Xtrackers Harvest CSI 300 China A-Shares ETF

10-Year Study

ASHR.US · · US · ETF

Executive Summary: Xtrackers Harvest CSI 300 China A-Shares ETF has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 45.0% and an annualized volatility of 24.3%.

1Y CAGR
+37.7%
3Y CAGR
+11.4%
5Y CAGR
-2.4%
10Y CAGR
+5.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
45.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +36.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.81.9-4.35.7————————5.0%
2025-1.82.20.0-2.82.04.63.112.53.20.2-1.43.227.0%
2024-7.48.40.32.4-1.1-3.31.6-1.821.6-4.0-0.6-1.911.9%
202311.4-6.00.5-1.0-8.40.17.0-7.8-1.5-4.3-0.3-1.3-12.5%
2022-6.80.5-9.7-9.42.910.7-8.3-4.7-9.3-10.616.90.0-27.5%
20213.2-0.1-6.52.56.4-3.8-7.10.60.61.7-0.72.5-1.6%
2020-10.98.1-9.44.01.29.113.64.7-2.43.97.05.536.3%
201910.613.24.60.9-9.97.8-1.0-2.80.03.1-1.28.536.5%
20189.5-7.9-0.1-4.7-0.7-10.4-0.1-6.62.5-8.40.8-5.2-28.4%
20176.40.8-0.1-1.23.75.93.54.3-0.74.9-0.22.433.5%
2016———-2.61.3-1.92.23.5-2.30.25.0-8.7-3.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.3%. The dominant macroeconomic risk driver is VWO.US, accounting for 42.6% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019743.403824927145
2016-05-019865.605675042836
2016-06-019678.23874158881
2016-07-019894.1009666231
2016-08-0110244.40370023138
2016-09-0110012.238658458298
2016-10-0110036.669791758071
2016-11-0110541.780008959622
2016-12-019621.109607577808
2017-01-0110236.506301754516
2017-02-0110322.684930747668
2017-03-0110310.353905055721
2017-04-0110183.210407939887
2017-05-0110560.669108240543
2017-06-0111184.28648621188
2017-07-0111574.030028587658
2017-08-0112066.393567545847
2017-09-0111976.104596655383
2017-10-0112562.82126478453
2017-11-0112538.205397017462
2017-12-0112841.770310400088
2018-01-0114062.634221136394
2018-02-0112953.534663113605
2018-03-0112945.267795702153
2018-04-0112332.73448576852
2018-05-0112249.973444420326
2018-06-0110979.46214559847
2018-07-0110967.038752672877
2018-08-0110238.676931745233
2018-09-0110491.11658130395
2018-10-019613.76641250283
2018-11-019692.370928336883
2018-12-019188.369117939103
2019-01-0110160.395701228947
2019-02-0111505.354990370715
2019-03-0112037.482623414171
2019-04-0112150.586301015577
2019-05-0110943.90076064417
2019-06-0111798.620957201641
2019-07-0111677.11186133831
2019-08-0111346.113879562365
2019-09-0111350.316588693328
2019-10-0111698.079223376299
2019-11-0111555.6489490918
2019-12-0112542.500473382075
2020-01-0111179.899042613624
2020-02-0112089.71629404185
2020-03-0110955.631399317406
2020-04-0111391.512374900129
2020-05-0111522.67384667963
2020-06-0112572.10417176611
2020-07-0114285.932008479313
2020-08-0114954.532229237
2020-09-0114590.60532866571
2020-10-0115153.398883280144
2020-11-0116207.078101114412
2020-12-0117094.8657673177
2021-01-0117641.079403492404
2021-02-0117624.037648884438
2021-03-0116480.39274547747
2021-04-0116885.792533956504
2021-05-0117973.970913558125
2021-06-0117299.736291547935
2021-07-0116070.744064250648
2021-08-0116168.884250001154
2021-09-0116262.775543003874
2021-10-0116540.154345647425
2021-11-0116420.631145307518
2021-12-0116826.030933786547
2022-01-0115685.387965473128
2022-02-0115771.474227232633
2022-03-0114243.396897384624
2022-04-0112904.718580130884
2022-05-0113283.470421702606
2022-06-0114708.28118433267
2022-07-0113481.505770642922
2022-08-0112853.03911290509
2022-09-0111660.716677365872
2022-10-0110425.351110946904
2022-11-0112190.165660633547
2022-12-0112195.10730763369
2023-01-0113583.479196589802
2023-02-0112769.631500921363
2023-03-0112830.547691511912
2023-04-0112704.327866732554
2023-05-0111633.653077907145
2023-06-0111646.723041468269
2023-07-0112464.958180734966
2023-08-0111494.409473183485
2023-09-0111320.297237757879
2023-10-0110837.216605781266
2023-11-0110806.735418677577
2023-12-0110669.062056925926
2024-01-019883.709652837751
2024-02-0110713.675430777686
2024-03-0110740.461928535471
2024-04-0110994.795106383961
2024-05-0110874.348233707573
2024-06-0110517.348875659849
2024-07-0110682.455305804819
2024-08-0110490.562377902064
2024-09-0112757.346658846243
2024-10-0112244.200492317357
2024-11-0112172.800620707809
2024-12-0111943.729881261921
2025-01-0111731.65471280718
2025-02-0111988.851274898741
2025-03-0111988.851274898741
2025-04-0111650.463914430995
2025-05-0111885.076687895737
2025-06-0112426.533411537592
2025-07-0112810.088349258986
2025-08-0114416.446909623279
2025-09-0114881.192645720857
2025-10-0114903.730250730858
2025-11-0114700.70707117357
2025-12-0115171.318126607768
2026-01-0115443.801465867997
2026-02-0115743.994975222491
2026-03-0115074.332531277854
2026-04-0115933.347804199937
Annual Return Matrix
YearAnnual Return
20170.33474940357041705
2018-0.2844935787009233
20190.36504098958045383
20200.36295516221799184
2021-0.015726057003917493
2022-0.2752237675287995
2023-0.12513586081792938
20240.11947327867575108
20250.27023285668989305
20260.05022831050228316
Total Factor Risk
0.2433262319932331
VTI.US Exposure
0.15581663446193533
VEA.US Exposure
-0.013175684514272042
VWO.US Exposure
0.42612431051059335
QQQ.US Exposure
-0.06835963833243305
VTV.US Exposure
-0.03476129830712375
IJR.US Exposure
0.001672997315413455
QUAL.US Exposure
0.031606286728949676
SHV.US Exposure
0.3285266323708463
TLT.US Exposure
-0.014618037987059455
LQD.US Exposure
0.04135086098712554
HYG.US Exposure
-0.009674052378093885
GLD.US Exposure
-0.0029637187602687084
USO.US Exposure
0.00018109939755457216
VNQ.US Exposure
-0.024448341410802515
BTC-USD.CC Exposure
0.0006399436998782463
CPER.US Exposure
-0.0037620895183504382
VIX.INDX Exposure
-0.007391012641823292
UUP.US Exposure
-0.005898461767560902
TIP.US Exposure
0.02155781437589774
Idiosyncratic Exposure
0.17757575576959397
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers Harvest CSI 300 China A-Shares ETF a high-risk investment?

Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR.US) has an annualized volatility of 24.3% and experienced a maximum drawdown of 45.0% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of ASHR.US?

Over the past 10 years, ASHR.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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