XCX6.L vs. XX25.L

Last updated Jun 27, 2026

XCX6.L (Xtrackers MSCI China UCITS ETF 1C) and XX25.L (Xtrackers FTSE China 50 UCITS ETF 1C) are both China Equities funds tracking the MSCI China NR USD, from DWS and Xtrackers respectively. Both are passively managed. Over the past 10 years, XCX6.L returned 4.13%/yr vs 4.67%/yr for XX25.L. Their correlation of 0.92 suggests significant overlap in exposure. XCX6.L charges 0.65%/yr vs 0.60%/yr for XX25.L.

Performance

XCX6.L vs. XX25.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 FTSE China 50 UCITS ETF 1C (XX25.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XCX6.L achieves a -14.41% return, which is significantly lower than XX25.L's 11.65% return. Over the past 10 years, XCX6.L has underperformed XX25.L with an annualized return of 4.13%, while XX25.L has yielded a comparatively higher 4.67% annualized return.

XCX6.L

• 1D: -0.60%
• 1M: -6.86%
• YTD: -14.41%
• 6M: -14.68%
• 1Y: -3.87%
• 3Y*: 5.07%
• 5Y*: -6.42%
• 10Y*: 4.13%

XX25.L

• 1D: -2.24%
• 1M: 1.90%
• YTD: 11.65%
• 6M: 12.56%
• 1Y: 38.82%
• 3Y*: 14.67%
• 5Y*: 0.21%
• 10Y*: 4.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XCX6.L vs. XX25.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XCX6.L Xtrackers MSCI China UCITS ETF 1C	-14.41%	22.42%	20.57%	-17.10%	-13.36%	-21.25%	25.03%	17.56%	-14.28%	40.17%
XX25.L Xtrackers FTSE China 50 UCITS ETF 1C	11.65%	17.72%	29.08%	-18.23%	-11.14%	-19.11%	6.62%	10.00%	-7.19%	23.45%

Correlation

The correlation between XCX6.L and XX25.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 24, 2010	0.92

Over the past year, the correlation between XCX6.L and XX25.L has dropped to 0.64 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

XCX6.L vs. XX25.L - Sectors Allocation Comparison

Sectors	XCX6.L	XX25.L
Consumer Cyclical	26.5%	5.2%
Financial Services	19.1%	17.5%
Communication Services	18.8%	1.3%
Technology	9.6%	31.9%
Basic Materials	5.5%	11.3%
Healthcare	5.4%	3.9%
Industrials	5.0%	15.3%
Energy	3.7%	3.1%
Consumer Defensive	3.2%	6.7%
Utilities	1.7%	3.3%
Real Estate	1.5%	0.5%

Return for Risk

XCX6.L vs. XX25.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: 7
XCX6.L Sharpe Ratio Rank: 7
XCX6.L Sortino Ratio Rank: 7
XCX6.L Omega Ratio Rank: 7
XCX6.L Calmar Ratio Rank: 8
XCX6.L Martin Ratio Rank: 7

XX25.L

XX25.L Risk / Return Rank: 84
XX25.L Sharpe Ratio Rank: 84
XX25.L Sortino Ratio Rank: 80
XX25.L Omega Ratio Rank: 80
XX25.L Calmar Ratio Rank: 92
XX25.L Martin Ratio Rank: 84

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. XX25.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 FTSE China 50 UCITS ETF 1C (XX25.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XCX6.L	XX25.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	2.32	-2.53
Sortino ratio: Return per unit of downside risk	-0.17	3.08	-3.24
Omega ratio: Gain probability vs. loss probability	0.98	1.41	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.17	5.36	-5.53
Martin ratio: Return relative to average drawdown	-0.40	14.89	-15.29

XCX6.L vs. XX25.L - Sharpe Ratio Comparison

The current XCX6.L Sharpe Ratio is -0.21, which is lower than the XX25.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of XCX6.L and XX25.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XCX6.L vs. XX25.L - Drawdown Comparison

The maximum XCX6.L drawdown since its inception was -57.08%, smaller than the maximum XX25.L drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for XCX6.L and XX25.L.

Drawdown Indicators

	XCX6.L	XX25.L	Difference
Max Drawdown Largest peak-to-trough decline	-57.08%	-99.38%	+42.30%
Max Drawdown (1Y) Largest decline over 1 year	-22.15%	-7.21%	-14.94%
Max Drawdown (3Y) Largest decline over 3 years	-33.59%	-35.85%	+2.26%
Max Drawdown (5Y) Largest decline over 5 years	-49.99%	-47.66%	-2.33%
Max Drawdown (10Y) Largest decline over 10 years	-57.08%	-54.65%	-2.43%
Current Drawdown Current decline from peak	-39.00%	-18.29%	-20.71%
Average Drawdown Average peak-to-trough decline	-20.37%	-40.78%	+20.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.60%	2.60%	+7.00%

Volatility

XCX6.L vs. XX25.L - Volatility Comparison

Xtrackers MSCI China UCITS ETF 1C (XCX6.L) and Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) have volatilities of 6.29% and 6.55%, 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.

Volatility by Period

	XCX6.L	XX25.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	6.55%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	13.27%	11.78%	+1.49%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	16.65%	+1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.57%	30.21%	+0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.84%	26.11%	+0.73%

XCX6.L vs. XX25.L - Expense Ratio Comparison

XCX6.L has a 0.65% expense ratio, which is higher than XX25.L's 0.60% expense ratio.

Dividends

XCX6.L vs. XX25.L - Dividend Comparison

Neither XCX6.L nor XX25.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XCX6.L and XX25.L in my portfolio?

XCX6.L and XX25.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCX6.L or XX25.L?

On fees, XX25.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XCX6.L or XX25.L?

XX25.L is cheaper with a 0.60% expense ratio, compared with 0.65% for XCX6.L.

What is the main difference between XCX6.L and XX25.L?

Both ETFs track MSCI China NR USD. They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.65% for XCX6.L and 0.60% for XX25.L.