HFXI vs ASHR

Comparison between NYLI FTSE INTERNATIONAL EQUITY CURRENCY NEUTRAL ETF (HFXI, ETF) and XTRACKERS HARVEST CSI 300 CHINA A-SHARES ETF (ASHR, ETF).

5-Year PerformanceHFXI has outperformed ASHR, delivering a return of +12.0% compared to -0.2%

HFXI vs ASHR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HFXI(ETF)	ASHR(ETF)
Net Assets	$1.40B	$1.50B
Expense Ratio	0.20%	0.65%
Max Drawdown	34.20%	61.79%
Sharpe Ratio	1.99	1.89
5Y Beta	0.73	0.36
5Y Dividends CAGR	26.25%	26.63%

Net Assets

HFXI

$1.40B

Winner

ASHR

$1.50B

Expense Ratio

Winner

HFXI

0.20%

ASHR

0.65%

Max Drawdown

Winner

HFXI

34.20%

ASHR

61.79%

Sharpe Ratio

Winner

HFXI

1.99

ASHR

1.89

5Y Beta

HFXI

0.73

Winner

ASHR

0.36

5Y Dividends CAGR

HFXI

26.25%

Winner

ASHR

26.63%

HFXI vs ASHR - Historical Returns

Returns include dividend reinvestment.

Period	HFXI	ASHR
1 month	+4.00%	+6.56%
3 months	+4.57%	+4.78%
6 months	+18.78%	+9.94%
1 year	+36.43%	+38.15%
5 years(CAGR)	+12.01%	-0.17%
10 years(CAGR)	+11.41%	+5.96%
Max(CAGR)	+9.34%	+6.22%

HFXI

+4.00%

Winner

ASHR

+6.56%

HFXI

+4.57%

Winner

ASHR

+4.78%

Winner

HFXI

+18.78%

ASHR

+9.94%

HFXI

+36.43%

Winner

ASHR

+38.15%

5Y(CAGR)

Winner

HFXI

+12.01%

ASHR

-0.17%

10Y(CAGR)

Winner

HFXI

+11.41%

ASHR

+5.96%

Max(CAGR)

Winner

HFXI

+9.34%

ASHR

+6.22%

HFXI vs ASHR - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	HFXI	ASHR
2026	+12.67%	+7.23%
2025	+30.00%	+30.87%
2024	+8.11%	+14.29%
2023	+18.35%	-13.35%
2022	-11.18%	-27.39%
2021	+13.38%	-3.01%
2020	+5.66%	+33.50%
2019	+20.05%	+37.57%
2018	-13.16%	-29.75%
2017	+21.53%	+31.00%
2016	+4.51%	-7.74%
2015	-7.15%	-2.63%
2014	N/A	+54.20%
2013	N/A	-0.56%

HFXI vs ASHR Drawdown Comparison

The maximum drawdown for HFXI was -32.42%, occurring on Mar 16, 2020. Recovery took 214 trading sessions.

The maximum drawdown for ASHR was -51.28%, occurring on Feb 2, 2024. This drawdown has not yet recovered.

The current HFXI drawdown is -0.14%. The current ASHR drawdown is -16.63%.

Rank	HFXI	ASHR
#1	-32.42% Jan 17, 2020 - Nov 20, 2020	-51.28% Feb 17, 2021 - Feb 2, 2024
#2	-22.34% Sep 7, 2021 - Jun 13, 2023	-50.43% Jun 12, 2015 - Jan 4, 2021
#3	-20.76% Aug 10, 2015 - Mar 15, 2017	-18.34% Dec 4, 2013 - Oct 8, 2014
#4	-19.69% Jan 26, 2018 - Nov 5, 2019	-11.42% Jan 7, 2015 - Mar 16, 2015
#5	-13.52% Mar 19, 2025 - May 2, 2025	-7.46% May 4, 2015 - May 21, 2015
#6	-10.83% Feb 25, 2026 - May 6, 2026	-7.34% Dec 8, 2014 - Dec 17, 2014
#7	-9.62% Jul 28, 2023 - Dec 11, 2023	-6.81% May 26, 2015 - Jun 8, 2015
#8	-8.98% Jul 12, 2024 - Aug 30, 2024	-5.41% Dec 17, 2014 - Dec 26, 2014
#9	-6.77% Sep 26, 2024 - Feb 13, 2025	-5.36% Jan 12, 2021 - Feb 9, 2021
#10	-5.09% Nov 12, 2025 - Dec 15, 2025	-5.22% Oct 8, 2014 - Oct 31, 2014
#11	-4.60% Jun 15, 2021 - Aug 11, 2021	-4.96% Apr 16, 2015 - Apr 21, 2015
#12	-4.28% Jan 8, 2021 - Feb 11, 2021	-4.17% Nov 18, 2013 - Dec 4, 2013
#13	-4.02% Mar 27, 2024 - May 7, 2024	-3.79% Nov 14, 2014 - Nov 21, 2014
#14	-3.63% Jul 23, 2025 - Aug 12, 2025	-3.56% Nov 28, 2014 - Dec 2, 2014
#15	-3.52% Jun 15, 2023 - Jul 13, 2023	-2.91% Mar 30, 2015 - Apr 6, 2015

Correlation

Correlation between HFXI and ASHR is 0.47 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.47

-101

Dividend Comparison (2014 - 2026)

HFXI vs ASHR dividend yield comparison.

Year	HFXI	ASHR
2026	0.26%	0.00%
2025	4.19%	2.31%
2024	2.68%	1.13%
2023	2.49%	2.48%
2022	4.65%	1.13%
2021	3.10%	0.88%
2020	2.00%	0.81%
2019	3.19%	0.98%
2018	4.33%	1.32%
2017	2.56%	0.84%
2016	2.71%	0.73%
2015	0.78%	30.13%
2014	0.00%	0.27%