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

Performance

XCHA.DE vs. CXSE - 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 WisdomTree China ex-State-Owned Enterprises Fund (CXSE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCHA.DE is traded in EUR, while CXSE is traded in USD. To make them comparable, the CXSE 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 12.47% return, which is significantly higher than CXSE's 1.71% return. Over the past 10 years, XCHA.DE has outperformed CXSE with an annualized return of 9.08%, while CXSE has yielded a comparatively lower 6.98% annualized return.


XCHA.DE

1D
-0.47%
1M
3.17%
YTD
12.47%
6M
15.67%
1Y
39.28%
3Y*
12.45%
5Y*
3.01%
10Y*
9.08%

CXSE

1D
-0.50%
1M
1.17%
YTD
1.71%
6M
-0.03%
1Y
19.04%
3Y*
8.18%
5Y*
-7.28%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCHA.DE vs. CXSE - 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%
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.71%20.74%15.73%-20.48%-24.94%-17.96%46.25%41.08%-25.19%59.20%

Correlation

The correlation between XCHA.DE and CXSE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.71

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

0.72

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

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2012

0.63

The correlation between XCHA.DE and CXSE has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

XCHA.DE vs. CXSE — 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

CXSE
CXSE Risk / Return Rank: 2626
Overall Rank
CXSE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CXSE Sortino Ratio Rank: 2828
Sortino Ratio Rank
CXSE Omega Ratio Rank: 2727
Omega Ratio Rank
CXSE Calmar Ratio Rank: 2626
Calmar Ratio Rank
CXSE Martin Ratio Rank: 2121
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. CXSE - 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 WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.DECXSEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.41

1.17

+0.24

Calmar ratioReturn relative to maximum drawdown

2.38

1.17

+1.21

Martin ratioReturn relative to average drawdown

4.62

2.34

+2.28

XCHA.DE vs. CXSE - Sharpe Ratio Comparison

The current XCHA.DE Sharpe Ratio is 1.48, which is higher than the CXSE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XCHA.DE and CXSE, 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.DECXSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.92

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.24

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.25

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.22

+0.09

Drawdowns

XCHA.DE vs. CXSE - Drawdown Comparison

The maximum XCHA.DE drawdown since its inception was -52.27%, smaller than the maximum CXSE drawdown of -66.54%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and CXSE.


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Drawdown Indicators


XCHA.DECXSEDifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-66.54%

+14.27%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-16.33%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-26.32%

-30.82%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-60.83%

+23.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

-66.54%

+27.99%

Current Drawdown

Current decline from peak

-1.81%

-44.24%

+42.43%

Average Drawdown

Average peak-to-trough decline

-22.73%

-25.54%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.48%

8.16%

+0.32%

Volatility

XCHA.DE vs. CXSE - Volatility Comparison

The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 5.10%, while WisdomTree China ex-State-Owned Enterprises Fund (CXSE) has a volatility of 6.81%. This indicates that XCHA.DE experiences smaller price fluctuations and is considered to be less risky than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCHA.DECXSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

6.81%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

13.90%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

20.91%

+5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

30.91%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

28.08%

-4.88%

XCHA.DE vs. CXSE - Expense Ratio Comparison

XCHA.DE has a 0.50% expense ratio, which is higher than CXSE's 0.32% expense ratio.


Dividends

XCHA.DE vs. CXSE - Dividend Comparison

XCHA.DE has not paid dividends to shareholders, while CXSE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
CXSE
WisdomTree China ex-State-Owned Enterprises Fund
1.99%1.95%1.70%1.71%1.55%0.86%0.54%0.96%1.49%1.24%1.39%2.50%
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%0.00%0.00%0.00%

Frequently Asked Questions


XCHA.DE and CXSE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CXSE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CXSE is cheaper with a 0.32% expense ratio, compared with 0.50% for XCHA.DE.

XCHA.DE tracks MSCI China A Onshore NR CNY, while CXSE tracks WisdomTree China ex-State-Owned Enterprises Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.50% for XCHA.DE and 0.32% for CXSE.

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