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

XX25.L vs. XCHA.L

Last updated Jun 5, 2026

XX25.L (Xtrackers FTSE China 50 UCITS ETF 1C) and XCHA.L (Xtrackers CSI 300 Swap UCITS ETF 1C) are both China Equities funds from Xtrackers - XX25.L tracks the MSCI China NR USD while XCHA.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 10.13%/yr for XCHA.L. A 0.71 correlation means they provide meaningful diversification when combined. XX25.L charges 0.60%/yr vs 0.50%/yr for XCHA.L.

Performance

XX25.L vs. XCHA.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 Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XX25.L is traded in GBp, while XCHA.L is traded in USD. To make them comparable, the XCHA.L 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 lower than XCHA.L's 11.89% return. Over the past 10 years, XX25.L has underperformed XCHA.L with an annualized return of 4.94%, while XCHA.L has yielded a comparatively higher 10.13% 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%

XCHA.L

1D
-0.57%
1M
3.21%
YTD
11.89%
6M
14.40%
1Y
43.22%
3Y*
12.61%
5Y*
3.17%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XX25.L vs. XCHA.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%
XCHA.L
Xtrackers CSI 300 Swap UCITS ETF 1C		11.89%20.82%18.05%-15.45%-15.25%4.22%41.57%35.22%-19.79%23.54%

Correlation

The correlation between XX25.L and XCHA.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.91

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

0.76

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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2012

0.71

Over the past year, XX25.L and XCHA.L have become more correlated (0.91) than their long-term average of 0.71, meaning their price movements have been converging.

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

Sectors
XX25.L
XCHA.L

Technology

27.2%
26.9%

Financial Services

18.8%
20.0%

Industrials

15.7%
16.5%

Basic Materials

12.4%
10.3%

Consumer Defensive

7.4%
7.2%

Consumer Cyclical

5.6%
6.5%

Healthcare

4.3%
4.7%

Energy

3.4%
3.0%

Utilities

3.2%
2.8%

Communication Services

1.4%
1.6%

Real Estate

0.6%
0.5%

Technology

XX25.L
27.2%
XCHA.L
26.9%

Financial Services

XX25.L
18.8%
XCHA.L
20.0%

Industrials

XX25.L
15.7%
XCHA.L
16.5%

Basic Materials

XX25.L
12.4%
XCHA.L
10.3%

Consumer Defensive

XX25.L
7.4%
XCHA.L
7.2%

Consumer Cyclical

XX25.L
5.6%
XCHA.L
6.5%

Healthcare

XX25.L
4.3%
XCHA.L
4.7%

Energy

XX25.L
3.4%
XCHA.L
3.0%

Utilities

XX25.L
3.2%
XCHA.L
2.8%

Communication Services

XX25.L
1.4%
XCHA.L
1.6%

Real Estate

XX25.L
0.6%
XCHA.L
0.5%

Compare stocks, funds, or ETFs

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Xtrackers FTSE China 50 UCITS ETF 1C

Xtrackers CSI 300 Swap UCITS ETF 1C

Often compared with XX25.L:
XX25.L vs. IITU.LXX25.L vs. EXUS.LXX25.L vs. FRCH.LXX25.L vs. JRCD.LXX25.L vs. IASH.LXX25.L vs. JRCE.LXX25.L vs. RQFI.L
Often compared with XCHA.L:
XCHA.L vs. ASHRXCHA.L vs. CSPX.LXCHA.L vs. VUAA.DEXCHA.L vs. HMCT.LXCHA.L vs. CA3S.LXCHA.L vs. XCNA.LXCHA.L vs. CEBG.L

Return for Risk

XX25.L vs. XCHA.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
XCHA.L
XCHA.L Risk / Return Rank: 8383
Overall Rank
XCHA.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XCHA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XCHA.L Omega Ratio Rank: 7777
Omega Ratio Rank
XCHA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
XCHA.L Martin Ratio Rank: 8989
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. XCHA.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 Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.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.LXCHA.LDifference
Sharpe ratioReturn per unit of total volatility
2.34
2.62

-0.27

Sortino ratioReturn per unit of downside risk
3.13
3.44

-0.30

Omega ratioGain probability vs. loss probability

1.42

1.47

-0.05

Calmar ratioReturn relative to maximum drawdown

5.10

6.92

-1.82

Martin ratioReturn relative to average drawdown

15.08

19.40

-4.32

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. XCHA.L - Sharpe Ratio Comparison

The current XX25.L Sharpe Ratio is 2.34, which is comparable to the XCHA.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of XX25.L and XCHA.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.LXCHA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.62

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.15

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.45

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.34

-0.24

Drawdowns

XX25.L vs. XCHA.L - Drawdown Comparison

The maximum XX25.L drawdown since its inception was -59.20%, which is greater than XCHA.L's maximum drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for XX25.L and XCHA.L.

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Drawdown Indicators

XX25.LXCHA.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.20%

-47.42%

-11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-6.22%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-28.00%

-24.78%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-47.66%

-36.96%

-10.70%

Max Drawdown (10Y)

Largest decline over 10 years

-54.65%

-39.52%

-15.13%

Current Drawdown

Current decline from peak

-15.09%

-1.17%

-13.92%

Average Drawdown

Average peak-to-trough decline

-23.23%

-18.80%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.22%

+0.22%

Volatility

XX25.L vs. XCHA.L - Volatility Comparison

Xtrackers FTSE China 50 UCITS ETF 1C (XX25.L) and Xtrackers CSI 300 Swap UCITS ETF 1C (XCHA.L) have volatilities of 5.59% and 5.66%, 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.LXCHA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.66%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

11.49%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

16.44%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.24%

21.49%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

22.57%

+1.90%

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

XX25.L has a 0.60% expense ratio, which is higher than XCHA.L's 0.50% expense ratio.

Dividends

XX25.L vs. XCHA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.91, XX25.L and XCHA.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, XCHA.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCHA.L is cheaper with a 0.50% expense ratio, compared with 0.60% for XX25.L.

XX25.L tracks MSCI China NR USD, while XCHA.L tracks MSCI China A Onshore NR CNY. Their fees differ too: 0.60% for XX25.L and 0.50% for XCHA.L.

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