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

RQFI.L vs. IASH.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) and iShares MSCI China A UCITS USD (IASH.L).

RQFI.L and IASH.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RQFI.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jan 8, 2014. IASH.L is a passively managed fund by iShares that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Apr 8, 2015. Both RQFI.L and IASH.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

RQFI.L vs. IASH.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 iShares MSCI China A UCITS USD (IASH.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D		0.24%18.47%15.28%-18.09%-17.88%-1.05%33.54%29.68%-23.59%20.20%
IASH.L
iShares MSCI China A UCITS USD		0.61%17.67%12.92%-18.83%-17.27%4.48%37.65%29.94%-21.35%17.95%

Returns By Period

In the year-to-date period, RQFI.L achieves a 0.24% return, which is significantly lower than IASH.L's 0.61% return. Over the past 10 years, RQFI.L has underperformed IASH.L with an annualized return of 4.94%, while IASH.L has yielded a comparatively higher 5.38% annualized return.

RQFI.L

1D
0.45%
1M
-3.12%
YTD
0.24%
6M
2.62%
1Y
22.25%
3Y*
3.04%
5Y*
-1.08%
10Y*
4.94%

IASH.L

1D
0.49%
1M
-3.98%
YTD
0.61%
6M
2.64%
1Y
22.00%
3Y*
2.27%
5Y*
-0.49%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Harvest CSI 300 UCITS ETF 1D

iShares MSCI China A UCITS USD

Often compared with RQFI.L:
RQFI.L vs. CM5S.LRQFI.L vs. XCX6.LRQFI.L vs. CA3S.LRQFI.L vs. HMCT.LRQFI.L vs. CHIN.LRQFI.L vs. CEBG.LRQFI.L vs. XCNA.L
Often compared with IASH.L:
IASH.L vs. ICGA.DEIASH.L vs. CNYAIASH.L vs. CHIN.DEIASH.L vs. EUNL.DEIASH.L vs. EMIM.LIASH.L vs. IWDA.ASIASH.L vs. XCH.TO

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

RQFI.L has a 0.65% expense ratio, which is higher than IASH.L's 0.40% expense ratio.

RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D
IASH.L
iShares MSCI China A UCITS USD

Return for Risk

RQFI.L vs. IASH.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: 6969
Overall Rank
RQFI.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RQFI.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
RQFI.L Omega Ratio Rank: 6969
Omega Ratio Rank
RQFI.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
RQFI.L Martin Ratio Rank: 5656
Martin Ratio Rank
IASH.L
IASH.L Risk / Return Rank: 7575
Overall Rank
IASH.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IASH.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IASH.L Omega Ratio Rank: 6565
Omega Ratio Rank
IASH.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IASH.L Martin Ratio Rank: 7474
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. IASH.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 iShares MSCI China A UCITS USD (IASH.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.LIASH.LDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.37

+0.09

Sortino ratio

Return per unit of downside risk

1.97

1.86

+0.12

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

2.08

3.34

-1.27

Martin ratio

Return relative to average drawdown

6.19

8.45

-2.26

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. IASH.L - Sharpe Ratio Comparison

The current RQFI.L Sharpe Ratio is 1.46, which is comparable to the IASH.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of RQFI.L and IASH.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

RQFI.LIASH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.37

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.02

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.25

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.06

+0.27

Correlation

The correlation between RQFI.L and IASH.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

RQFI.L vs. IASH.L - Dividend Comparison

RQFI.L's dividend yield for the trailing twelve months is around 1.58%, while IASH.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D		1.58%1.77%1.46%1.99%1.88%0.94%1.26%0.76%2.23%1.92%1.70%0.37%
IASH.L
iShares MSCI China A UCITS USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RQFI.L vs. IASH.L - Drawdown Comparison

The maximum RQFI.L drawdown since its inception was -47.55%, roughly equal to the maximum IASH.L drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for RQFI.L and IASH.L.

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Drawdown Indicators

RQFI.LIASH.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.55%

-48.39%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-8.84%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

-42.23%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

-44.67%

-1.69%

Current Drawdown

Current decline from peak

-19.50%

-17.38%

-2.12%

Average Drawdown

Average peak-to-trough decline

-22.49%

-24.91%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.66%

+0.70%

Volatility

RQFI.L vs. IASH.L - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) is 4.46%, while iShares MSCI China A UCITS USD (IASH.L) has a volatility of 4.88%. This indicates that RQFI.L experiences smaller price fluctuations and is considered to be less risky than IASH.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.LIASH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

4.88%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

11.24%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

15.99%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

21.26%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.70%

22.91%

-0.21%