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36BZ.DE vs. DBX9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BZ.DE vs. DBX9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China A UCITS ETF (36BZ.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE). 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 investments are quite close, with 36BZ.DE having a 9.71% return and DBX9.DE slightly higher at 9.85%. Over the past 10 years, 36BZ.DE has outperformed DBX9.DE with an annualized return of 5.98%, while DBX9.DE has yielded a comparatively lower 3.94% annualized return.


36BZ.DE

1D
-0.75%
1M
0.35%
YTD
9.71%
6M
11.84%
1Y
33.04%
3Y*
8.44%
5Y*
-0.23%
10Y*
5.98%

DBX9.DE

1D
-0.73%
1M
0.37%
YTD
9.85%
6M
11.95%
1Y
33.01%
3Y*
13.37%
5Y*
0.17%
10Y*
3.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BZ.DE vs. DBX9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
36BZ.DE
iShares MSCI China A UCITS ETF
9.71%10.25%19.91%-17.13%-21.26%13.41%28.50%37.21%-23.49%14.90%
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
9.85%10.01%37.68%-16.44%-13.62%-14.98%-0.87%18.35%-9.23%18.88%

Correlation

The correlation between 36BZ.DE and DBX9.DE is 0.95, 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

0.95

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

0.78

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

0.74

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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2015

0.72

Over the past year, 36BZ.DE and DBX9.DE have become more correlated (0.95) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

36BZ.DE vs. DBX9.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36BZ.DE
36BZ.DE Risk / Return Rank: 7171
Overall Rank
36BZ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
36BZ.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
36BZ.DE Omega Ratio Rank: 6363
Omega Ratio Rank
36BZ.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
36BZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank

DBX9.DE
DBX9.DE Risk / Return Rank: 3939
Overall Rank
DBX9.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBX9.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
DBX9.DE Omega Ratio Rank: 5757
Omega Ratio Rank
DBX9.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
DBX9.DE Martin Ratio Rank: 2727
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.

36BZ.DE vs. DBX9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE). 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.


36BZ.DEDBX9.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

5.10

1.90

+3.20

Martin ratioReturn relative to average drawdown

13.77

3.67

+10.10

36BZ.DE vs. DBX9.DE - Sharpe Ratio Comparison

The current 36BZ.DE Sharpe Ratio is 2.11, which is higher than the DBX9.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of 36BZ.DE and DBX9.DE, 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


36BZ.DEDBX9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.24

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.01

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.15

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.08

-0.06

Drawdowns

36BZ.DE vs. DBX9.DE - Drawdown Comparison

The maximum 36BZ.DE drawdown since its inception was -53.30%, smaller than the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and DBX9.DE.


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Drawdown Indicators


36BZ.DEDBX9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.30%

-66.51%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-17.20%

+10.63%

Max Drawdown (3Y)

Largest decline over 3 years

-28.01%

-27.83%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

-47.59%

+5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-53.98%

+10.60%

Current Drawdown

Current decline from peak

-10.22%

-14.62%

+4.40%

Average Drawdown

Average peak-to-trough decline

-30.19%

-29.50%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

8.91%

-6.47%

Volatility

36BZ.DE vs. DBX9.DE - Volatility Comparison

iShares MSCI China A UCITS ETF (36BZ.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) have volatilities of 5.55% and 5.29%, 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


36BZ.DEDBX9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.29%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

10.45%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

26.35%

-10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

28.75%

-7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

25.42%

-3.32%

36BZ.DE vs. DBX9.DE - Expense Ratio Comparison

36BZ.DE has a 0.40% expense ratio, which is lower than DBX9.DE's 0.60% expense ratio.


Dividends

36BZ.DE vs. DBX9.DE - Dividend Comparison

Neither 36BZ.DE nor DBX9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, 36BZ.DE and DBX9.DE 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, 36BZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

36BZ.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for DBX9.DE.

36BZ.DE tracks MSCI China A Inclusion, while DBX9.DE tracks FTSE China 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for 36BZ.DE and 0.60% for DBX9.DE.

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