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XCX6.L vs. C300.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCX6.L vs. C300.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI China UCITS ETF 1C (XCX6.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L). The values are adjusted to include any dividend payments, if applicable.

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XCX6.L vs. C300.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCX6.L
Xtrackers MSCI China UCITS ETF 1C
-6.07%22.42%20.57%-17.10%8.88%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
3.68%24.25%16.79%-16.21%3.69%
Different Trading Currencies

XCX6.L is traded in GBp, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCX6.L achieves a -6.07% return, which is significantly lower than C300.L's 3.68% return.


XCX6.L

1D
0.88%
1M
-3.05%
YTD
-6.07%
6M
-13.00%
1Y
1.50%
3Y*
4.12%
5Y*
-4.79%
10Y*
5.47%

C300.L

1D
1.28%
1M
-1.55%
YTD
3.68%
6M
6.88%
1Y
31.72%
3Y*
6.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCX6.L vs. C300.L - Expense Ratio Comparison

XCX6.L has a 0.65% expense ratio, which is higher than C300.L's 0.35% expense ratio.


Return for Risk

XCX6.L vs. C300.L — Risk / Return Rank

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

XCX6.L
XCX6.L Risk / Return Rank: 1414
Overall Rank
XCX6.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XCX6.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XCX6.L Omega Ratio Rank: 1313
Omega Ratio Rank
XCX6.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XCX6.L Martin Ratio Rank: 1515
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 9090
Overall Rank
C300.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8787
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9494
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.

XCX6.L vs. C300.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1C (XCX6.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.


XCX6.LC300.LDifference

Sharpe ratio

Return per unit of total volatility

0.07

1.79

-1.71

Sortino ratio

Return per unit of downside risk

0.24

2.33

-2.10

Omega ratio

Gain probability vs. loss probability

1.03

1.33

-0.30

Calmar ratio

Return relative to maximum drawdown

0.17

4.44

-4.26

Martin ratio

Return relative to average drawdown

0.44

12.59

-12.15

XCX6.L vs. C300.L - Sharpe Ratio Comparison

The current XCX6.L Sharpe Ratio is 0.07, which is lower than the C300.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XCX6.L and C300.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


XCX6.LC300.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.79

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.33

-0.18

Correlation

The correlation between XCX6.L and C300.L is 0.72, 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

XCX6.L vs. C300.L - Dividend Comparison

Neither XCX6.L nor C300.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCX6.L vs. C300.L - Drawdown Comparison

The maximum XCX6.L drawdown since its inception was -57.08%, which is greater than C300.L's maximum drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for XCX6.L and C300.L.


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Drawdown Indicators


XCX6.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.08%

-31.77%

-25.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-11.35%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-50.24%

Max Drawdown (10Y)

Largest decline over 10 years

-57.08%

Current Drawdown

Current decline from peak

-33.06%

-4.34%

-28.72%

Average Drawdown

Average peak-to-trough decline

-20.78%

-14.62%

-6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

2.34%

+4.14%

Volatility

XCX6.L vs. C300.L - Volatility Comparison

The current volatility for Xtrackers MSCI China UCITS ETF 1C (XCX6.L) is 5.87%, while Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) has a volatility of 6.88%. This indicates that XCX6.L experiences smaller price fluctuations and is considered to be less risky than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCX6.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

6.88%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

12.76%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.59%

17.67%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.72%

21.28%

+6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

21.28%

+3.96%