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XX25.L vs. IASH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XX25.L vs. IASH.L

Last updated Jun 5, 2026

XX25.L (Xtrackers FTSE China 50 UCITS ETF 1C) and IASH.L (iShares MSCI China A UCITS USD) are both China Equities funds - XX25.L tracks the MSCI China NR USD while IASH.L tracks the MSCI China A Onshore NR CNY. Both are passively managed. Over the past 10 years, XX25.L returned 4.94%/yr vs 7.04%/yr for IASH.L. A 0.69 correlation means they provide meaningful diversification when combined. XX25.L charges 0.60%/yr vs 0.40%/yr for IASH.L.

Performance

XX25.L vs. IASH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) and iShares MSCI China A UCITS USD (IASH.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XX25.L having a 8.96% return and IASH.L slightly lower at 8.70%. Over the past 10 years, XX25.L has underperformed IASH.L with an annualized return of 4.94%, while IASH.L has yielded a comparatively higher 7.04% annualized return.

XX25.L

1D
-0.66%
1M
2.16%
YTD
8.96%
6M
12.27%
1Y
36.94%
3Y*
13.47%
5Y*
0.29%
10Y*
4.94%

IASH.L

1D
-0.75%
1M
2.15%
YTD
8.70%
6M
11.91%
1Y
36.97%
3Y*
8.52%
5Y*
-0.10%
10Y*
7.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XX25.L
Xtrackers FTSE China 50 UCITS ETF 1C		8.96%17.72%29.08%-18.23%-11.14%-19.11%6.62%10.00%-7.19%23.45%
IASH.L
iShares MSCI China A UCITS USD		8.70%17.67%12.92%-18.83%-17.27%4.48%37.65%29.94%-21.35%17.95%

Correlation

The correlation between XX25.L and IASH.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.97

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

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2015

0.69

Over the past year, XX25.L and IASH.L have become more correlated (0.97) than their long-term average of 0.69, meaning their price movements have been converging.

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

Sectors
XX25.L
IASH.L

Technology

27.2%
31.0%

Financial Services

18.8%
17.8%

Industrials

15.7%
15.5%

Basic Materials

12.4%
11.4%

Consumer Defensive

7.4%
6.7%

Consumer Cyclical

5.6%
5.4%

Healthcare

4.3%
3.9%

Energy

3.4%
3.2%

Utilities

3.2%
3.2%

Communication Services

1.4%
1.3%

Real Estate

0.6%
0.6%

Technology

XX25.L
27.2%
IASH.L
31.0%

Financial Services

XX25.L
18.8%
IASH.L
17.8%

Industrials

XX25.L
15.7%
IASH.L
15.5%

Basic Materials

XX25.L
12.4%
IASH.L
11.4%

Consumer Defensive

XX25.L
7.4%
IASH.L
6.7%

Consumer Cyclical

XX25.L
5.6%
IASH.L
5.4%

Healthcare

XX25.L
4.3%
IASH.L
3.9%

Energy

XX25.L
3.4%
IASH.L
3.2%

Utilities

XX25.L
3.2%
IASH.L
3.2%

Communication Services

XX25.L
1.4%
IASH.L
1.3%

Real Estate

XX25.L
0.6%
IASH.L
0.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers FTSE China 50 UCITS ETF 1C

iShares MSCI China A UCITS USD

Often compared with XX25.L:
XX25.L vs. IITU.LXX25.L vs. EXUS.LXX25.L vs. FRCH.LXX25.L vs. JRCD.LXX25.L vs. XCHA.LXX25.L vs. RQFI.LXX25.L vs. HMCA.L
Often compared with IASH.L:
IASH.L vs. ICGA.DEIASH.L vs. CNYAIASH.L vs. CHIN.DEIASH.L vs. EMIM.LIASH.L vs. HSTC.LIASH.L vs. XCH.TOIASH.L vs. EUNL.DE

Return for Risk

XX25.L vs. IASH.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XX25.L
XX25.L Risk / Return Rank: 7676
Overall Rank
XX25.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XX25.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XX25.L Omega Ratio Rank: 7171
Omega Ratio Rank
XX25.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XX25.L Martin Ratio Rank: 7979
Martin Ratio Rank
IASH.L
IASH.L Risk / Return Rank: 7777
Overall Rank
IASH.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IASH.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IASH.L Omega Ratio Rank: 7373
Omega Ratio Rank
IASH.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IASH.L Martin Ratio Rank: 7979
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.

XX25.L vs. IASH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) and iShares MSCI China A UCITS USD (IASH.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.

XX25.LIASH.LDifference
Sharpe ratioReturn per unit of total volatility
2.34
2.36

-0.02

Sortino ratioReturn per unit of downside risk
3.13
3.18

-0.05

Omega ratioGain probability vs. loss probability

1.42

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

5.10

5.48

-0.38

Martin ratioReturn relative to average drawdown

15.08

15.07

+0.01

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XX25.L Sharpe Ratio is 2.34, which is comparable to the IASH.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of XX25.L and IASH.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

XX25.LIASH.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.36

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.00

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.33

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.09

+0.01

Drawdowns

XX25.L vs. IASH.L - Drawdown Comparison

The maximum XX25.L drawdown since its inception was -59.20%, which is greater than IASH.L's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for XX25.L and IASH.L.

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Drawdown Indicators

XX25.LIASH.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-48.39%

-10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-6.72%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-28.00%

-25.77%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-47.66%

-42.23%

-5.43%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

-44.67%

-9.98%

Current Drawdown

Current decline from peak

-15.09%

-10.73%

-4.36%

Average Drawdown

Average peak-to-trough decline

-23.23%

-24.71%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.45%

-0.01%

Volatility

XX25.L vs. IASH.L - Volatility Comparison

Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) and iShares MSCI China A UCITS USD (IASH.L) have volatilities of 5.59% and 5.76%, 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.

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Volatility by Period

XX25.LIASH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.76%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

10.68%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

15.60%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.24%

21.27%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

22.78%

+1.69%

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

XX25.L has a 0.60% expense ratio, which is higher than IASH.L's 0.40% expense ratio.

Dividends

XX25.L vs. IASH.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.97, XX25.L and IASH.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IASH.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IASH.L is cheaper with a 0.40% expense ratio, compared with 0.60% for XX25.L.

XX25.L tracks MSCI China NR USD, while IASH.L tracks MSCI China A Onshore NR CNY. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.60% for XX25.L and 0.40% for IASH.L.

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