISVBF vs. ASHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ISVBF iShares MSCI China A UCITS ETF	-7.03%	30.64%	18.96%	-9.28%	-23.01%	-22.12%
ASHX Xtrackers MSCI China A Inclusion Equity ETF	0.00%	0.00%	0.27%	-13.59%	-26.45%	3.87%

Returns By Period

ISVBF

• 1D: 1.76%
• 1M: -5.82%
• YTD: -7.03%
• 6M: -14.03%
• 1Y: 5.75%
• 3Y*: 7.82%
• 5Y*: —
• 10Y*: —

ASHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. ASHX - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is lower than ASHX's 0.60% expense ratio.

ASHX

Xtrackers MSCI China A Inclusion Equity ETF

ISVBF

iShares MSCI China A UCITS ETF

Return for Risk

ISVBF vs. ASHX — Risk / Return Rank

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

ISVBF

ISVBF Risk / Return Rank: 17
ISVBF Sharpe Ratio Rank: 16
ISVBF Sortino Ratio Rank: 17
ISVBF Omega Ratio Rank: 18
ISVBF Calmar Ratio Rank: 16
ISVBF Martin Ratio Rank: 17

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. ASHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX). 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.

	ISVBF	ASHX	Difference
Sharpe ratio Return per unit of total volatility	0.18	—	—
Sortino ratio Return per unit of downside risk	0.46	—	—
Omega ratio Gain probability vs. loss probability	1.07	—	—
Calmar ratio Return relative to maximum drawdown	0.23	—	—
Martin ratio Return relative to average drawdown	0.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ISVBF	ASHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.16	—	—

Correlation

The correlation between ISVBF and ASHX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ISVBF vs. ASHX - Dividend Comparison

Neither ISVBF nor ASHX has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
ASHX Xtrackers MSCI China A Inclusion Equity ETF	0.00%	0.00%	0.00%	2.38%	1.76%	0.84%	0.80%	1.78%	1.07%	2.48%	19.46%	2.91%

Drawdowns

Drawdown Indicators

	ISVBF	ASHX	Difference
Max Drawdown Largest peak-to-trough decline	-53.78%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-19.18%	—	—
Current Drawdown Current decline from peak	-24.65%	—	—
Average Drawdown Average peak-to-trough decline	-33.12%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	—	—

Volatility

Volatility by Period

	ISVBF	ASHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.38%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.04%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.04%	—	—