XCHA.DE vs. LCHI.DE
XCHA.DE (Xtrackers CSI 300 Swap UCITS ETF 1C) and LCHI.DE (Amundi MSCI China ESG Leaders Extra UCITS ETF Acc) are both China Equities funds - XCHA.DE tracks the MSCI China A Onshore NR CNY while LCHI.DE tracks the MSCI China Select ESG Rating and Trend Leaders. Both are passively managed. Over the past 10 years, XCHA.DE returned 9.08%/yr vs -0.61%/yr for LCHI.DE. A 0.70 correlation means they provide meaningful diversification when combined. XCHA.DE charges 0.50%/yr vs 0.65%/yr for LCHI.DE.
Performance
XCHA.DE vs. LCHI.DE - Performance Comparison
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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 LCHI.DE's -6.56% return. Over the past 10 years, XCHA.DE has outperformed LCHI.DE with an annualized return of 9.08%, while LCHI.DE has yielded a comparatively lower -0.61% 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%
LCHI.DE
- 1D
- -0.66%
- 1M
- -2.44%
- YTD
- -6.56%
- 6M
- -9.08%
- 1Y
- 3.00%
- 3Y*
- 6.79%
- 5Y*
- -6.02%
- 10Y*
- -0.61%
XCHA.DE vs. LCHI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LCHI.DE Amundi MSCI China ESG Leaders Extra UCITS ETF Acc | -6.56% | 21.51% | 20.39% | -16.01% | -18.45% | -19.46% | -11.07% | 17.62% | -8.07% | 11.65% |
Correlation
The correlation between XCHA.DE and LCHI.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2012 | 0.70 |
The correlation between XCHA.DE and LCHI.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
XCHA.DE vs. LCHI.DE — Risk / Return Rank
XCHA.DE
LCHI.DE
XCHA.DE vs. LCHI.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 ESG Leaders Extra UCITS ETF Acc (LCHI.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.DE | LCHI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.04 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 0.19 | +2.19 |
| Martin ratioReturn relative to average drawdown | 4.62 | 0.37 | +4.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XCHA.DE | LCHI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.17 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.20 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | -0.02 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.09 | +0.22 |
Drawdowns
XCHA.DE vs. LCHI.DE - Drawdown Comparison
The maximum XCHA.DE drawdown since its inception was -52.27%, smaller than the maximum LCHI.DE drawdown of -70.36%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and LCHI.DE.
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Drawdown Indicators
| XCHA.DE | LCHI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -70.36% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -17.61% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -26.53% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -53.34% | +16.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.55% | -58.24% | +19.69% |
Current DrawdownCurrent decline from peak | -1.81% | -45.52% | +43.71% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -35.43% | +12.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.48% | 9.13% | -0.65% |
Volatility
XCHA.DE vs. LCHI.DE - Volatility Comparison
The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 5.10%, while Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) has a volatility of 7.94%. This indicates that XCHA.DE experiences smaller price fluctuations and is considered to be less risky than LCHI.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.DE | LCHI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 7.94% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 14.06% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 20.12% | +6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 29.07% | -5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 25.29% | -2.09% |
XCHA.DE vs. LCHI.DE - Expense Ratio Comparison
XCHA.DE has a 0.50% expense ratio, which is lower than LCHI.DE's 0.65% expense ratio.
Dividends
XCHA.DE vs. LCHI.DE - Dividend Comparison
Neither XCHA.DE nor LCHI.DE has paid dividends to shareholders.
Frequently Asked Questions
XCHA.DE and LCHI.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.65% for LCHI.DE.
XCHA.DE tracks MSCI China A Onshore NR CNY, while LCHI.DE tracks MSCI China Select ESG Rating and Trend Leaders. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.50% for XCHA.DE and 0.65% for LCHI.DE.
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