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LCHI.DE vs. XCS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCHI.DE vs. XCS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) and Xtrackers MSCI China UCITS ETF 1D (XCS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCHI.DE achieves a -6.56% return, which is significantly higher than XCS7.DE's -6.89% return.


LCHI.DE

1D
-0.66%
1M
-2.44%
YTD
-6.56%
6M
-9.08%
1Y
3.00%
3Y*
6.79%
5Y*
-6.02%
10Y*
-0.61%

XCS7.DE

1D
-0.23%
1M
-3.41%
YTD
-6.89%
6M
-9.34%
1Y
2.51%
3Y*
7.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCHI.DE vs. XCS7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCHI.DE
Amundi MSCI China ESG Leaders Extra UCITS ETF Acc
-6.56%21.51%20.39%-16.01%1.37%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
-6.89%16.53%27.49%-14.73%4.09%

Correlation

The correlation between LCHI.DE and XCS7.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2022

0.97

The correlation between LCHI.DE and XCS7.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

LCHI.DE vs. XCS7.DE — Risk / Return Rank

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

LCHI.DE
LCHI.DE Risk / Return Rank: 1111
Overall Rank
LCHI.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LCHI.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
LCHI.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LCHI.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCHI.DE Martin Ratio Rank: 1111
Martin Ratio Rank

XCS7.DE
XCS7.DE Risk / Return Rank: 1111
Overall Rank
XCS7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XCS7.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XCS7.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XCS7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCS7.DE Martin Ratio Rank: 1111
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.

LCHI.DE vs. XCS7.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 MSCI China UCITS ETF 1D (XCS7.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.DEXCS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.19

0.16

+0.03

Martin ratioReturn relative to average drawdown

0.37

0.34

+0.03

LCHI.DE vs. XCS7.DE - Sharpe Ratio Comparison

The current LCHI.DE Sharpe Ratio is 0.17, which is comparable to the XCS7.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of LCHI.DE and XCS7.DE, 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


LCHI.DEXCS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.15

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

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

0.20

-0.11

Drawdowns

LCHI.DE vs. XCS7.DE - Drawdown Comparison

The maximum LCHI.DE drawdown since its inception was -70.36%, which is greater than XCS7.DE's maximum drawdown of -36.62%. Use the drawdown chart below to compare losses from any high point for LCHI.DE and XCS7.DE.


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Drawdown Indicators


LCHI.DEXCS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.36%

-36.62%

-33.74%

Max Drawdown (1Y)

Largest decline over 1 year

-17.61%

-17.01%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.53%

-24.53%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-53.34%

Max Drawdown (10Y)

Largest decline over 10 years

-58.24%

Current Drawdown

Current decline from peak

-45.52%

-14.97%

-30.55%

Average Drawdown

Average peak-to-trough decline

-35.43%

-15.59%

-19.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.13%

8.18%

+0.95%

Volatility

LCHI.DE vs. XCS7.DE - Volatility Comparison

Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) has a higher volatility of 7.94% compared to Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) at 7.33%. This indicates that LCHI.DE's price experiences larger fluctuations and is considered to be riskier than XCS7.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.DEXCS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

7.33%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

13.19%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

18.48%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

25.65%

+3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.29%

25.65%

-0.36%

LCHI.DE vs. XCS7.DE - Expense Ratio Comparison

LCHI.DE has a 0.65% expense ratio, which is higher than XCS7.DE's 0.28% expense ratio.


Dividends

LCHI.DE vs. XCS7.DE - Dividend Comparison

LCHI.DE has not paid dividends to shareholders, while XCS7.DE's dividend yield for the trailing twelve months is around 2.11%.


PositionTTM202520242023
LCHI.DE
Amundi MSCI China ESG Leaders Extra UCITS ETF Acc
0.00%0.00%0.00%0.00%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
2.11%2.35%2.05%3.49%

Frequently Asked Questions


With a correlation of 0.98, LCHI.DE and XCS7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XCS7.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCS7.DE is cheaper with a 0.28% expense ratio, compared with 0.65% for LCHI.DE.

LCHI.DE tracks MSCI China Select ESG Rating and Trend Leaders, while XCS7.DE tracks MSCI China. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.65% for LCHI.DE and 0.28% for XCS7.DE.

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