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XCNA.L vs. FRCH.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCNA.L vs. FRCH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C (XCNA.L) and Franklin FTSE China UCITS ETF (FRCH.L). The values are adjusted to include any dividend payments, if applicable.

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XCNA.L vs. FRCH.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCNA.L
Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C
0.60%32.54%14.47%-12.47%11.73%
FRCH.L
Franklin FTSE China UCITS ETF
-5.59%32.52%19.10%-13.11%-8.59%
Different Trading Currencies

XCNA.L is traded in USD, while FRCH.L is traded in GBP. To make them comparable, the FRCH.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCNA.L achieves a 0.60% return, which is significantly higher than FRCH.L's -5.59% return.


XCNA.L

1D
1.41%
1M
-2.76%
YTD
0.60%
6M
3.59%
1Y
31.90%
3Y*
8.15%
5Y*
10Y*

FRCH.L

1D
1.38%
1M
-4.18%
YTD
-5.59%
6M
-12.62%
1Y
7.43%
3Y*
7.64%
5Y*
-4.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCNA.L vs. FRCH.L - Expense Ratio Comparison

XCNA.L has a 0.29% expense ratio, which is higher than FRCH.L's 0.19% expense ratio.


Return for Risk

XCNA.L vs. FRCH.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XCNA.L
XCNA.L Risk / Return Rank: 8787
Overall Rank
XCNA.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XCNA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XCNA.L Omega Ratio Rank: 8383
Omega Ratio Rank
XCNA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XCNA.L Martin Ratio Rank: 9292
Martin Ratio Rank

FRCH.L
FRCH.L Risk / Return Rank: 1717
Overall Rank
FRCH.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FRCH.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FRCH.L Omega Ratio Rank: 1616
Omega Ratio Rank
FRCH.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
FRCH.L Martin Ratio Rank: 1818
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.

XCNA.L vs. FRCH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C (XCNA.L) and Franklin FTSE China UCITS ETF (FRCH.L). 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.


XCNA.LFRCH.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.35

+1.47

Sortino ratio

Return per unit of downside risk

2.33

0.59

+1.74

Omega ratio

Gain probability vs. loss probability

1.34

1.08

+0.26

Calmar ratio

Return relative to maximum drawdown

3.25

0.51

+2.74

Martin ratio

Return relative to average drawdown

14.40

1.34

+13.07

XCNA.L vs. FRCH.L - Sharpe Ratio Comparison

The current XCNA.L Sharpe Ratio is 1.82, which is higher than the FRCH.L Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XCNA.L and FRCH.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCNA.LFRCH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.35

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.01

+0.47

Correlation

The correlation between XCNA.L and FRCH.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XCNA.L vs. FRCH.L - Dividend Comparison

Neither XCNA.L nor FRCH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCNA.L vs. FRCH.L - Drawdown Comparison

The maximum XCNA.L drawdown since its inception was -32.05%, smaller than the maximum FRCH.L drawdown of -61.85%. Use the drawdown chart below to compare losses from any high point for XCNA.L and FRCH.L.


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Drawdown Indicators


XCNA.LFRCH.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-56.27%

+24.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-14.86%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-49.50%

Current Drawdown

Current decline from peak

-3.79%

-30.18%

+26.39%

Average Drawdown

Average peak-to-trough decline

-14.83%

-29.71%

+14.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

5.92%

-3.70%

Volatility

XCNA.L vs. FRCH.L - Volatility Comparison

The current volatility for Xtrackers MSCI China A ESG Screened Swap UCITS ETF 1C (XCNA.L) is 4.73%, while Franklin FTSE China UCITS ETF (FRCH.L) has a volatility of 5.98%. This indicates that XCNA.L experiences smaller price fluctuations and is considered to be less risky than FRCH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCNA.LFRCH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.98%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

13.13%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

21.32%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.61%

33.85%

-9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

32.45%

-7.84%