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XCHA.DE vs. C024.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCHA.DE vs. C024.DE - 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 Amundi MSCI China A II UCITS ETF Dist (C024.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XCHA.DE having a 12.47% return and C024.DE slightly lower at 12.05%. Over the past 10 years, XCHA.DE has outperformed C024.DE with an annualized return of 9.08%, while C024.DE has yielded a comparatively lower 7.12% annualized return.


XCHA.DE

1D
-0.47%
1M
2.18%
YTD
12.47%
6M
14.40%
1Y
39.55%
3Y*
12.45%
5Y*
3.01%
10Y*
9.08%

C024.DE

1D
-0.65%
1M
0.73%
YTD
12.05%
6M
14.60%
1Y
39.67%
3Y*
12.08%
5Y*
0.57%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCHA.DE vs. C024.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
12.47%14.69%24.35%-14.26%-19.18%13.33%31.24%44.98%-21.84%18.89%
C024.DE
Amundi MSCI China A II UCITS ETF Dist
12.05%14.97%22.87%-17.78%-16.12%3.37%21.54%40.72%-22.27%23.87%

Correlation

The correlation between XCHA.DE and C024.DE is 0.92, 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

0.92

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

0.92

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

0.90

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

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2013

0.86

The correlation between XCHA.DE and C024.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

XCHA.DE vs. C024.DE — 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: 4848
Overall Rank
XCHA.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XCHA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
XCHA.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XCHA.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XCHA.DE Martin Ratio Rank: 3232
Martin Ratio Rank

C024.DE
C024.DE Risk / Return Rank: 8383
Overall Rank
C024.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
C024.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
C024.DE Omega Ratio Rank: 7777
Omega Ratio Rank
C024.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
C024.DE Martin Ratio Rank: 8787
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.

XCHA.DE vs. C024.DE - 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 Amundi MSCI China A II UCITS ETF Dist (C024.DE). 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.DEC024.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.41

1.45

-0.04

Calmar ratioReturn relative to maximum drawdown

2.38

5.94

-3.56

Martin ratioReturn relative to average drawdown

4.62

18.19

-13.57

XCHA.DE vs. C024.DE - Sharpe Ratio Comparison

The current XCHA.DE Sharpe Ratio is 1.48, which is lower than the C024.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XCHA.DE and C024.DE, 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


XCHA.DEC024.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

2.60

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.03

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.30

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.30

+0.01

Drawdowns

XCHA.DE vs. C024.DE - Drawdown Comparison

The maximum XCHA.DE drawdown since its inception was -52.27%, which is greater than C024.DE's maximum drawdown of -49.68%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and C024.DE.


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Drawdown Indicators


XCHA.DEC024.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-49.68%

-2.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-6.78%

-9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.32%

-25.82%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-40.46%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

-47.10%

+8.55%

Current Drawdown

Current decline from peak

-1.81%

-8.55%

+6.74%

Average Drawdown

Average peak-to-trough decline

-22.73%

-24.80%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.48%

2.22%

+6.26%

Volatility

XCHA.DE vs. C024.DE - Volatility Comparison

The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 5.10%, while Amundi MSCI China A II UCITS ETF Dist (C024.DE) has a volatility of 5.71%. This indicates that XCHA.DE experiences smaller price fluctuations and is considered to be less risky than C024.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCHA.DEC024.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.71%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

11.25%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

15.47%

+11.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

22.92%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

24.34%

-1.14%

XCHA.DE vs. C024.DE - Expense Ratio Comparison

XCHA.DE has a 0.50% expense ratio, which is higher than C024.DE's 0.25% expense ratio.


Dividends

XCHA.DE vs. C024.DE - Dividend Comparison

XCHA.DE has not paid dividends to shareholders, while C024.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
C024.DE
Amundi MSCI China A II UCITS ETF Dist
1.69%1.89%2.19%1.98%1.34%1.23%1.42%1.88%2.49%
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, XCHA.DE and C024.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, C024.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

C024.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for XCHA.DE.

XCHA.DE tracks MSCI China A Onshore NR CNY, while C024.DE tracks MSCI China A. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.50% for XCHA.DE and 0.25% for C024.DE.

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