RQFI.DE vs. XDWD.DE
RQFI.DE (Xtrackers Harvest CSI 300 UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - RQFI.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, RQFI.DE returned 5.34%/yr vs 12.83%/yr for XDWD.DE. At a 0.41 correlation, their price movements are largely independent. RQFI.DE charges 0.65%/yr vs 0.19%/yr for XDWD.DE.
Performance
RQFI.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with RQFI.DE having a 10.42% return and XDWD.DE slightly higher at 10.91%. Over the past 10 years, RQFI.DE has underperformed XDWD.DE with an annualized return of 5.34%, while XDWD.DE has yielded a comparatively higher 12.83% 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
RQFI.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RQFI.DE Xtrackers Harvest CSI 300 UCITS ETF 1D | 10.42% | 11.14% | 22.25% | -16.68% | -21.96% | 7.77% | 24.32% | 37.46% | -24.88% | 16.25% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between RQFI.DE and XDWD.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.41 |
The correlation between RQFI.DE and XDWD.DE shifts across timeframes, from 0.24 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RQFI.DE vs. XDWD.DE — Risk / Return Rank
RQFI.DE
XDWD.DE
RQFI.DE vs. XDWD.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 World UCITS ETF 1C (XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.91 | 3.63 | +2.28 |
| Martin ratioReturn relative to average drawdown | 15.55 | 14.44 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RQFI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 2.14 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.90 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.84 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.78 | -0.48 |
Drawdowns
RQFI.DE vs. XDWD.DE - Drawdown Comparison
The maximum RQFI.DE drawdown since its inception was -51.79%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for RQFI.DE and XDWD.DE.
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Drawdown Indicators
| RQFI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.79% | -33.55% | -18.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -6.54% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -27.48% | -21.64% | -5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -41.44% | -21.64% | -19.80% |
Max Drawdown (10Y)Largest decline over 10 years | -45.24% | -33.55% | -11.69% |
Current DrawdownCurrent decline from peak | -11.80% | -0.33% | -11.47% |
Average DrawdownAverage peak-to-trough decline | -27.06% | -4.55% | -22.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 1.65% | +0.56% |
Volatility
RQFI.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a higher volatility of 5.89% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that RQFI.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 2.60% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 7.77% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 11.12% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.96% | 14.13% | +6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.82% | 15.16% | +6.66% |
RQFI.DE vs. XDWD.DE - Expense Ratio Comparison
RQFI.DE has a 0.65% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
RQFI.DE vs. XDWD.DE - Dividend Comparison
RQFI.DE's dividend yield for the trailing twelve months is around 1.44%, while XDWD.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% |
XDWD.DE Xtrackers MSCI World 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 XDWD.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for RQFI.DE.
RQFI.DE is categorized as China Equities, while XDWD.DE is Global Equities. RQFI.DE tracks MSCI China A Onshore NR CNY, while XDWD.DE tracks MSCI World. Their fees differ too: 0.65% for RQFI.DE and 0.19% for XDWD.DE.
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