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XCHA.DE vs. DBX9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCHA.DE vs. DBX9.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 Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCHA.DE achieves a 12.47% return, which is significantly higher than DBX9.DE's 9.85% return. Over the past 10 years, XCHA.DE has outperformed DBX9.DE with an annualized return of 9.08%, while DBX9.DE has yielded a comparatively lower 3.94% 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%

DBX9.DE

1D
-0.73%
1M
0.37%
YTD
9.85%
6M
11.95%
1Y
33.01%
3Y*
13.37%
5Y*
0.17%
10Y*
3.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCHA.DE vs. DBX9.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%
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
9.85%10.01%37.68%-16.44%-13.62%-14.98%-0.87%18.35%-9.23%18.88%

Correlation

The correlation between XCHA.DE and DBX9.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.79

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

0.75

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2012

0.72

Over the past year, XCHA.DE and DBX9.DE have become more correlated (0.96) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

XCHA.DE vs. DBX9.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

DBX9.DE
DBX9.DE Risk / Return Rank: 3939
Overall Rank
DBX9.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBX9.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
DBX9.DE Omega Ratio Rank: 5757
Omega Ratio Rank
DBX9.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
DBX9.DE Martin Ratio Rank: 2727
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. DBX9.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 Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.DEDBX9.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.41

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

2.38

1.90

+0.48

Martin ratioReturn relative to average drawdown

4.62

3.67

+0.95

XCHA.DE vs. DBX9.DE - Sharpe Ratio Comparison

The current XCHA.DE Sharpe Ratio is 1.48, which is comparable to the DBX9.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XCHA.DE and DBX9.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.DEDBX9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.24

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.01

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.15

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.08

+0.23

Drawdowns

XCHA.DE vs. DBX9.DE - Drawdown Comparison

The maximum XCHA.DE drawdown since its inception was -52.27%, smaller than the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and DBX9.DE.


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Drawdown Indicators


XCHA.DEDBX9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-66.51%

+14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-17.20%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-26.32%

-27.83%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.07%

-47.59%

+10.52%

Max Drawdown (10Y)

Largest decline over 10 years

-38.55%

-53.98%

+15.43%

Current Drawdown

Current decline from peak

-1.81%

-14.62%

+12.81%

Average Drawdown

Average peak-to-trough decline

-22.73%

-29.50%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.48%

8.91%

-0.43%

Volatility

XCHA.DE vs. DBX9.DE - Volatility Comparison

Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) have volatilities of 5.10% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCHA.DEDBX9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.29%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

10.45%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

26.35%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

28.75%

-5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

25.42%

-2.22%

XCHA.DE vs. DBX9.DE - Expense Ratio Comparison

XCHA.DE has a 0.50% expense ratio, which is lower than DBX9.DE's 0.60% expense ratio.


Dividends

XCHA.DE vs. DBX9.DE - Dividend Comparison

Neither XCHA.DE nor DBX9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XCHA.DE and DBX9.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, XCHA.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCHA.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for DBX9.DE.

XCHA.DE tracks MSCI China A Onshore NR CNY, while DBX9.DE tracks FTSE China 50. Their fees differ too: 0.50% for XCHA.DE and 0.60% for DBX9.DE.

Portfolio Optimizer

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