RQFI.DE vs. XBAS.DE

Last updated Jul 16, 2026

RQFI.DE (Xtrackers Harvest CSI 300 UCITS ETF 1D) and XBAS.DE (Xtrackers MSCI Singapore UCITS ETF (Acc)) are both exchange-traded funds - RQFI.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY, while XBAS.DE is a Asia Pacific Equities fund tracking the MSCI Singapore Investable Market Index. Both are passively managed. Over the past 10 years, RQFI.DE returned 4.72%/yr vs 8.33%/yr for XBAS.DE. At a 0.39 correlation, their price movements are largely independent. RQFI.DE charges 0.65%/yr vs 0.50%/yr for XBAS.DE.

Performance

RQFI.DE vs. XBAS.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 Singapore UCITS ETF (Acc) (XBAS.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 10.36% return, which is significantly lower than XBAS.DE's 18.59% return. Over the past 10 years, RQFI.DE has underperformed XBAS.DE with an annualized return of 4.72%, while XBAS.DE has yielded a comparatively higher 8.33% 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%

XBAS.DE

• 1D: 1.29%
• 1M: 11.85%
• 6M: 16.83%
• YTD: 18.59%
• 1Y: 28.96%
• 3Y*: 22.62%
• 5Y*: 12.49%
• 10Y*: 8.33%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
XBAS.DE Xtrackers MSCI Singapore UCITS ETF (Acc)	18.59%	15.70%	34.37%	0.79%	-4.51%	12.71%	-13.87%	19.13%	-5.74%	17.31%

Correlation

The correlation between RQFI.DE and XBAS.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 8, 2014	0.39

The correlation between RQFI.DE and XBAS.DE shifts across timeframes, from 0.23 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RQFI.DE vs. XBAS.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: 74
RQFI.DE Sharpe Ratio Rank: 69
RQFI.DE Sortino Ratio Rank: 67
RQFI.DE Omega Ratio Rank: 63
RQFI.DE Calmar Ratio Rank: 91
RQFI.DE Martin Ratio Rank: 80

XBAS.DE

XBAS.DE Risk / Return Rank: 80
XBAS.DE Sharpe Ratio Rank: 81
XBAS.DE Sortino Ratio Rank: 84
XBAS.DE Omega Ratio Rank: 80
XBAS.DE Calmar Ratio Rank: 88
XBAS.DE Martin Ratio Rank: 69

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. XBAS.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 Singapore UCITS ETF (Acc) (XBAS.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	XBAS.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.07	-0.27
Sortino ratio: Return per unit of downside risk	2.49	3.05	-0.57
Omega ratio: Gain probability vs. loss probability	1.31	1.37	-0.07
Calmar ratio: Return relative to maximum drawdown	4.46	4.04	+0.42
Martin ratio: Return relative to average drawdown	12.27	10.09	+2.18

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

The current RQFI.DE Sharpe Ratio is 1.80, which is comparable to the XBAS.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of RQFI.DE and XBAS.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. XBAS.DE - Drawdown Comparison

The maximum RQFI.DE drawdown since its inception was -51.79%, which is greater than XBAS.DE's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for RQFI.DE and XBAS.DE.

Drawdown Indicators

	RQFI.DE	XBAS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-51.79%	-36.43%	-15.36%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-7.14%	+0.19%
Max Drawdown (3Y) Largest decline over 3 years	-27.47%	-20.54%	-6.93%
Max Drawdown (5Y) Largest decline over 5 years	-41.42%	-20.54%	-20.88%
Max Drawdown (10Y) Largest decline over 10 years	-45.24%	-36.43%	-8.81%
Current Drawdown Current decline from peak	-11.83%	0.00%	-11.83%
Average Drawdown Average peak-to-trough decline	-28.19%	-10.44%	-17.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.86%	-0.33%

Volatility

RQFI.DE vs. XBAS.DE - Volatility Comparison

Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a higher volatility of 7.71% compared to Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) at 3.49%. This indicates that RQFI.DE's price experiences larger fluctuations and is considered to be riskier than XBAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RQFI.DE	XBAS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.71%	3.49%	+4.22%
Volatility (6M) Calculated over the trailing 6-month period	12.78%	10.14%	+2.64%
Volatility (1Y) Calculated over the trailing 1-year period	17.17%	13.92%	+3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.11%	15.71%	+5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.88%	16.54%	+5.34%

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

RQFI.DE has a 0.65% expense ratio, which is higher than XBAS.DE's 0.50% expense ratio.

Dividends

RQFI.DE vs. XBAS.DE - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XBAS.DE Xtrackers MSCI Singapore 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%

Frequently Asked Questions

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

RQFI.DE and XBAS.DE have a correlation of 0.23, 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 XBAS.DE?

On fees, XBAS.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

XBAS.DE is cheaper with a 0.50% expense ratio, compared with 0.65% for RQFI.DE.

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

RQFI.DE is categorized as China Equities, while XBAS.DE is Asia Pacific Equities. RQFI.DE tracks MSCI China A Onshore NR CNY, while XBAS.DE tracks MSCI Singapore Investable Market Index. Their fees differ too: 0.65% for RQFI.DE and 0.50% for XBAS.DE.