PortfoliosLab logoPortfoliosLab logo
9W1A.DE vs. DBX9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

9W1A.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 USD Acc (9W1A.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

9W1A.DE is traded in USD, while DBX9.DE is traded in EUR. To make them comparable, the DBX9.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 9W1A.DE achieves a -14.14% return, which is significantly lower than DBX9.DE's 11.79% return.


9W1A.DE

1D
0.00%
1M
-6.63%
YTD
-14.14%
6M
-13.78%
1Y
-4.98%
3Y*
5.04%
5Y*
10Y*

DBX9.DE

1D
1.64%
1M
2.02%
YTD
11.79%
6M
13.02%
1Y
36.17%
3Y*
17.54%
5Y*
-0.37%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

9W1A.DE vs. DBX9.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
9W1A.DE
BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc
-14.14%30.93%15.68%-14.27%-27.28%-20.90%
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
11.79%24.22%29.83%-13.80%-18.40%-22.12%

Correlation

The correlation between 9W1A.DE and DBX9.DE is 0.65, 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

0.65

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.84

The correlation between 9W1A.DE and DBX9.DE shifts across timeframes, from 0.65 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

9W1A.DE vs. DBX9.DE — Risk / Return Rank

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

9W1A.DE
9W1A.DE Risk / Return Rank: 77
Overall Rank
9W1A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
9W1A.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
9W1A.DE Omega Ratio Rank: 77
Omega Ratio Rank
9W1A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
9W1A.DE Martin Ratio Rank: 77
Martin Ratio Rank

DBX9.DE
DBX9.DE Risk / Return Rank: 8585
Overall Rank
DBX9.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DBX9.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
DBX9.DE Omega Ratio Rank: 8080
Omega Ratio Rank
DBX9.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
DBX9.DE Martin Ratio Rank: 8585
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.

9W1A.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 USD Acc (9W1A.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.


9W1A.DEDBX9.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

0.97

1.37

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.23

4.89

-5.13

Martin ratioReturn relative to average drawdown

-0.52

13.40

-13.92

9W1A.DE vs. DBX9.DE - Sharpe Ratio Comparison

The current 9W1A.DE Sharpe Ratio is -0.25, which is lower than the DBX9.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of 9W1A.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.


Loading charts...

Drawdowns

9W1A.DE vs. DBX9.DE - Drawdown Comparison

The maximum 9W1A.DE drawdown since its inception was -57.74%, smaller than the maximum DBX9.DE drawdown of -71.05%. Use the drawdown chart below to compare losses from any high point for 9W1A.DE and DBX9.DE.


Loading charts...

Drawdown Indicators


9W1A.DEDBX9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.74%

-71.05%

+13.31%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-7.36%

-13.82%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-28.60%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-54.52%

Max Drawdown (10Y)

Largest decline over 10 years

-60.43%

Current Drawdown

Current decline from peak

-35.88%

-15.16%

-20.72%

Average Drawdown

Average peak-to-trough decline

-36.32%

-34.64%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.56%

2.69%

+6.87%

Volatility

9W1A.DE vs. DBX9.DE - Volatility Comparison

BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.DE) has a higher volatility of 7.12% compared to Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) at 6.38%. This indicates that 9W1A.DE's price experiences larger fluctuations and is considered to be riskier than DBX9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


9W1A.DEDBX9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

6.38%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

12.11%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

17.12%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.01%

28.79%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.01%

25.48%

+4.53%

9W1A.DE vs. DBX9.DE - Expense Ratio Comparison

9W1A.DE has a 0.31% expense ratio, which is lower than DBX9.DE's 0.60% expense ratio.


Dividends

9W1A.DE vs. DBX9.DE - Dividend Comparison

Neither 9W1A.DE nor DBX9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


9W1A.DE and DBX9.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 9W1A.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

9W1A.DE is cheaper with a 0.31% expense ratio, compared with 0.60% for DBX9.DE.

9W1A.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 9W1A.DE and 0.60% for DBX9.DE.

Portfolio Optimizer

Find the right allocation for 9W1A.DE and DBX9.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer