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RQFI.L vs. AH50.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RQFI.L vs. AH50.L

Last updated Jun 5, 2026

RQFI.L (Xtrackers Harvest CSI 300 UCITS ETF 1D) and AH50.L (Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D) are both China Equities funds from Xtrackers - RQFI.L tracks the MSCI China A Onshore NR CNY while AH50.L tracks the MSCI China NR USD. Both are passively managed. Over the past 10 years, RQFI.L returned 6.41%/yr vs 8.54%/yr for AH50.L. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

RQFI.L vs. AH50.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RQFI.L is traded in GBp, while AH50.L is traded in USD. To make them comparable, the AH50.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RQFI.L achieves a 9.58% return, which is significantly lower than AH50.L's 12.87% return. Over the past 10 years, RQFI.L has underperformed AH50.L with an annualized return of 6.41%, while AH50.L has yielded a comparatively higher 8.54% annualized return.

RQFI.L

1D
-0.73%
1M
3.28%
YTD
9.58%
6M
12.66%
1Y
38.60%
3Y*
9.52%
5Y*
-0.04%
10Y*
6.41%

AH50.L

1D
-0.30%
1M
2.69%
YTD
12.87%
6M
16.90%
1Y
35.59%
3Y*
13.16%
5Y*
1.28%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RQFI.L vs. AH50.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D		9.58%18.47%15.28%-18.09%-17.88%-1.05%33.54%29.68%-23.59%20.20%
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D		12.87%17.73%19.83%-17.39%-11.62%-5.13%24.28%29.19%-16.69%22.45%

Correlation

The correlation between RQFI.L and AH50.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

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

0.84

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

0.85

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2016

0.80

The correlation between RQFI.L and AH50.L has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

RQFI.L vs. AH50.L - Sectors Allocation Comparison

Sectors
RQFI.L
AH50.L

Technology

26.3%
27.6%

Financial Services

20.4%
11.4%

Industrials

16.6%
20.4%

Basic Materials

10.7%
14.3%

Consumer Defensive

7.4%
5.3%

Consumer Cyclical

6.7%
7.5%

Healthcare

4.9%
6.1%

Utilities

3.0%
2.4%

Energy

2.8%
2.6%

Communication Services

0.8%
1.8%

Real Estate

0.5%
0.7%

Technology

RQFI.L
26.3%
AH50.L
27.6%

Financial Services

RQFI.L
20.4%
AH50.L
11.4%

Industrials

RQFI.L
16.6%
AH50.L
20.4%

Basic Materials

RQFI.L
10.7%
AH50.L
14.3%

Consumer Defensive

RQFI.L
7.4%
AH50.L
5.3%

Consumer Cyclical

RQFI.L
6.7%
AH50.L
7.5%

Healthcare

RQFI.L
4.9%
AH50.L
6.1%

Utilities

RQFI.L
3.0%
AH50.L
2.4%

Energy

RQFI.L
2.8%
AH50.L
2.6%

Communication Services

RQFI.L
0.8%
AH50.L
1.8%

Real Estate

RQFI.L
0.5%
AH50.L
0.7%

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Xtrackers Harvest CSI 300 UCITS ETF 1D

Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D

Often compared with RQFI.L:
RQFI.L vs. CA3S.LRQFI.L vs. CHIN.LRQFI.L vs. XCX6.LRQFI.L vs. HMCT.LRQFI.L vs. CEBG.LRQFI.L vs. XCNA.LRQFI.L vs. CM5S.L
Often compared with AH50.L:
AH50.L vs. CA3S.LAH50.L vs. CM5S.LAH50.L vs. HMCT.LAH50.L vs. CHIN.LAH50.L vs. XCX6.LAH50.L vs. JRCE.LAH50.L vs. IASH.L

Return for Risk

RQFI.L vs. AH50.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RQFI.L
RQFI.L Risk / Return Rank: 8484
Overall Rank
RQFI.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RQFI.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
RQFI.L Omega Ratio Rank: 8080
Omega Ratio Rank
RQFI.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
RQFI.L Martin Ratio Rank: 8686
Martin Ratio Rank
AH50.L
AH50.L Risk / Return Rank: 6363
Overall Rank
AH50.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AH50.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
AH50.L Omega Ratio Rank: 5656
Omega Ratio Rank
AH50.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
AH50.L Martin Ratio Rank: 6969
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.L vs. AH50.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) and Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L). 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.LAH50.LDifference
Sharpe ratioReturn per unit of total volatility
2.65
2.01

+0.63

Sortino ratioReturn per unit of downside risk
3.51
2.65

+0.86

Omega ratioGain probability vs. loss probability

1.47

1.36

+0.11

Calmar ratioReturn relative to maximum drawdown

6.91

4.56

+2.34

Martin ratioReturn relative to average drawdown

17.89

13.84

+4.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RQFI.L vs. AH50.L - Sharpe Ratio Comparison

The current RQFI.L Sharpe Ratio is 2.65, which is higher than the AH50.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of RQFI.L and AH50.L, 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.LAH50.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.01

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.05

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.37

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

-0.01

Drawdowns

RQFI.L vs. AH50.L - Drawdown Comparison

The maximum RQFI.L drawdown since its inception was -47.55%, roughly equal to the maximum AH50.L drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for RQFI.L and AH50.L.

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Drawdown Indicators

RQFI.LAH50.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.55%

-45.94%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-7.76%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-23.87%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

-38.86%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

-45.94%

-0.42%

Current Drawdown

Current decline from peak

-12.00%

-5.75%

-6.25%

Average Drawdown

Average peak-to-trough decline

-22.37%

-17.41%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.56%

-0.38%

Volatility

RQFI.L vs. AH50.L - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) is 5.18%, while Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.L) has a volatility of 5.89%. This indicates that RQFI.L experiences smaller price fluctuations and is considered to be less risky than AH50.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RQFI.LAH50.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

5.89%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

12.72%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

17.63%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

23.39%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.60%

23.17%

-0.57%

RQFI.L vs. AH50.L - Expense Ratio Comparison

Both RQFI.L and AH50.L have an expense ratio of 0.65%.

Dividends

RQFI.L vs. AH50.L - Dividend Comparison

RQFI.L's dividend yield for the trailing twelve months is around 1.44%, less than AH50.L's 2.08% yield.

PositionTTM20252024202320222021202020192018201720162015
AH50.L
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D		2.08%2.79%2.37%2.72%3.00%1.78%1.57%0.00%0.00%0.00%0.00%0.00%
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D		1.44%1.77%1.46%1.99%1.88%0.94%1.26%0.76%2.23%1.92%1.70%0.37%

Frequently Asked Questions

RQFI.L and AH50.L have a correlation of 0.87, 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.L and AH50.L have the same expense ratio: 0.65% per year.

RQFI.L tracks MSCI China A Onshore NR CNY, while AH50.L tracks MSCI China NR USD.

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