XCHA.DE vs. XESC.DE
XCHA.DE (Xtrackers CSI 300 Swap UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XCHA.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XCHA.DE returned 9.08%/yr vs 10.49%/yr for XESC.DE. At a 0.33 correlation, their price movements are largely independent. XCHA.DE charges 0.50%/yr vs 0.09%/yr for XESC.DE.
Performance
XCHA.DE vs. XESC.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 XESC.DE's 7.20% return. Over the past 10 years, XCHA.DE has underperformed XESC.DE with an annualized return of 9.08%, while XESC.DE has yielded a comparatively higher 10.49% 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%
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XCHA.DE vs. XESC.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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XCHA.DE and XESC.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2012 | 0.33 |
The correlation between XCHA.DE and XESC.DE shifts across timeframes, from 0.21 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCHA.DE vs. XESC.DE — Risk / Return Rank
XCHA.DE
XESC.DE
XCHA.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.18 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.45 | +0.93 |
| Martin ratioReturn relative to average drawdown | 4.62 | 4.94 | -0.32 |
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 | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.98 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.65 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.57 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.32 | -0.01 |
Drawdowns
XCHA.DE vs. XESC.DE - Drawdown Comparison
The maximum XCHA.DE drawdown since its inception was -52.27%, which is greater than XESC.DE's maximum drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and XESC.DE.
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Drawdown Indicators
| XCHA.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -45.38% | -6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -10.88% | -5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -26.32% | -16.53% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -23.33% | -13.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.55% | -38.51% | -0.04% |
Current DrawdownCurrent decline from peak | -1.81% | -0.53% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -8.39% | -14.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.48% | 3.19% | +5.29% |
Volatility
XCHA.DE vs. XESC.DE - Volatility Comparison
Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) have volatilities of 5.10% and 4.90%, 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.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 4.90% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 13.02% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 16.01% | +10.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 17.54% | +5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 18.27% | +4.93% |
XCHA.DE vs. XESC.DE - Expense Ratio Comparison
XCHA.DE has a 0.50% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
XCHA.DE vs. XESC.DE - Dividend Comparison
Neither XCHA.DE nor XESC.DE has paid dividends to shareholders.
| Position | 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% |
XESC.DE Xtrackers EURO STOXX 50 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% | 3.19% |
Frequently Asked Questions
XCHA.DE and XESC.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.50% for XCHA.DE.
XCHA.DE is categorized as China Equities, while XESC.DE is Europe Equities. XCHA.DE tracks MSCI China A Onshore NR CNY, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.50% for XCHA.DE and 0.09% for XESC.DE.
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