LCHI.DE vs. DBX9.DE
LCHI.DE (Amundi MSCI China ESG Leaders Extra UCITS ETF Acc) and DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) are both China Equities funds - LCHI.DE tracks the MSCI China Select ESG Rating and Trend Leaders while DBX9.DE tracks the FTSE China 50. Both are passively managed. Over the past 5 years, LCHI.DE returned -7.97%/yr vs 0.61%/yr for DBX9.DE. Their correlation of 0.91 suggests significant overlap in exposure. LCHI.DE charges 0.65%/yr vs 0.60%/yr for DBX9.DE.
Performance
LCHI.DE vs. DBX9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LCHI.DE achieves a -13.84% return, which is significantly lower than DBX9.DE's 15.56% return.
LCHI.DE
- 1D
- -2.66%
- 1M
- -7.11%
- YTD
- -13.84%
- 6M
- -13.17%
- 1Y
- -4.49%
- 3Y*
- 4.41%
- 5Y*
- -7.97%
- 10Y*
- —
DBX9.DE
- 1D
- 1.58%
- 1M
- 4.42%
- YTD
- 15.56%
- 6M
- 17.29%
- 1Y
- 39.69%
- 3Y*
- 15.94%
- 5Y*
- 0.61%
- 10Y*
- 4.72%
LCHI.DE vs. DBX9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LCHI.DE Amundi MSCI China ESG Leaders Extra UCITS ETF Acc | -13.84% | 21.51% | 20.39% | -16.01% | -18.45% | -19.46% | -11.07% | 3.17% |
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 15.56% | 10.03% | 37.71% | -16.44% | -13.64% | -14.99% | -0.86% | 5.11% |
Correlation
The correlation between LCHI.DE and DBX9.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.91 |
Over the past year, the correlation between LCHI.DE and DBX9.DE has dropped to 0.59 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
LCHI.DE vs. DBX9.DE — Risk / Return Rank
LCHI.DE
DBX9.DE
LCHI.DE vs. DBX9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.
| LCHI.DE | DBX9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.42 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 5.97 | -6.17 |
| Martin ratioReturn relative to average drawdown | -0.44 | 15.49 | -15.93 |
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Drawdowns
LCHI.DE vs. DBX9.DE - Drawdown Comparison
The maximum LCHI.DE drawdown since its inception was -57.56%, smaller than the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for LCHI.DE and DBX9.DE.
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Drawdown Indicators
| LCHI.DE | DBX9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.56% | -66.51% | +8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -22.08% | -6.62% | -15.46% |
Max Drawdown (3Y)Largest decline over 3 years | -26.53% | -27.85% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -53.34% | -47.60% | -5.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.99% | — |
Current DrawdownCurrent decline from peak | -40.14% | -10.16% | -29.98% |
Average DrawdownAverage peak-to-trough decline | -29.79% | -29.44% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.11% | 2.55% | +7.56% |
Volatility
LCHI.DE vs. DBX9.DE - Volatility Comparison
Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) has a higher volatility of 7.08% compared to Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) at 5.99%. This indicates that LCHI.DE's price experiences larger fluctuations and is considered to be riskier than DBX9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCHI.DE | DBX9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 5.99% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 11.34% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.05% | 16.50% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.10% | 27.23% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 24.52% | +2.56% |
LCHI.DE vs. DBX9.DE - Expense Ratio Comparison
LCHI.DE has a 0.65% expense ratio, which is higher than DBX9.DE's 0.60% expense ratio.
Dividends
LCHI.DE vs. DBX9.DE - Dividend Comparison
Neither LCHI.DE nor DBX9.DE has paid dividends to shareholders.
Frequently Asked Questions
LCHI.DE and DBX9.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBX9.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBX9.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for LCHI.DE.
LCHI.DE tracks MSCI China Select ESG Rating and Trend Leaders, while DBX9.DE tracks FTSE China 50. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.65% for LCHI.DE and 0.60% for DBX9.DE.
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