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RQFI.DE vs. DXS6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RQFI.DE vs. DXS6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) and Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.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, RQFI.DE achieves a 10.36% return, which is significantly higher than DXS6.DE's 8.66% return. Over the past 10 years, RQFI.DE has underperformed DXS6.DE with an annualized return of 4.72%, while DXS6.DE has yielded a comparatively higher 6.48% annualized return.


RQFI.DE

1D
0.33%
1M
-0.41%
6M
6.78%
YTD
10.36%
1Y
31.10%
3Y*
10.31%
5Y*
0.16%
10Y*
4.72%

DXS6.DE

1D
1.61%
1M
3.90%
6M
6.17%
YTD
8.66%
1Y
13.34%
3Y*
10.04%
5Y*
5.49%
10Y*
6.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RQFI.DE vs. DXS6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D
10.36%11.14%22.23%-16.63%-21.95%7.70%24.38%37.47%-24.90%16.28%
DXS6.DE
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)
8.66%6.37%13.01%1.46%-1.97%12.85%-3.11%21.25%-6.24%10.26%

Correlation

The correlation between RQFI.DE and DXS6.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2014

0.47

Over the past year, the correlation between RQFI.DE and DXS6.DE has dropped to 0.27 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

RQFI.DE vs. DXS6.DE — Risk / Return Rank

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

RQFI.DE
RQFI.DE Risk / Return Rank: 7474
Overall Rank
RQFI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RQFI.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
RQFI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
RQFI.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
RQFI.DE Martin Ratio Rank: 8080
Martin Ratio Rank

DXS6.DE
DXS6.DE Risk / Return Rank: 2929
Overall Rank
DXS6.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DXS6.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXS6.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DXS6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
DXS6.DE Martin Ratio Rank: 3030
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.

RQFI.DE vs. DXS6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) and Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.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.


RQFI.DEDXS6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratioReturn relative to maximum drawdown

4.46

1.44

+3.01

Martin ratioReturn relative to average drawdown

12.27

3.64

+8.64

RQFI.DE vs. DXS6.DE - Sharpe Ratio Comparison

The current RQFI.DE Sharpe Ratio is 1.80, which is higher than the DXS6.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of RQFI.DE and DXS6.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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Drawdowns

RQFI.DE vs. DXS6.DE - Drawdown Comparison

The maximum RQFI.DE drawdown since its inception was -51.79%, which is greater than DXS6.DE's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for RQFI.DE and DXS6.DE.


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Drawdown Indicators


RQFI.DEDXS6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.79%

-36.97%

-14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-9.20%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-27.47%

-19.92%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-41.42%

-19.92%

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

-36.97%

-8.27%

Current Drawdown

Current decline from peak

-11.83%

-2.12%

-9.71%

Average Drawdown

Average peak-to-trough decline

-28.19%

-7.77%

-20.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.66%

-1.13%

Volatility

RQFI.DE vs. DXS6.DE - Volatility Comparison

Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a higher volatility of 7.71% compared to Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) at 4.68%. This indicates that RQFI.DE's price experiences larger fluctuations and is considered to be riskier than DXS6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RQFI.DEDXS6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

4.68%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

12.12%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

15.28%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

15.48%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

16.75%

+5.13%

RQFI.DE vs. DXS6.DE - Expense Ratio Comparison

RQFI.DE has a 0.65% expense ratio, which is higher than DXS6.DE's 0.25% expense ratio.


Dividends

RQFI.DE vs. DXS6.DE - Dividend Comparison

RQFI.DE's dividend yield for the trailing twelve months is around 1.44%, while DXS6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXS6.DE
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D
1.44%1.84%1.40%1.98%1.97%0.90%1.32%0.75%2.31%2.00%1.81%0.37%

Frequently Asked Questions


RQFI.DE and DXS6.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXS6.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXS6.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for RQFI.DE.

RQFI.DE is categorized as China Equities, while DXS6.DE is Asia Pacific Equities. RQFI.DE tracks MSCI China A Onshore NR CNY, while DXS6.DE tracks MSCI Pacific ex Japan Select Screened Index. Their fees differ too: 0.65% for RQFI.DE and 0.25% for DXS6.DE.

Portfolio Optimizer

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