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XCS7.DE vs. FLCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS7.DE vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCS7.DE is traded in EUR, while FLCH is traded in USD. To make them comparable, the FLCH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCS7.DE achieves a -6.89% return, which is significantly lower than FLCH's -5.53% return.


XCS7.DE

1D
-0.23%
1M
-1.94%
YTD
-6.89%
6M
-8.38%
1Y
2.79%
3Y*
7.69%
5Y*
10Y*

FLCH

1D
-0.45%
1M
-2.32%
YTD
-5.53%
6M
-7.26%
1Y
4.13%
3Y*
7.60%
5Y*
-4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS7.DE vs. FLCH - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
-6.89%16.53%27.49%-14.73%4.09%
FLCH
Franklin FTSE China ETF
-5.53%16.82%25.79%-13.88%3.04%

Correlation

The correlation between XCS7.DE and FLCH is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2022

0.88

The correlation between XCS7.DE and FLCH has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

XCS7.DE vs. FLCH — Risk / Return Rank

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

XCS7.DE
XCS7.DE Risk / Return Rank: 1111
Overall Rank
XCS7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XCS7.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XCS7.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XCS7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCS7.DE Martin Ratio Rank: 1111
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 1414
Overall Rank
FLCH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 1414
Sortino Ratio Rank
FLCH Omega Ratio Rank: 1414
Omega Ratio Rank
FLCH Calmar Ratio Rank: 1414
Calmar Ratio Rank
FLCH Martin Ratio Rank: 1313
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.

XCS7.DE vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and Franklin FTSE China ETF (FLCH). 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.


XCS7.DEFLCHDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.04

1.05

-0.01

Calmar ratioReturn relative to maximum drawdown

0.16

0.28

-0.11

Martin ratioReturn relative to average drawdown

0.34

0.58

-0.24

XCS7.DE vs. FLCH - Sharpe Ratio Comparison

The current XCS7.DE Sharpe Ratio is 0.15, which is lower than the FLCH Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of XCS7.DE and FLCH, 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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Sharpe Ratios by Period


XCS7.DEFLCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.22

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.02

+0.18

Drawdowns

XCS7.DE vs. FLCH - Drawdown Comparison

The maximum XCS7.DE drawdown since its inception was -36.62%, smaller than the maximum FLCH drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for XCS7.DE and FLCH.


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Drawdown Indicators


XCS7.DEFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-36.62%

-55.61%

+18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-15.02%

-1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-24.53%

-24.49%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-48.72%

Current Drawdown

Current decline from peak

-14.97%

-31.75%

+16.78%

Average Drawdown

Average peak-to-trough decline

-15.59%

-25.77%

+10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

7.16%

+1.02%

Volatility

XCS7.DE vs. FLCH - Volatility Comparison

Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) has a higher volatility of 7.33% compared to Franklin FTSE China ETF (FLCH) at 6.13%. This indicates that XCS7.DE's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS7.DEFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

6.13%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

13.03%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

18.73%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

28.32%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

27.10%

-1.45%

XCS7.DE vs. FLCH - Expense Ratio Comparison

XCS7.DE has a 0.28% expense ratio, which is higher than FLCH's 0.19% expense ratio.


Dividends

XCS7.DE vs. FLCH - Dividend Comparison

XCS7.DE's dividend yield for the trailing twelve months is around 2.11%, less than FLCH's 2.53% yield.


PositionTTM202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF
2.53%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
2.11%2.35%2.05%3.49%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XCS7.DE and FLCH have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLCH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLCH is cheaper with a 0.19% expense ratio, compared with 0.28% for XCS7.DE.

XCS7.DE tracks MSCI China, while FLCH tracks FTSE China RIC Capped Index. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.28% for XCS7.DE and 0.19% for FLCH.

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