XDEQ.DE vs. RQFI.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and RQFI.DE (Xtrackers Harvest CSI 300 UCITS ETF 1D) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while RQFI.DE is a China Equities fund tracking the MSCI China A Onshore NR CNY. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.96%/yr vs 5.84%/yr for RQFI.DE. At a 0.39 correlation, their price movements are largely independent. XDEQ.DE charges 0.25%/yr vs 0.65%/yr for RQFI.DE.
Performance
XDEQ.DE vs. RQFI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 10.63% return, which is significantly lower than RQFI.DE's 14.29% return. Over the past 10 years, XDEQ.DE has outperformed RQFI.DE with an annualized return of 12.96%, while RQFI.DE has yielded a comparatively lower 5.84% annualized return.
XDEQ.DE
- 1D
- -0.22%
- 1M
- 1.50%
- YTD
- 10.63%
- 6M
- 11.03%
- 1Y
- 22.25%
- 3Y*
- 15.96%
- 5Y*
- 10.95%
- 10Y*
- 12.96%
RQFI.DE
- 1D
- 1.46%
- 1M
- 4.25%
- YTD
- 14.29%
- 6M
- 15.34%
- 1Y
- 37.24%
- 3Y*
- 12.20%
- 5Y*
- 0.51%
- 10Y*
- 5.84%
XDEQ.DE vs. RQFI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 10.63% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 4.48% | 34.18% | -3.32% | 8.20% |
RQFI.DE Xtrackers Harvest CSI 300 UCITS ETF 1D | 14.29% | 11.14% | 22.23% | -16.63% | -21.95% | 7.70% | 24.38% | 37.47% | -24.90% | 16.28% |
Correlation
The correlation between XDEQ.DE and RQFI.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.39 |
The correlation between XDEQ.DE and RQFI.DE shifts across timeframes, from 0.21 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEQ.DE vs. RQFI.DE — Risk / Return Rank
XDEQ.DE
RQFI.DE
XDEQ.DE vs. RQFI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.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.
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.
| XDEQ.DE | RQFI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 6.35 | -2.79 |
| Martin ratioReturn relative to average drawdown | 14.97 | 16.30 | -1.33 |
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Drawdowns
XDEQ.DE vs. RQFI.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.18%, smaller than the maximum RQFI.DE drawdown of -51.79%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and RQFI.DE.
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Drawdown Indicators
| XDEQ.DE | RQFI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -51.79% | +19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -5.84% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -27.47% | +6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -41.42% | +20.83% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -45.24% | +13.06% |
Current DrawdownCurrent decline from peak | -0.32% | -8.69% | +8.37% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -28.25% | +21.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.27% | -0.79% |
Volatility
XDEQ.DE vs. RQFI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.31%, while Xtrackers Harvest CSI 300 UCITS ETF 1D (RQFI.DE) has a volatility of 6.22%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than RQFI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEQ.DE | RQFI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 6.22% | -3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 11.39% | -3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 16.26% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 21.05% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 21.82% | -5.97% |
XDEQ.DE vs. RQFI.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than RQFI.DE's 0.65% expense ratio.
Dividends
XDEQ.DE vs. RQFI.DE - Dividend Comparison
XDEQ.DE has not paid dividends to shareholders, while RQFI.DE's dividend yield for the trailing twelve months is around 1.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RQFI.DE Xtrackers Harvest CSI 300 UCITS ETF 1D | 1.39% | 1.84% | 1.40% | 1.98% | 1.97% | 0.90% | 1.32% | 0.75% | 2.31% | 2.00% | 1.81% | 0.37% |
XDEQ.DE Xtrackers MSCI World Quality Factor 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% |
Frequently Asked Questions
XDEQ.DE and RQFI.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for RQFI.DE.
XDEQ.DE is categorized as Global Equities, while RQFI.DE is China Equities. XDEQ.DE tracks MSCI ACWI NR USD, while RQFI.DE tracks MSCI China A Onshore NR CNY. Their fees differ too: 0.25% for XDEQ.DE and 0.65% for RQFI.DE.
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