XCHA.DE vs. ^IXIC
XCHA.DE (Xtrackers CSI 300 Swap UCITS ETF 1C) is China Equities fund tracking the MSCI China A Onshore NR CNY, while ^IXIC (NASDAQ Composite) is an index. Over the past 10 years, XCHA.DE returned 9.73%/yr vs 18.26%/yr for ^IXIC. At a 0.29 correlation, their price movements are largely independent.
Performance
XCHA.DE vs. ^IXIC - Performance Comparison
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Different Trading Currencies
XCHA.DE is traded in EUR, while ^IXIC is traded in USD. To make them comparable, the ^IXIC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XCHA.DE achieves a 17.62% return, which is significantly higher than ^IXIC's 12.76% return. Over the past 10 years, XCHA.DE has underperformed ^IXIC with an annualized return of 9.73%, while ^IXIC has yielded a comparatively higher 18.26% annualized return.
XCHA.DE
- 1D
- 1.81%
- 1M
- 4.79%
- YTD
- 17.62%
- 6M
- 19.04%
- 1Y
- 44.57%
- 3Y*
- 15.80%
- 5Y*
- 3.97%
- 10Y*
- 9.73%
^IXIC
- 1D
- -0.53%
- 1M
- -2.65%
- YTD
- 12.76%
- 6M
- 11.29%
- 1Y
- 30.20%
- 3Y*
- 22.19%
- 5Y*
- 13.14%
- 10Y*
- 18.26%
XCHA.DE vs. ^IXIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XCHA.DE Xtrackers CSI 300 Swap UCITS ETF 1C | 17.62% | 14.66% | 24.36% | -14.24% | -19.19% | 13.31% | 31.26% | 44.91% | -21.79% | 18.93% |
^IXIC NASDAQ Composite | 12.76% | 6.07% | 37.13% | 39.12% | -28.95% | 30.47% | 31.80% | 38.28% | 0.63% | 12.48% |
Correlation
The correlation between XCHA.DE and ^IXIC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2012 | 0.29 |
The correlation between XCHA.DE and ^IXIC shifts across timeframes, from 0.17 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCHA.DE vs. ^IXIC — Risk / Return Rank
XCHA.DE
^IXIC
XCHA.DE vs. ^IXIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and NASDAQ Composite (^IXIC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XCHA.DE | ^IXIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 7.46 | 2.46 | +5.00 |
| Martin ratioReturn relative to average drawdown | 19.02 | 7.83 | +11.19 |
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Drawdowns
XCHA.DE vs. ^IXIC - Drawdown Comparison
The maximum XCHA.DE drawdown since its inception was -52.27%, which is greater than ^IXIC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and ^IXIC.
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Drawdown Indicators
| XCHA.DE | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -49.37% | -2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.94% | -12.32% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -26.34% | -28.54% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -37.05% | -32.41% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -32.41% | -6.13% |
Current DrawdownCurrent decline from peak | -0.66% | -4.23% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -24.44% | -8.78% | -15.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 3.87% | -1.54% |
Volatility
XCHA.DE vs. ^IXIC - Volatility Comparison
The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 6.20%, while NASDAQ Composite (^IXIC) has a volatility of 6.72%. This indicates that XCHA.DE experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCHA.DE | ^IXIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 6.72% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 12.77% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 17.40% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.32% | 22.23% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 22.39% | -0.19% |
Frequently Asked Questions
XCHA.DE and ^IXIC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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