9W1.DE vs. DBX9.DE

Last updated Jun 26, 2026

9W1.DE (BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF EUR Acc) and DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) are both China Equities funds - 9W1.DE tracks the MSCI China Select SRI S-Series 10% Capped while DBX9.DE tracks the FTSE China 50. Both are passively managed. Over the past 3 years, 9W1.DE returned 3.68%/yr vs 15.94%/yr for DBX9.DE. Their correlation of 0.90 suggests significant overlap in exposure. 9W1.DE charges 0.31%/yr vs 0.60%/yr for DBX9.DE.

Performance

9W1.DE vs. DBX9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF EUR Acc (9W1.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 9W1.DE achieves a -10.88% return, which is significantly lower than DBX9.DE's 15.56% return.

9W1.DE

• 1D: 0.00%
• 1M: -4.44%
• YTD: -10.88%
• 6M: -10.56%
• 1Y: -2.79%
• 3Y*: 3.68%
• 5Y*: —
• 10Y*: —

DBX9.DE

• 1D: 1.58%
• 1M: 4.42%
• YTD: 15.56%
• 6M: 17.29%
• 1Y: 39.69%
• 3Y*: 15.94%
• 5Y*: 0.61%
• 10Y*: 4.72%

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

9W1.DE vs. DBX9.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
9W1.DE BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF EUR Acc	-10.88%	16.44%	21.98%	-17.19%	-22.95%	-17.08%
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C	15.56%	10.03%	37.71%	-16.44%	-13.64%	-18.19%

Correlation

The correlation between 9W1.DE and DBX9.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.90

Over the past year, the correlation between 9W1.DE and DBX9.DE has dropped to 0.67 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

Return for Risk

9W1.DE vs. DBX9.DE — Risk / Return Rank

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

9W1.DE

9W1.DE Risk / Return Rank: 8
9W1.DE Sharpe Ratio Rank: 8
9W1.DE Sortino Ratio Rank: 7
9W1.DE Omega Ratio Rank: 7
9W1.DE Calmar Ratio Rank: 8
9W1.DE Martin Ratio Rank: 8

DBX9.DE

DBX9.DE Risk / Return Rank: 85
DBX9.DE Sharpe Ratio Rank: 85
DBX9.DE Sortino Ratio Rank: 83
DBX9.DE Omega Ratio Rank: 80
DBX9.DE Calmar Ratio Rank: 94
DBX9.DE Martin Ratio Rank: 85

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.

9W1.DE vs. DBX9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF EUR Acc (9W1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	9W1.DE	DBX9.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.15	2.40	-2.54
Sortino ratio: Return per unit of downside risk	-0.08	3.22	-3.30
Omega ratio: Gain probability vs. loss probability	0.99	1.42	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.15	5.97	-6.12
Martin ratio: Return relative to average drawdown	-0.30	15.49	-15.79

9W1.DE vs. DBX9.DE - Sharpe Ratio Comparison

The current 9W1.DE Sharpe Ratio is -0.15, which is lower than the DBX9.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of 9W1.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.

Drawdowns

9W1.DE vs. DBX9.DE - Drawdown Comparison

The maximum 9W1.DE drawdown since its inception was -53.54%, smaller than the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for 9W1.DE and DBX9.DE.

Drawdown Indicators

	9W1.DE	DBX9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-53.54%	-66.51%	+12.97%
Max Drawdown (1Y) Largest decline over 1 year	-19.07%	-6.62%	-12.45%
Max Drawdown (3Y) Largest decline over 3 years	-31.53%	-27.85%	-3.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-47.60%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-53.99%	—
Current Drawdown Current decline from peak	-33.03%	-10.16%	-22.87%
Average Drawdown Average peak-to-trough decline	-31.66%	-29.44%	-2.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.38%	2.55%	+6.83%

Volatility

9W1.DE vs. DBX9.DE - Volatility Comparison

BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF EUR Acc (9W1.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) have volatilities of 6.28% and 5.99%, 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.

Volatility by Period

	9W1.DE	DBX9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	5.99%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	13.46%	11.34%	+2.12%
Volatility (1Y) Calculated over the trailing 1-year period	18.91%	16.50%	+2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.73%	27.23%	+1.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.73%	24.52%	+4.21%

9W1.DE vs. DBX9.DE - Expense Ratio Comparison

9W1.DE has a 0.31% expense ratio, which is lower than DBX9.DE's 0.60% expense ratio.

Dividends

9W1.DE vs. DBX9.DE - Dividend Comparison

Neither 9W1.DE nor DBX9.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 9W1.DE and DBX9.DE in my portfolio?

9W1.DE and DBX9.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 9W1.DE or DBX9.DE?

On fees, 9W1.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 9W1.DE or DBX9.DE?

9W1.DE is cheaper with a 0.31% expense ratio, compared with 0.60% for DBX9.DE.

What is the main difference between 9W1.DE and DBX9.DE?

9W1.DE tracks MSCI China Select SRI S-Series 10% Capped, while DBX9.DE tracks FTSE China 50. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.31% for 9W1.DE and 0.60% for DBX9.DE.