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

Performance

XCS7.DE vs. MCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and iShares MSCI China ETF (MCHI). 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 MCHI is traded in USD. To make them comparable, the MCHI 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 MCHI's -6.17% return.


XCS7.DE

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

MCHI

1D
-0.59%
1M
-1.95%
YTD
-6.17%
6M
-8.74%
1Y
2.23%
3Y*
6.81%
5Y*
-4.88%
10Y*
4.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS7.DE vs. MCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
-6.89%16.53%27.49%-14.73%4.09%
MCHI
iShares MSCI China ETF
-6.17%15.49%25.50%-14.58%3.26%

Correlation

The correlation between XCS7.DE and MCHI 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 MCHI 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. MCHI — 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

MCHI
MCHI Risk / Return Rank: 1212
Overall Rank
MCHI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1212
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MCHI 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. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and iShares MSCI China ETF (MCHI). 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.DEMCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.16

0.14

+0.03

Martin ratioReturn relative to average drawdown

0.34

0.28

+0.07

XCS7.DE vs. MCHI - Sharpe Ratio Comparison

The current XCS7.DE Sharpe Ratio is 0.15, which is higher than the MCHI Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of XCS7.DE and MCHI, 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.DEMCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.11

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.14

+0.05

Drawdowns

XCS7.DE vs. MCHI - Drawdown Comparison

The maximum XCS7.DE drawdown since its inception was -36.62%, smaller than the maximum MCHI drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for XCS7.DE and MCHI.


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Drawdown Indicators


XCS7.DEMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-36.62%

-56.70%

+20.08%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-16.41%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.53%

-24.99%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-50.19%

Max Drawdown (10Y)

Largest decline over 10 years

-56.70%

Current Drawdown

Current decline from peak

-14.97%

-34.42%

+19.45%

Average Drawdown

Average peak-to-trough decline

-15.59%

-21.29%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

8.10%

+0.08%

Volatility

XCS7.DE vs. MCHI - Volatility Comparison

Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) has a higher volatility of 7.33% compared to iShares MSCI China ETF (MCHI) at 6.87%. This indicates that XCS7.DE's price experiences larger fluctuations and is considered to be riskier than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS7.DEMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

6.87%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

13.81%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

19.64%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

29.35%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

26.68%

-1.03%

XCS7.DE vs. MCHI - Expense Ratio Comparison

XCS7.DE has a 0.28% expense ratio, which is lower than MCHI's 0.59% expense ratio.


Dividends

XCS7.DE vs. MCHI - Dividend Comparison

XCS7.DE's dividend yield for the trailing twelve months is around 2.11%, less than MCHI's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
MCHI
iShares MSCI China ETF
2.28%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%
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%0.00%0.00%

Frequently Asked Questions


XCS7.DE and MCHI 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, XCS7.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCS7.DE is cheaper with a 0.28% expense ratio, compared with 0.59% for MCHI.

XCS7.DE tracks MSCI China, while MCHI tracks MSCI China Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.28% for XCS7.DE and 0.59% for MCHI.

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