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

Performance

XCS7.DE vs. LCHI.DE - Performance Comparison

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

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XCS7.DE vs. LCHI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
-6.25%16.53%27.49%-14.73%4.09%
LCHI.DE
Amundi MSCI China ESG Leaders Extra UCITS ETF Acc
-7.02%21.51%20.39%-16.01%1.37%

Returns By Period

In the year-to-date period, XCS7.DE achieves a -6.25% return, which is significantly higher than LCHI.DE's -7.02% return.


XCS7.DE

1D
0.99%
1M
-2.99%
YTD
-6.25%
6M
-12.83%
1Y
-2.06%
3Y*
4.86%
5Y*
10Y*

LCHI.DE

1D
1.09%
1M
-2.00%
YTD
-7.02%
6M
-14.23%
1Y
-2.07%
3Y*
3.20%
5Y*
-7.20%
10Y*
-0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCS7.DE vs. LCHI.DE - Expense Ratio Comparison

XCS7.DE has a 0.28% expense ratio, which is lower than LCHI.DE's 0.65% expense ratio.


Return for Risk

XCS7.DE vs. LCHI.DE — 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: 1010
Overall Rank
XCS7.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XCS7.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XCS7.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XCS7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCS7.DE Martin Ratio Rank: 1111
Martin Ratio Rank

LCHI.DE
LCHI.DE Risk / Return Rank: 1010
Overall Rank
LCHI.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LCHI.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LCHI.DE Omega Ratio Rank: 1010
Omega Ratio Rank
LCHI.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCHI.DE Martin Ratio Rank: 1111
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. LCHI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.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.


XCS7.DELCHI.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.10

-0.09

0.00

Sortino ratio

Return per unit of downside risk

0.01

0.03

-0.02

Omega ratio

Gain probability vs. loss probability

1.00

1.00

0.00

Calmar ratio

Return relative to maximum drawdown

-0.04

-0.03

-0.02

Martin ratio

Return relative to average drawdown

-0.10

-0.06

-0.04

XCS7.DE vs. LCHI.DE - Sharpe Ratio Comparison

The current XCS7.DE Sharpe Ratio is -0.10, which is comparable to the LCHI.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of XCS7.DE and LCHI.DE, 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


XCS7.DELCHI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.09

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.09

+0.12

Correlation

The correlation between XCS7.DE and LCHI.DE is 0.97, 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

XCS7.DE vs. LCHI.DE - Dividend Comparison

XCS7.DE's dividend yield for the trailing twelve months is around 2.10%, while LCHI.DE has not paid dividends to shareholders.


TTM202520242023
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
2.10%2.35%2.05%3.49%
LCHI.DE
Amundi MSCI China ESG Leaders Extra UCITS ETF Acc
0.00%0.00%0.00%0.00%

Drawdowns

XCS7.DE vs. LCHI.DE - Drawdown Comparison

The maximum XCS7.DE drawdown since its inception was -36.62%, smaller than the maximum LCHI.DE drawdown of -70.36%. Use the drawdown chart below to compare losses from any high point for XCS7.DE and LCHI.DE.


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Drawdown Indicators


XCS7.DELCHI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.62%

-70.36%

+33.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-17.13%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-54.83%

Max Drawdown (10Y)

Largest decline over 10 years

-58.24%

Current Drawdown

Current decline from peak

-14.39%

-45.78%

+31.39%

Average Drawdown

Average peak-to-trough decline

-15.67%

-35.35%

+19.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

7.31%

-0.74%

Volatility

XCS7.DE vs. LCHI.DE - Volatility Comparison

Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and Amundi MSCI China ESG Leaders Extra UCITS ETF Acc (LCHI.DE) have volatilities of 6.04% and 6.27%, 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


XCS7.DELCHI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.27%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

14.22%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.39%

22.71%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

28.90%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.82%

25.31%

+0.51%