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RQFI.DE vs. XCS6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RQFI.DE vs. XCS6.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 China UCITS ETF 1C (XCS6.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 XCS6.DE's -7.24% return. Over the past 10 years, RQFI.DE has outperformed XCS6.DE with an annualized return of 5.34%, while XCS6.DE has yielded a comparatively lower 4.37% 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%

XCS6.DE

1D
-0.30%
1M
-3.42%
YTD
-7.24%
6M
-9.67%
1Y
2.03%
3Y*
7.21%
5Y*
-4.64%
10Y*
4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RQFI.DE vs. XCS6.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%
XCS6.DE
Xtrackers MSCI China UCITS ETF 1C
-7.24%16.38%27.05%-15.14%-15.45%-17.27%15.11%26.93%-16.14%35.18%

Correlation

The correlation between RQFI.DE and XCS6.DE is 0.62, 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

0.62

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

0.71

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

0.73

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

0.73

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

0.72

The correlation between RQFI.DE and XCS6.DE shifts across timeframes, from 0.62 (1 year) to 0.73 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

RQFI.DE vs. XCS6.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

XCS6.DE
XCS6.DE Risk / Return Rank: 1111
Overall Rank
XCS6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XCS6.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XCS6.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XCS6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCS6.DE Martin Ratio Rank: 1010
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. XCS6.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 China UCITS ETF 1C (XCS6.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.DEXCS6.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.11

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.39

1.04

+0.35

Calmar ratioReturn relative to maximum drawdown

5.91

0.13

+5.78

Martin ratioReturn relative to average drawdown

15.55

0.27

+15.28

RQFI.DE vs. XCS6.DE - Sharpe Ratio Comparison

The current RQFI.DE Sharpe Ratio is 2.23, which is higher than the XCS6.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of RQFI.DE and XCS6.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.DEXCS6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.12

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.17

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.17

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.16

+0.14

Drawdowns

RQFI.DE vs. XCS6.DE - Drawdown Comparison

The maximum RQFI.DE drawdown since its inception was -51.79%, smaller than the maximum XCS6.DE drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for RQFI.DE and XCS6.DE.


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Drawdown Indicators


RQFI.DEXCS6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.79%

-56.31%

+4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-17.28%

+11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-27.48%

-24.77%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-41.44%

-49.94%

+8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-45.24%

-56.31%

+11.07%

Current Drawdown

Current decline from peak

-11.80%

-33.60%

+21.80%

Average Drawdown

Average peak-to-trough decline

-27.06%

-21.19%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

8.27%

-6.06%

Volatility

RQFI.DE vs. XCS6.DE - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) is 5.89%, while Xtrackers MSCI China UCITS ETF 1C (XCS6.DE) has a volatility of 7.17%. This indicates that RQFI.DE experiences smaller price fluctuations and is considered to be less risky than XCS6.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.DEXCS6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

7.17%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

13.14%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

18.53%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

27.67%

-6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

25.33%

-3.51%

RQFI.DE vs. XCS6.DE - Expense Ratio Comparison

Both RQFI.DE and XCS6.DE have an expense ratio of 0.65%.


Dividends

RQFI.DE vs. XCS6.DE - Dividend Comparison

RQFI.DE's dividend yield for the trailing twelve months is around 1.44%, while XCS6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
XCS6.DE
Xtrackers MSCI China UCITS ETF 1C
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


RQFI.DE and XCS6.DE have a correlation of 0.62, 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 XCS6.DE have the same expense ratio: 0.65% per year.

RQFI.DE tracks MSCI China A Onshore NR CNY, while XCS6.DE tracks MSCI China.

Portfolio Optimizer

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