RQFI.DE vs. FEPX.DE

Last updated Jul 18, 2026

RQFI.DE (Xtrackers Harvest CSI 300 UCITS ETF 1D) and FEPX.DE (Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc) are both exchange-traded funds - RQFI.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY, while FEPX.DE is a Asia Pacific Equities fund tracking the Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity. Both are passively managed. Over the past 5 years, RQFI.DE returned -0.90%/yr vs 6.25%/yr for FEPX.DE. At a 0.44 correlation, their price movements are largely independent. RQFI.DE charges 0.65%/yr vs 0.30%/yr for FEPX.DE.

Performance

RQFI.DE vs. FEPX.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 Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RQFI.DE achieves a 4.69% return, which is significantly lower than FEPX.DE's 11.30% return.

RQFI.DE

• 1D: -2.80%
• 1M: -6.15%
• 6M: 1.12%
• YTD: 4.69%
• 1Y: 23.31%
• 3Y*: 8.89%
• 5Y*: -0.90%
• 10Y*: 4.21%

FEPX.DE

• 1D: 0.00%
• 1M: 2.13%
• 6M: 8.37%
• YTD: 11.30%
• 1Y: 15.54%
• 3Y*: 10.93%
• 5Y*: 6.25%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
RQFI.DE Xtrackers Harvest CSI 300 UCITS ETF 1D	4.69%	11.14%	22.23%	-16.63%	-21.95%	7.70%	-0.24%
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc	11.30%	6.54%	11.04%	2.40%	-1.28%	-7.23%	4.20%

Correlation

The correlation between RQFI.DE and FEPX.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (All Time) Calculated using the full available price history since Dec 3, 2020	0.44

Return for Risk

RQFI.DE vs. FEPX.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: 53
RQFI.DE Sharpe Ratio Rank: 48
RQFI.DE Sortino Ratio Rank: 47
RQFI.DE Omega Ratio Rank: 45
RQFI.DE Calmar Ratio Rank: 62
RQFI.DE Martin Ratio Rank: 65

FEPX.DE

FEPX.DE Risk / Return Rank: 50
FEPX.DE Sharpe Ratio Rank: 48
FEPX.DE Sortino Ratio Rank: 51
FEPX.DE Omega Ratio Rank: 43
FEPX.DE Calmar Ratio Rank: 59
FEPX.DE Martin Ratio Rank: 50

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. FEPX.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 Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.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.DE	FEPX.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.33	1.29	+0.04
Sortino ratio: Return per unit of downside risk	1.87	1.95	-0.08
Omega ratio: Gain probability vs. loss probability	1.23	1.22	+0.01
Calmar ratio: Return relative to maximum drawdown	2.41	2.26	+0.15
Martin ratio: Return relative to average drawdown	8.82	6.43	+2.39

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

The current RQFI.DE Sharpe Ratio is 1.33, which is comparable to the FEPX.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RQFI.DE and FEPX.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.

Drawdowns

RQFI.DE vs. FEPX.DE - Drawdown Comparison

The maximum RQFI.DE drawdown since its inception was -51.79%, which is greater than FEPX.DE's maximum drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for RQFI.DE and FEPX.DE.

Drawdown Indicators

	RQFI.DE	FEPX.DE	Difference
Max Drawdown Largest peak-to-trough decline	-51.79%	-20.59%	-31.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.63%	-6.90%	-2.73%
Max Drawdown (3Y) Largest decline over 3 years	-27.47%	-20.59%	-6.88%
Max Drawdown (5Y) Largest decline over 5 years	-41.42%	-20.59%	-20.83%
Max Drawdown (10Y) Largest decline over 10 years	-45.24%	—	—
Current Drawdown Current decline from peak	-16.36%	-0.40%	-15.96%
Average Drawdown Average peak-to-trough decline	-28.18%	-6.61%	-21.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.42%	+0.22%

Volatility

RQFI.DE vs. FEPX.DE - Volatility Comparison

Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a higher volatility of 8.37% compared to Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity UCITS ETF Acc (FEPX.DE) at 2.56%. This indicates that RQFI.DE's price experiences larger fluctuations and is considered to be riskier than FEPX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RQFI.DE	FEPX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.37%	2.56%	+5.81%
Volatility (6M) Calculated over the trailing 6-month period	13.30%	9.13%	+4.17%
Volatility (1Y) Calculated over the trailing 1-year period	17.57%	12.17%	+5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.16%	15.24%	+5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.90%	16.90%	+5.00%

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

RQFI.DE has a 0.65% expense ratio, which is higher than FEPX.DE's 0.30% expense ratio.

Dividends

RQFI.DE vs. FEPX.DE - Dividend Comparison

RQFI.DE's dividend yield for the trailing twelve months is around 1.52%, while FEPX.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEPX.DE Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity 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	1.52%	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

Can I hold both RQFI.DE and FEPX.DE in my portfolio?

RQFI.DE and FEPX.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RQFI.DE or FEPX.DE?

On fees, FEPX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RQFI.DE or FEPX.DE?

FEPX.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for RQFI.DE.

What is the main difference between RQFI.DE and FEPX.DE?

RQFI.DE is categorized as China Equities, while FEPX.DE is Asia Pacific Equities. RQFI.DE tracks MSCI China A Onshore NR CNY, while FEPX.DE tracks Fidelity Sustainable Research Enhanced Pacific ex-Japan Equity. They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.65% for RQFI.DE and 0.30% for FEPX.DE.