XCHA.DE vs. MSCI
Compare and contrast key facts about Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and MSCI Inc. (MSCI).
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. MSCI - Performance Comparison
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XCHA.DE vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XCHA.DE Xtrackers CSI 300 Swap UCITS ETF 1C | 0.38% | 14.69% | 24.35% | -14.26% | -19.18% | 13.33% | 31.24% | 44.98% | -21.84% | 18.89% |
MSCI MSCI Inc. | -4.19% | -14.66% | 14.39% | 19.22% | -18.58% | 48.47% | 60.01% | 81.20% | 23.49% | 42.64% |
Different Trading Currencies
XCHA.DE is traded in EUR, while MSCI is traded in USD. To make them comparable, the MSCI 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 0.38% return, which is significantly higher than MSCI's -4.85% return. Over the past 10 years, XCHA.DE has underperformed MSCI with an annualized return of 7.39%, while MSCI has yielded a comparatively higher 22.94% annualized return.
XCHA.DE
- 1D
- -0.62%
- 1M
- -2.87%
- YTD
- 0.38%
- 6M
- 3.88%
- 1Y
- 19.75%
- 3Y*
- 5.85%
- 5Y*
- 1.49%
- 10Y*
- 7.39%
MSCI
- 1D
- 0.00%
- 1M
- -4.29%
- YTD
- -4.85%
- 6M
- -3.59%
- 1Y
- -10.25%
- 3Y*
- -2.39%
- 5Y*
- 6.06%
- 10Y*
- 22.94%
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Return for Risk
XCHA.DE vs. MSCI — Risk / Return Rank
XCHA.DE
MSCI
XCHA.DE vs. MSCI - 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 MSCI Inc. (MSCI). 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 | MSCI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | -0.32 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.25 | -0.24 | +1.49 |
Omega ratioGain probability vs. loss probability | 1.22 | 0.97 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | -0.48 | +1.69 |
Martin ratioReturn relative to average drawdown | 2.35 | -0.99 | +3.34 |
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 | MSCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.32 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.20 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.74 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Correlation
The correlation between XCHA.DE and MSCI is 0.21, 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.
Dividends
XCHA.DE vs. MSCI - Dividend Comparison
XCHA.DE has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.38%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSCI MSCI Inc. | 1.38% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
Drawdowns
XCHA.DE vs. MSCI - Drawdown Comparison
The maximum XCHA.DE drawdown since its inception was -52.27%, smaller than the maximum MSCI drawdown of -63.74%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and MSCI.
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Drawdown Indicators
| XCHA.DE | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -69.06% | +16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -18.07% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -43.74% | +6.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.55% | -43.74% | +5.19% |
Current DrawdownCurrent decline from peak | -12.37% | -16.20% | +3.83% |
Average DrawdownAverage peak-to-trough decline | -22.95% | -13.12% | -9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 6.48% | +1.96% |
Volatility
XCHA.DE vs. MSCI - Volatility Comparison
The current volatility for Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) is 5.02%, while MSCI Inc. (MSCI) has a volatility of 6.18%. This indicates that XCHA.DE experiences smaller price fluctuations and is considered to be less risky than MSCI 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 | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 6.18% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 23.93% | 21.84% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.14% | 32.18% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 29.97% | -6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 31.15% | -7.86% |