XCHA.DE vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and NASDAQ Composite (^IXIC).

XCHA.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jun 27, 2012.

Performance

XCHA.DE vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

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	1.02%	14.69%	24.35%	-14.26%	-19.18%	13.33%	31.24%	44.98%	-21.84%	18.89%
^IXIC NASDAQ Composite	-4.58%	6.07%	37.13%	39.12%	-28.95%	30.47%	31.80%	38.28%	0.63%	12.48%

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 1.02% return, which is significantly higher than ^IXIC's -4.58% return. Over the past 10 years, XCHA.DE has underperformed ^IXIC with an annualized return of 7.45%, while ^IXIC has yielded a comparatively higher 15.91% annualized return.

XCHA.DE

• 1D: 0.63%
• 1M: -2.84%
• YTD: 1.02%
• 6M: 4.22%
• 1Y: 20.58%
• 3Y*: 6.07%
• 5Y*: 1.62%
• 10Y*: 7.45%

^IXIC

• 1D: 1.05%
• 1M: -2.98%
• YTD: -4.58%
• 6M: -2.65%
• 1Y: 16.79%
• 3Y*: 18.76%
• 5Y*: 10.53%
• 10Y*: 15.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XCHA.DE vs. ^IXIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XCHA.DE

XCHA.DE Risk / Return Rank: 43
XCHA.DE Sharpe Ratio Rank: 38
XCHA.DE Sortino Ratio Rank: 44
XCHA.DE Omega Ratio Rank: 60
XCHA.DE Calmar Ratio Rank: 46
XCHA.DE Martin Ratio Rank: 29

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

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.

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.

	XCHA.DE	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.66	+0.09
Sortino ratio Return per unit of downside risk	1.29	1.08	+0.21
Omega ratio Gain probability vs. loss probability	1.23	1.16	+0.07
Calmar ratio Return relative to maximum drawdown	1.29	1.19	+0.10
Martin ratio Return relative to average drawdown	2.56	3.97	-1.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCHA.DE vs. ^IXIC - Sharpe Ratio Comparison

The current XCHA.DE Sharpe Ratio is 0.76, which is comparable to the ^IXIC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of XCHA.DE and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XCHA.DE	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.66	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.48	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.71	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.57	-0.29

Correlation

The correlation between XCHA.DE and ^IXIC is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	XCHA.DE	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-52.27%	-77.93%	+25.66%
Max Drawdown (1Y) Largest decline over 1 year	-16.43%	-13.26%	-3.17%
Max Drawdown (5Y) Largest decline over 5 years	-37.07%	-36.40%	-0.67%
Max Drawdown (10Y) Largest decline over 10 years	-38.55%	-36.40%	-2.15%
Current Drawdown Current decline from peak	-11.82%	-8.84%	-2.98%
Average Drawdown Average peak-to-trough decline	-22.95%	-21.46%	-1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.29%	3.71%	+4.58%

Volatility

XCHA.DE vs. ^IXIC - Volatility Comparison

The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 4.59%, while NASDAQ Composite (^IXIC) has a volatility of 6.07%. 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.

Volatility by Period

	XCHA.DE	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.59%	6.07%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	23.93%	13.32%	+10.61%
Volatility (1Y) Calculated over the trailing 1-year period	27.14%	25.53%	+1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.28%	22.07%	+1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.28%	22.34%	+0.94%