XX25.L vs. PG

Last updated Jun 5, 2026

XX25.L (Xtrackers FTSE China 50 UCITS ETF 1C) is China Equities fund tracking the MSCI China NR USD, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, XX25.L returned 4.94%/yr vs 9.81%/yr for PG. At a 0.13 correlation, their price movements are largely independent.

Performance

XX25.L vs. PG - 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 The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XX25.L is traded in GBp, while PG is traded in USD. To make them comparable, the PG values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XX25.L achieves a 8.96% return, which is significantly higher than PG's 4.80% return. Over the past 10 years, XX25.L has underperformed PG with an annualized return of 4.94%, while PG has yielded a comparatively higher 9.81% annualized return.

XX25.L

• 1D: -0.66%
• 1M: 0.28%
• YTD: 8.96%
• 6M: 10.97%
• 1Y: 36.41%
• 3Y*: 13.47%
• 5Y*: 0.29%
• 10Y*: 4.94%

PG

• 1D: 4.75%
• 1M: 0.96%
• YTD: 4.80%
• 6M: 3.59%
• 1Y: -5.78%
• 3Y*: 0.69%
• 5Y*: 5.38%
• 10Y*: 9.81%

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

XX25.L vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PG The Procter & Gamble Company	4.80%	-18.51%	19.30%	-5.81%	6.24%	21.66%	10.80%	34.39%	9.71%	2.95%

Correlation

The correlation between XX25.L and PG is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Oct 5, 2007	0.13

The correlation between XX25.L and PG shifts across timeframes, from -0.03 (5 years) to 0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XX25.L vs. PG — 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: 76
XX25.L Sharpe Ratio Rank: 73
XX25.L Sortino Ratio Rank: 70
XX25.L Omega Ratio Rank: 71
XX25.L Calmar Ratio Rank: 88
XX25.L Martin Ratio Rank: 79

PG

PG Risk / Return Rank: 23
PG Sharpe Ratio Rank: 24
PG Sortino Ratio Rank: 21
PG Omega Ratio Rank: 22
PG Calmar Ratio Rank: 25
PG Martin Ratio Rank: 25

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. PG - 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 The Procter & Gamble Company (PG). 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.L	PG	Difference
Sharpe ratio: Return per unit of total volatility	2.34	-0.31	+2.65
Sortino ratio: Return per unit of downside risk	3.13	-0.32	+3.46
Omega ratio: Gain probability vs. loss probability	1.42	0.97	+0.45
Calmar ratio: Return relative to maximum drawdown	5.10	-0.38	+5.48
Martin ratio: Return relative to average drawdown	15.08	-0.69	+15.77
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. PG - Sharpe Ratio Comparison

The current XX25.L Sharpe Ratio is 2.34, which is higher than the PG Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of XX25.L and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XX25.L	PG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	-0.31	+2.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.30	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	0.49	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.52	-0.42

Drawdowns

XX25.L vs. PG - Drawdown Comparison

The maximum XX25.L drawdown since its inception was -59.20%, which is greater than PG's maximum drawdown of -29.27%. Use the drawdown chart below to compare losses from any high point for XX25.L and PG.

Drawdown Indicators

	XX25.L	PG	Difference
Max Drawdown Largest peak-to-trough decline	-59.20%	-29.27%	-29.93%
Max Drawdown (1Y) Largest decline over 1 year	-7.21%	-15.31%	+8.10%
Max Drawdown (3Y) Largest decline over 3 years	-28.00%	-26.20%	-1.80%
Max Drawdown (5Y) Largest decline over 5 years	-47.66%	-26.20%	-21.46%
Max Drawdown (10Y) Largest decline over 10 years	-54.65%	-27.95%	-26.70%
Current Drawdown Current decline from peak	-15.09%	-19.80%	+4.71%
Average Drawdown Average peak-to-trough decline	-23.23%	-7.83%	-15.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	8.37%	-5.93%

Volatility

XX25.L vs. PG - Volatility Comparison

The current volatility for Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) is 5.59%, while The Procter & Gamble Company (PG) has a volatility of 7.48%. This indicates that XX25.L experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XX25.L	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.59%	7.48%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	10.71%	15.66%	-4.95%
Volatility (1Y) Calculated over the trailing 1-year period	15.69%	18.92%	-3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.24%	18.20%	+9.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	20.21%	+4.26%

Dividends

XX25.L vs. PG - Dividend Comparison

XX25.L has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.91%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PG The Procter & Gamble Company	2.91%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
XX25.L Xtrackers FTSE China 50 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

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

XX25.L and PG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.