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XSX6.DE vs. ICGA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSX6.DE vs. ICGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE). The values are adjusted to include any dividend payments, if applicable.

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XSX6.DE vs. ICGA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
1.42%20.91%8.35%15.54%-10.63%24.87%-1.83%10.11%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-6.11%16.64%27.28%-14.71%-15.17%-17.27%15.31%14.05%

Returns By Period

In the year-to-date period, XSX6.DE achieves a 1.42% return, which is significantly higher than ICGA.DE's -6.11% return.


XSX6.DE

1D
2.38%
1M
-3.75%
YTD
1.42%
6M
6.74%
1Y
14.01%
3Y*
12.38%
5Y*
9.65%
10Y*
9.03%

ICGA.DE

1D
1.34%
1M
-3.00%
YTD
-6.11%
6M
-12.74%
1Y
-2.00%
3Y*
4.78%
5Y*
-4.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSX6.DE vs. ICGA.DE - Expense Ratio Comparison

XSX6.DE has a 0.20% expense ratio, which is lower than ICGA.DE's 0.28% expense ratio.


Return for Risk

XSX6.DE vs. ICGA.DE — Risk / Return Rank

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

XSX6.DE
XSX6.DE Risk / Return Rank: 4949
Overall Rank
XSX6.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 5454
Martin Ratio Rank

ICGA.DE
ICGA.DE Risk / Return Rank: 1010
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
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.

XSX6.DE vs. ICGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.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.


XSX6.DEICGA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.92

-0.09

+1.01

Sortino ratio

Return per unit of downside risk

1.26

0.02

+1.24

Omega ratio

Gain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratio

Return relative to maximum drawdown

1.43

-0.04

+1.47

Martin ratio

Return relative to average drawdown

5.57

-0.09

+5.66

XSX6.DE vs. ICGA.DE - Sharpe Ratio Comparison

The current XSX6.DE Sharpe Ratio is 0.92, which is higher than the ICGA.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of XSX6.DE and ICGA.DE, 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


XSX6.DEICGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

-0.09

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

-0.18

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.05

+0.53

Correlation

The correlation between XSX6.DE and ICGA.DE is 0.44, 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

XSX6.DE vs. ICGA.DE - Dividend Comparison

Neither XSX6.DE nor ICGA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSX6.DE vs. ICGA.DE - Drawdown Comparison

The maximum XSX6.DE drawdown since its inception was -36.05%, smaller than the maximum ICGA.DE drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and ICGA.DE.


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Drawdown Indicators


XSX6.DEICGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-55.95%

+19.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-16.12%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-49.92%

+29.08%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-5.29%

-32.01%

+26.72%

Average Drawdown

Average peak-to-trough decline

-5.30%

-28.74%

+23.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

6.47%

-3.87%

Volatility

XSX6.DE vs. ICGA.DE - Volatility Comparison

The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 5.90%, while iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a volatility of 6.32%. This indicates that XSX6.DE experiences smaller price fluctuations and is considered to be less risky than ICGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSX6.DEICGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

6.32%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

13.37%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.23%

21.44%

-6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

27.58%

-13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

27.10%

-11.52%