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

Performance

RQFI.DE vs. LHKG.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 Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.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 10.42% return, which is significantly higher than LHKG.DE's -6.38% return. Over the past 10 years, RQFI.DE has outperformed LHKG.DE with an annualized return of 5.34%, while LHKG.DE has yielded a comparatively lower 2.55% annualized return.


RQFI.DE

1D
-0.67%
1M
1.50%
YTD
10.42%
6M
12.27%
1Y
34.46%
3Y*
9.38%
5Y*
-0.26%
10Y*
5.34%

LHKG.DE

1D
-0.30%
1M
-2.25%
YTD
-6.38%
6M
-8.89%
1Y
2.88%
3Y*
6.17%
5Y*
-2.20%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D
10.42%11.14%22.25%-16.68%-21.96%7.77%24.32%37.46%-24.88%16.25%
LHKG.DE
Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist
-6.38%21.50%20.37%-17.49%-7.90%-6.59%-10.39%16.35%-8.73%22.42%

Correlation

The correlation between RQFI.DE and LHKG.DE is 0.58, 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

0.58

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

0.68

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

0.69

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2014

0.67

The correlation between RQFI.DE and LHKG.DE shifts across timeframes, from 0.58 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

RQFI.DE vs. LHKG.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: 7575
Overall Rank
RQFI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RQFI.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
RQFI.DE Omega Ratio Rank: 6565
Omega Ratio Rank
RQFI.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
RQFI.DE Martin Ratio Rank: 8080
Martin Ratio Rank

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

RQFI.DE vs. LHKG.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 Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.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.


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

+2.06

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.39

1.05

+0.34

Calmar ratioReturn relative to maximum drawdown

5.91

0.20

+5.71

Martin ratioReturn relative to average drawdown

15.55

0.38

+15.17

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

The current RQFI.DE Sharpe Ratio is 2.23, which is higher than the LHKG.DE Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of RQFI.DE and LHKG.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


RQFI.DELHKG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.18

+2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.09

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.11

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.12

+0.19

Drawdowns

RQFI.DE vs. LHKG.DE - Drawdown Comparison

The maximum RQFI.DE drawdown since its inception was -51.79%, smaller than the maximum LHKG.DE drawdown of -58.71%. Use the drawdown chart below to compare losses from any high point for RQFI.DE and LHKG.DE.


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Drawdown Indicators


RQFI.DELHKG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.79%

-58.71%

+6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-17.64%

+11.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.48%

-26.41%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-41.44%

-43.07%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

-45.11%

-0.13%

Current Drawdown

Current decline from peak

-11.80%

-16.18%

+4.38%

Average Drawdown

Average peak-to-trough decline

-27.06%

-19.83%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

9.15%

-6.94%

Volatility

RQFI.DE vs. LHKG.DE - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) is 5.89%, while Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) has a volatility of 8.31%. This indicates that RQFI.DE experiences smaller price fluctuations and is considered to be less risky than LHKG.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.DELHKG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

8.31%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

14.08%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

19.89%

-4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

24.93%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

22.47%

-0.65%

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

Both RQFI.DE and LHKG.DE have an expense ratio of 0.65%.


Dividends

RQFI.DE vs. LHKG.DE - Dividend Comparison

RQFI.DE's dividend yield for the trailing twelve months is around 1.44%, less than LHKG.DE's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
LHKG.DE
Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist
1.61%1.50%2.18%0.17%3.78%1.35%2.46%2.58%3.04%2.30%3.38%3.88%
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 LHKG.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RQFI.DE and LHKG.DE have the same expense ratio: 0.65% per year.

RQFI.DE tracks MSCI China A Onshore NR CNY, while LHKG.DE tracks MSCI China Select ESG Rating and Trend Leaders. They also come from different issuers: Xtrackers and Amundi.

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