LCHI.DE vs. FLXC.DE
Compare and contrast key facts about Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) and Franklin FTSE China UCITS ETF (FLXC.DE).
LCHI.DE and FLXC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCHI.DE is a passively managed fund by Amundi that tracks the performance of the MSCI China Select ESG Rating and Trend Leaders. It was launched on Feb 21, 2019. FLXC.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE China 30/18 Capped. It was launched on Jun 4, 2019. Both LCHI.DE and FLXC.DE 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
LCHI.DE vs. FLXC.DE - Performance Comparison
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LCHI.DE vs. FLXC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LCHI.DE Amundi MSCI China ESG Leaders Extra UCITS ETF Acc | -7.02% | 21.51% | 20.39% | -16.01% | -18.45% | -19.46% | -11.07% | 12.20% |
FLXC.DE Franklin FTSE China UCITS ETF | -5.28% | 17.34% | 27.28% | -15.77% | -15.90% | -14.60% | 16.83% | 19.48% |
Returns By Period
In the year-to-date period, LCHI.DE achieves a -7.02% return, which is significantly lower than FLXC.DE's -5.28% return.
LCHI.DE
- 1D
- 1.09%
- 1M
- -2.00%
- YTD
- -7.02%
- 6M
- -14.23%
- 1Y
- -2.07%
- 3Y*
- 3.20%
- 5Y*
- -7.20%
- 10Y*
- -0.59%
FLXC.DE
- 1D
- 0.67%
- 1M
- -3.44%
- YTD
- -5.28%
- 6M
- -11.84%
- 1Y
- 0.00%
- 3Y*
- 5.17%
- 5Y*
- -4.59%
- 10Y*
- —
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LCHI.DE vs. FLXC.DE - Expense Ratio Comparison
LCHI.DE has a 0.65% expense ratio, which is higher than FLXC.DE's 0.19% expense ratio.
Return for Risk
LCHI.DE vs. FLXC.DE — Risk / Return Rank
LCHI.DE
FLXC.DE
LCHI.DE vs. FLXC.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 Franklin FTSE China UCITS ETF (FLXC.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.
| LCHI.DE | FLXC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.00 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.03 | 0.14 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.02 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.09 | -0.11 |
Martin ratioReturn relative to average drawdown | -0.06 | 0.20 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCHI.DE | FLXC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.00 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | -0.17 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.10 | -0.01 |
Correlation
The correlation between LCHI.DE and FLXC.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LCHI.DE vs. FLXC.DE - Dividend Comparison
Neither LCHI.DE nor FLXC.DE has paid dividends to shareholders.
Drawdowns
LCHI.DE vs. FLXC.DE - Drawdown Comparison
The maximum LCHI.DE drawdown since its inception was -70.36%, which is greater than FLXC.DE's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for LCHI.DE and FLXC.DE.
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Drawdown Indicators
| LCHI.DE | FLXC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.36% | -55.61% | -14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.13% | -15.93% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -54.83% | -49.65% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -58.24% | — | — |
Current DrawdownCurrent decline from peak | -45.78% | -30.40% | -15.38% |
Average DrawdownAverage peak-to-trough decline | -35.35% | -27.91% | -7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 6.01% | +1.30% |
Volatility
LCHI.DE vs. FLXC.DE - Volatility Comparison
Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) has a higher volatility of 6.27% compared to Franklin FTSE China UCITS ETF (FLXC.DE) at 5.38%. This indicates that LCHI.DE's price experiences larger fluctuations and is considered to be riskier than FLXC.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 | FLXC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 5.38% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.22% | 12.49% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.71% | 20.47% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.90% | 26.63% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.31% | 26.33% | -1.02% |