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XCHA.DE vs. XCS3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCHA.DE vs. XCS3.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 MSCI Malaysia UCITS ETF (Acc) (XCS3.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 12.37% return, which is significantly higher than XCS3.DE's 7.13% return. Over the past 10 years, XCHA.DE has outperformed XCS3.DE with an annualized return of 8.22%, while XCS3.DE has yielded a comparatively lower 1.83% annualized return.


XCHA.DE

1D
-0.27%
1M
-0.32%
6M
8.98%
YTD
12.37%
1Y
35.81%
3Y*
13.43%
5Y*
3.31%
10Y*
8.22%

XCS3.DE

1D
0.31%
1M
1.75%
6M
3.40%
YTD
7.13%
1Y
23.98%
3Y*
13.47%
5Y*
6.89%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCHA.DE vs. XCS3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCHA.DE
Xtrackers CSI 300 Swap UCITS ETF 1C
12.37%14.66%24.36%-14.24%-19.19%13.31%31.26%44.91%-21.79%18.93%
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
7.13%3.11%26.75%-7.60%1.23%-1.02%-6.99%1.63%-1.88%9.03%

Correlation

The correlation between XCHA.DE and XCS3.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.21

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

0.24

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2012

0.34

The correlation between XCHA.DE and XCS3.DE shifts across timeframes, from 0.16 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XCHA.DE vs. XCS3.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: 8282
Overall Rank
XCHA.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XCHA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
XCHA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
XCHA.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
XCHA.DE Martin Ratio Rank: 8686
Martin Ratio Rank

XCS3.DE
XCS3.DE Risk / Return Rank: 6464
Overall Rank
XCS3.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XCS3.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XCS3.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XCS3.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XCS3.DE Martin Ratio Rank: 5858
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. XCS3.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 MSCI Malaysia UCITS ETF (Acc) (XCS3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XCHA.DEXCS3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

5.39

3.04

+2.35

Martin ratioReturn relative to average drawdown

13.95

8.22

+5.73

XCHA.DE vs. XCS3.DE - Sharpe Ratio Comparison

The current XCHA.DE Sharpe Ratio is 2.02, which is comparable to the XCS3.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XCHA.DE and XCS3.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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Drawdowns

XCHA.DE vs. XCS3.DE - Drawdown Comparison

The maximum XCHA.DE drawdown since its inception was -52.27%, which is greater than XCS3.DE's maximum drawdown of -43.32%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and XCS3.DE.


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Drawdown Indicators


XCHA.DEXCS3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.27%

-43.32%

-8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-7.85%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.34%

-21.83%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-21.83%

-15.22%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

-35.49%

-3.05%

Current Drawdown

Current decline from peak

-5.10%

-3.55%

-1.55%

Average Drawdown

Average peak-to-trough decline

-24.36%

-17.42%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.91%

-0.35%

Volatility

XCHA.DE vs. XCS3.DE - Volatility Comparison

Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) has a higher volatility of 8.41% compared to Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) at 3.83%. This indicates that XCHA.DE's price experiences larger fluctuations and is considered to be riskier than XCS3.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.DEXCS3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

3.83%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

10.87%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

14.00%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

13.14%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

15.01%

+7.23%

XCHA.DE vs. XCS3.DE - Expense Ratio Comparison

Both XCHA.DE and XCS3.DE have an expense ratio of 0.50%.


Dividends

XCHA.DE vs. XCS3.DE - Dividend Comparison

Neither XCHA.DE nor XCS3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCHA.DE and XCS3.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XCHA.DE and XCS3.DE have the same expense ratio: 0.50% per year.

XCHA.DE is categorized as China Equities, while XCS3.DE is Asia Pacific Equities. XCHA.DE tracks MSCI China A Onshore NR CNY, while XCS3.DE tracks MSCI Malaysia Index.

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