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

RQFI.L vs. XMME.L

Last updated Jun 4, 2026

RQFI.L (Xtrackers Harvest CSI 300 UCITS ETF 1D) and XMME.L (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - RQFI.L is a China Equities fund tracking the MSCI China A Onshore NR CNY, while XMME.L is a Emerging Markets Equities fund tracking the MSCI Total Return Net Emerging Markets Index. Both are passively managed. Over the past 5 years, RQFI.L returned 0.10%/yr vs 9.00%/yr for XMME.L. A 0.55 correlation means they provide meaningful diversification when combined. RQFI.L charges 0.65%/yr vs 0.18%/yr for XMME.L.

Performance

RQFI.L vs. XMME.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 MSCI Emerging Markets UCITS ETF 1C (XMME.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 XMME.L is traded in USD. To make them comparable, the XMME.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 10.39% return, which is significantly lower than XMME.L's 30.16% return.

RQFI.L

1D
0.12%
1M
4.53%
YTD
10.39%
6M
13.76%
1Y
40.56%
3Y*
9.48%
5Y*
0.10%
10Y*
6.51%

XMME.L

1D
0.00%
1M
10.93%
YTD
30.16%
6M
31.62%
1Y
59.27%
3Y*
21.89%
5Y*
9.00%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D		10.39%18.47%15.28%-18.09%-17.88%-1.05%33.54%29.68%-23.59%10.15%
XMME.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C		28.95%24.25%9.25%4.13%-11.35%-1.89%14.98%12.73%-9.39%11.95%

Correlation

The correlation between RQFI.L and XMME.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.45

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.55

The correlation between RQFI.L and XMME.L has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.

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

Sectors
RQFI.L
XMME.L

Technology

26.3%
36.9%

Financial Services

20.4%
19.5%

Industrials

16.6%
7.4%

Basic Materials

10.7%
6.5%

Consumer Defensive

7.4%
3.0%

Consumer Cyclical

6.7%
9.6%

Healthcare

4.9%
2.9%

Utilities

3.0%
2.1%

Energy

2.8%
4.1%

Communication Services

0.8%
7.0%

Real Estate

0.5%
1.1%

Technology

RQFI.L
26.3%
XMME.L
36.9%

Financial Services

RQFI.L
20.4%
XMME.L
19.5%

Industrials

RQFI.L
16.6%
XMME.L
7.4%

Basic Materials

RQFI.L
10.7%
XMME.L
6.5%

Consumer Defensive

RQFI.L
7.4%
XMME.L
3.0%

Consumer Cyclical

RQFI.L
6.7%
XMME.L
9.6%

Healthcare

RQFI.L
4.9%
XMME.L
2.9%

Utilities

RQFI.L
3.0%
XMME.L
2.1%

Energy

RQFI.L
2.8%
XMME.L
4.1%

Communication Services

RQFI.L
0.8%
XMME.L
7.0%

Real Estate

RQFI.L
0.5%
XMME.L
1.1%

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Xtrackers Harvest CSI 300 UCITS ETF 1D

Xtrackers MSCI Emerging Markets UCITS ETF 1C

Often compared with RQFI.L:
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Often compared with XMME.L:
XMME.L vs. EIMI.LXMME.L vs. SMHXMME.L vs. XMMS.LXMME.L vs. VUAA.LXMME.L vs. IS3N.DEXMME.L vs. SPY5.DEXMME.L vs. VHYL.AS

Return for Risk

RQFI.L vs. XMME.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: 8686
Overall Rank
RQFI.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RQFI.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
RQFI.L Omega Ratio Rank: 8282
Omega Ratio Rank
RQFI.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
RQFI.L Martin Ratio Rank: 8787
Martin Ratio Rank
XMME.L
XMME.L Risk / Return Rank: 8383
Overall Rank
XMME.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XMME.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XMME.L Omega Ratio Rank: 8484
Omega Ratio Rank
XMME.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMME.L Martin Ratio Rank: 8080
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. XMME.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 MSCI Emerging Markets UCITS ETF 1C (XMME.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.LXMME.LDifference
Sharpe ratioReturn per unit of total volatility
2.78
3.23

-0.44

Sortino ratioReturn per unit of downside risk
3.67
4.09

-0.42

Omega ratioGain probability vs. loss probability

1.50

1.60

-0.10

Calmar ratioReturn relative to maximum drawdown

7.26

5.46

+1.80

Martin ratioReturn relative to average drawdown

18.82

18.51

+0.31

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. XMME.L - Sharpe Ratio Comparison

The current RQFI.L Sharpe Ratio is 2.78, which is comparable to the XMME.L Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of RQFI.L and XMME.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.LXMME.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

3.23

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.53

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.46

-0.10

Drawdowns

RQFI.L vs. XMME.L - Drawdown Comparison

The maximum RQFI.L drawdown since its inception was -47.55%, which is greater than XMME.L's maximum drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for RQFI.L and XMME.L.

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Drawdown Indicators

RQFI.LXMME.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.55%

-27.98%

-19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-10.80%

+5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-15.74%

-9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

-24.54%

-17.18%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

—

—

Current Drawdown

Current decline from peak

-11.34%

0.00%

-11.34%

Average Drawdown

Average peak-to-trough decline

-22.38%

-10.03%

-12.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

3.19%

-1.01%

Volatility

RQFI.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) is 5.10%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 7.68%. This indicates that RQFI.L experiences smaller price fluctuations and is considered to be less risky than XMME.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.LXMME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

7.68%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

15.72%

-5.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

18.28%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

17.02%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.60%

18.92%

+3.68%

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

RQFI.L has a 0.65% expense ratio, which is higher than XMME.L's 0.18% expense ratio.

Dividends

RQFI.L vs. XMME.L - Dividend Comparison

RQFI.L's dividend yield for the trailing twelve months is around 1.43%, while XMME.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D		1.43%1.77%1.46%1.99%1.88%0.94%1.26%0.76%2.23%1.92%1.70%0.37%
XMME.L
Xtrackers MSCI Emerging Markets 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.L and XMME.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMME.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMME.L is cheaper with a 0.18% expense ratio, compared with 0.65% for RQFI.L.

RQFI.L is categorized as China Equities, while XMME.L is Emerging Markets Equities. RQFI.L tracks MSCI China A Onshore NR CNY, while XMME.L tracks MSCI Total Return Net Emerging Markets Index. Their fees differ too: 0.65% for RQFI.L and 0.18% for XMME.L.

Portfolio Optimizer

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