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LCCN.L vs. XCNA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCCN.L vs. XCNA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI China UCITS ETF - Acc (LCCN.L) and Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C (XCNA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCCN.L achieves a -7.04% return, which is significantly lower than XCNA.L's 10.97% return.


LCCN.L

1D
-0.13%
1M
-2.64%
YTD
-7.04%
6M
-8.41%
1Y
5.00%
3Y*
11.02%
5Y*
-4.89%
10Y*

XCNA.L

1D
-0.86%
1M
1.01%
YTD
10.97%
6M
15.66%
1Y
42.13%
3Y*
15.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCCN.L vs. XCNA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCCN.L
Lyxor MSCI China UCITS ETF - Acc
-7.04%32.04%19.37%-11.61%-9.26%
XCNA.L
Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C
10.97%32.54%14.47%-12.47%11.73%

Correlation

The correlation between LCCN.L and XCNA.L is 0.72, 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

0.72

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2022

0.77

The correlation between LCCN.L and XCNA.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

LCCN.L vs. XCNA.L — Risk / Return Rank

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

LCCN.L
LCCN.L Risk / Return Rank: 1313
Overall Rank
LCCN.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LCCN.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
LCCN.L Omega Ratio Rank: 1313
Omega Ratio Rank
LCCN.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
LCCN.L Martin Ratio Rank: 1212
Martin Ratio Rank

XCNA.L
XCNA.L Risk / Return Rank: 8383
Overall Rank
XCNA.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XCNA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XCNA.L Omega Ratio Rank: 7777
Omega Ratio Rank
XCNA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
XCNA.L Martin Ratio Rank: 8989
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.

LCCN.L vs. XCNA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China UCITS ETF - Acc (LCCN.L) and Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C (XCNA.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.


LCCN.LXCNA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

1.06

1.45

-0.39

Calmar ratioReturn relative to maximum drawdown

0.29

6.61

-6.31

Martin ratioReturn relative to average drawdown

0.61

19.46

-18.85

LCCN.L vs. XCNA.L - Sharpe Ratio Comparison

The current LCCN.L Sharpe Ratio is 0.25, which is lower than the XCNA.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of LCCN.L and XCNA.L, 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


LCCN.LXCNA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

2.54

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.55

-0.44

Drawdowns

LCCN.L vs. XCNA.L - Drawdown Comparison

The maximum LCCN.L drawdown since its inception was -62.38%, which is greater than XCNA.L's maximum drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for LCCN.L and XCNA.L.


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Drawdown Indicators


LCCN.LXCNA.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.38%

-32.05%

-30.33%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-6.35%

-10.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.52%

-27.66%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-56.10%

Current Drawdown

Current decline from peak

-34.07%

-3.09%

-30.98%

Average Drawdown

Average peak-to-trough decline

-30.16%

-14.27%

-15.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

2.16%

+5.99%

Volatility

LCCN.L vs. XCNA.L - Volatility Comparison

Lyxor MSCI China UCITS ETF - Acc (LCCN.L) has a higher volatility of 8.04% compared to Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C (XCNA.L) at 6.12%. This indicates that LCCN.L's price experiences larger fluctuations and is considered to be riskier than XCNA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCCN.LXCNA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

6.12%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

11.35%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

16.53%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.33%

24.45%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.88%

24.45%

+3.43%

LCCN.L vs. XCNA.L - Expense Ratio Comparison

Both LCCN.L and XCNA.L have an expense ratio of 0.29%.


Dividends

LCCN.L vs. XCNA.L - Dividend Comparison

Neither LCCN.L nor XCNA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LCCN.L and XCNA.L have a correlation of 0.72, 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 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LCCN.L and XCNA.L have the same expense ratio: 0.29% per year.

LCCN.L tracks MSCI China NR USD, while XCNA.L tracks MSCI China A Onshore NR CNY. They also come from different issuers: Amundi and DWS.

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