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

Performance

XCX6.L vs. RQFI.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 Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XCX6.L
Xtrackers MSCI China UCITS ETF 1C
-6.07%22.42%20.57%-17.10%-13.36%-21.25%25.03%17.56%-14.28%40.17%
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D
0.24%18.47%15.28%-18.09%-17.88%-1.05%33.54%29.68%-23.59%20.20%

Returns By Period

In the year-to-date period, XCX6.L achieves a -6.07% return, which is significantly lower than RQFI.L's 0.24% return. Over the past 10 years, XCX6.L has outperformed RQFI.L with an annualized return of 5.47%, while RQFI.L has yielded a comparatively lower 4.94% annualized 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%

RQFI.L

1D
0.45%
1M
-3.12%
YTD
0.24%
6M
2.62%
1Y
22.25%
3Y*
3.04%
5Y*
-1.08%
10Y*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XCX6.L and RQFI.L have an expense ratio of 0.65%.


Return for Risk

XCX6.L vs. RQFI.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

RQFI.L
RQFI.L Risk / Return Rank: 6969
Overall Rank
RQFI.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RQFI.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
RQFI.L Omega Ratio Rank: 6969
Omega Ratio Rank
RQFI.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
RQFI.L Martin Ratio Rank: 5656
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. RQFI.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 Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.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.LRQFI.LDifference

Sharpe ratio

Return per unit of total volatility

0.07

1.46

-1.38

Sortino ratio

Return per unit of downside risk

0.24

1.97

-1.74

Omega ratio

Gain probability vs. loss probability

1.03

1.27

-0.24

Calmar ratio

Return relative to maximum drawdown

0.17

2.08

-1.91

Martin ratio

Return relative to average drawdown

0.44

6.19

-5.75

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

The current XCX6.L Sharpe Ratio is 0.07, which is lower than the RQFI.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XCX6.L and RQFI.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.LRQFI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.46

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.05

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.24

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.33

-0.18

Correlation

The correlation between XCX6.L and RQFI.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XCX6.L vs. RQFI.L - Dividend Comparison

XCX6.L has not paid dividends to shareholders, while RQFI.L's dividend yield for the trailing twelve months is around 1.58%.


TTM20252024202320222021202020192018201720162015
XCX6.L
Xtrackers MSCI China UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RQFI.L
Xtrackers Harvest CSI 300 UCITS ETF 1D
1.58%1.77%1.46%1.99%1.88%0.94%1.26%0.76%2.23%1.92%1.70%0.37%

Drawdowns

XCX6.L vs. RQFI.L - Drawdown Comparison

The maximum XCX6.L drawdown since its inception was -57.08%, which is greater than RQFI.L's maximum drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for XCX6.L and RQFI.L.


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Drawdown Indicators


XCX6.LRQFI.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.08%

-47.55%

-9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-8.43%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-50.24%

-41.72%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-57.08%

-46.36%

-10.72%

Current Drawdown

Current decline from peak

-33.06%

-19.50%

-13.56%

Average Drawdown

Average peak-to-trough decline

-20.78%

-22.49%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

3.36%

+3.12%

Volatility

XCX6.L vs. RQFI.L - Volatility Comparison

Xtrackers MSCI China UCITS ETF 1C (XCX6.L) has a higher volatility of 5.87% compared to Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.L) at 4.46%. This indicates that XCX6.L's price experiences larger fluctuations and is considered to be riskier than RQFI.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.LRQFI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

4.46%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

10.93%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.59%

15.61%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.72%

21.46%

+6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

22.70%

+2.54%