XCHA.DE vs. XSVT.DE

Last updated Jun 5, 2026

XCHA.DE (Xtrackers CSI 300 Swap UCITS ETF 1C) and XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both exchange-traded funds - XCHA.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY, while XSVT.DE is a Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 3 years, XCHA.DE returned 12.45%/yr vs 16.36%/yr for XSVT.DE. At a 0.26 correlation, their price movements are largely independent. XCHA.DE charges 0.50%/yr vs 0.29%/yr for XSVT.DE.

Performance

XCHA.DE vs. XSVT.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 Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XCHA.DE achieves a 12.47% return, which is significantly lower than XSVT.DE's 21.63% 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%

XSVT.DE

• 1D: -0.53%
• 1M: 3.03%
• YTD: 21.63%
• 6M: 24.91%
• 1Y: 42.37%
• 3Y*: 16.36%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022
XCHA.DE Xtrackers CSI 300 Swap UCITS ETF 1C	12.47%	14.69%	24.35%	-14.26%	-14.31%
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C	21.63%	14.36%	15.10%	-12.67%	14.63%

Correlation

The correlation between XCHA.DE and XSVT.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022	0.26

Return for Risk

XCHA.DE vs. XSVT.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: 48
XCHA.DE Sharpe Ratio Rank: 43
XCHA.DE Sortino Ratio Rank: 46
XCHA.DE Omega Ratio Rank: 71
XCHA.DE Calmar Ratio Rank: 49
XCHA.DE Martin Ratio Rank: 32

XSVT.DE

XSVT.DE Risk / Return Rank: 70
XSVT.DE Sharpe Ratio Rank: 72
XSVT.DE Sortino Ratio Rank: 63
XSVT.DE Omega Ratio Rank: 70
XSVT.DE Calmar Ratio Rank: 85
XSVT.DE Martin Ratio Rank: 61

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. XSVT.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 Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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	XSVT.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.31	-0.84
Sortino ratio: Return per unit of downside risk	2.26	2.86	-0.61
Omega ratio: Gain probability vs. loss probability	1.41	1.41	+0.01
Calmar ratio: Return relative to maximum drawdown	2.38	4.58	-2.20
Martin ratio: Return relative to average drawdown	4.62	10.89	-6.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XCHA.DE Sharpe Ratio is 1.48, which is lower than the XSVT.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of XCHA.DE and XSVT.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.

Sharpe Ratios by Period

	XCHA.DE	XSVT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	2.31	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.61	-0.30

Drawdowns

XCHA.DE vs. XSVT.DE - Drawdown Comparison

The maximum XCHA.DE drawdown since its inception was -52.27%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for XCHA.DE and XSVT.DE.

Drawdown Indicators

	XCHA.DE	XSVT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-52.27%	-27.57%	-24.70%
Max Drawdown (1Y) Largest decline over 1 year	-16.43%	-9.35%	-7.08%
Max Drawdown (3Y) Largest decline over 3 years	-26.32%	-15.97%	-10.35%
Max Drawdown (5Y) Largest decline over 5 years	-37.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.55%	—	—
Current Drawdown Current decline from peak	-1.81%	-1.81%	0.00%
Average Drawdown Average peak-to-trough decline	-22.73%	-14.41%	-8.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.48%	3.95%	+4.53%

Volatility

XCHA.DE vs. XSVT.DE - Volatility Comparison

Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.DE) has a higher volatility of 5.10% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) at 4.33%. This indicates that XCHA.DE's price experiences larger fluctuations and is considered to be riskier than XSVT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCHA.DE	XSVT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.10%	4.33%	+0.77%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	15.57%	-5.20%
Volatility (1Y) Calculated over the trailing 1-year period	26.51%	18.53%	+7.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.27%	18.83%	+4.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.20%	18.83%	+4.37%

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

XCHA.DE has a 0.50% expense ratio, which is higher than XSVT.DE's 0.29% expense ratio.

Dividends

XCHA.DE vs. XSVT.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XCHA.DE and XSVT.DE in my portfolio?

XCHA.DE and XSVT.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCHA.DE or XSVT.DE?

On fees, XSVT.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XCHA.DE or XSVT.DE?

XSVT.DE is cheaper with a 0.29% expense ratio, compared with 0.50% for XCHA.DE.

What is the main difference between XCHA.DE and XSVT.DE?

XCHA.DE is categorized as China Equities, while XSVT.DE is Commodities. XCHA.DE tracks MSCI China A Onshore NR CNY, while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Their fees differ too: 0.50% for XCHA.DE and 0.29% for XSVT.DE.