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XFSN.L vs. XCTE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFSN.L vs. XCTE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) and Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XFSN.L is traded in GBP, while XCTE.L is traded in USD. To make them comparable, the XCTE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XFSN.L achieves a -3.47% return, which is significantly lower than XCTE.L's 6.74% return.


XFSN.L

1D
-2.16%
1M
6.48%
YTD
-3.47%
6M
-4.83%
1Y
-1.28%
3Y*
13.55%
5Y*
10Y*

XCTE.L

1D
-0.90%
1M
4.63%
YTD
6.74%
6M
7.43%
1Y
32.57%
3Y*
10.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFSN.L vs. XCTE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XFSN.L
Xtrackers MSCI Fintech Innovation UCITS ETF 1C
-3.47%2.93%34.89%21.37%-7.30%
XCTE.L
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C
6.74%25.56%15.79%-19.44%-18.49%

Correlation

The correlation between XFSN.L and XCTE.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2022

0.54

The correlation between XFSN.L and XCTE.L has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.

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Return for Risk

XFSN.L vs. XCTE.L — Risk / Return Rank

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

XFSN.L
XFSN.L Risk / Return Rank: 88
Overall Rank
XFSN.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XFSN.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XFSN.L Omega Ratio Rank: 88
Omega Ratio Rank
XFSN.L Calmar Ratio Rank: 88
Calmar Ratio Rank
XFSN.L Martin Ratio Rank: 88
Martin Ratio Rank

XCTE.L
XCTE.L Risk / Return Rank: 3737
Overall Rank
XCTE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XCTE.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
XCTE.L Omega Ratio Rank: 3737
Omega Ratio Rank
XCTE.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
XCTE.L Martin Ratio Rank: 2929
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.

XFSN.L vs. XCTE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) and Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.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.


XFSN.LXCTE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.10

Omega ratioGain probability vs. loss probability

1.00

1.26

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.05

2.04

-2.09

Martin ratioReturn relative to average drawdown

-0.11

4.31

-4.42

XFSN.L vs. XCTE.L - Sharpe Ratio Comparison

The current XFSN.L Sharpe Ratio is -0.08, which is lower than the XCTE.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of XFSN.L and XCTE.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.


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Sharpe Ratios by Period


XFSN.LXCTE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

1.47

-1.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.00

+0.60

Drawdowns

XFSN.L vs. XCTE.L - Drawdown Comparison

The maximum XFSN.L drawdown since its inception was -23.96%, smaller than the maximum XCTE.L drawdown of -45.87%. Use the drawdown chart below to compare losses from any high point for XFSN.L and XCTE.L.


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Drawdown Indicators


XFSN.LXCTE.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.96%

-45.87%

+21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-23.96%

-15.88%

-8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.96%

-31.84%

+7.88%

Current Drawdown

Current decline from peak

-12.12%

-3.92%

-8.20%

Average Drawdown

Average peak-to-trough decline

-6.18%

-22.28%

+16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.36%

7.55%

+3.81%

Volatility

XFSN.L vs. XCTE.L - Volatility Comparison

The current volatility for Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) is 4.25%, while Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.L) has a volatility of 8.11%. This indicates that XFSN.L experiences smaller price fluctuations and is considered to be less risky than XCTE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFSN.LXCTE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

8.11%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

15.55%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

22.15%

-6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

28.11%

-9.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

28.11%

-9.56%

XFSN.L vs. XCTE.L - Expense Ratio Comparison

XFSN.L has a 0.35% expense ratio, which is lower than XCTE.L's 0.44% expense ratio.


Dividends

XFSN.L vs. XCTE.L - Dividend Comparison

Neither XFSN.L nor XCTE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XFSN.L and XCTE.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFSN.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFSN.L is cheaper with a 0.35% expense ratio, compared with 0.44% for XCTE.L.

Both ETFs track MSCI World/Information Tech NR USD. Their fees differ too: 0.35% for XFSN.L and 0.44% for XCTE.L.

Portfolio Optimizer

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