PortfoliosLab logoPortfoliosLab logo
9W1A.DE vs. H4Z6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

9W1A.DE vs. H4Z6.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 HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

9W1A.DE is traded in USD, while H4Z6.DE is traded in EUR. To make them comparable, the H4Z6.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 -8.14% return, which is significantly lower than H4Z6.DE's -7.60% return.


9W1A.DE

1D
-0.36%
1M
-2.93%
YTD
-8.14%
6M
-8.73%
1Y
4.10%
3Y*
9.79%
5Y*
10Y*

H4Z6.DE

1D
-0.26%
1M
-2.55%
YTD
-7.60%
6M
-8.29%
1Y
4.85%
3Y*
10.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

9W1A.DE vs. H4Z6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
9W1A.DE
BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc
-8.14%30.93%15.68%-14.27%-11.82%
H4Z6.DE
HSBC MSCI China UCITS ETF USD (Acc)
-7.62%31.50%19.78%-11.94%-5.96%

Correlation

The correlation between 9W1A.DE and H4Z6.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2022

0.89

The correlation between 9W1A.DE and H4Z6.DE has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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. H4Z6.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: 1212
Overall Rank
9W1A.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
9W1A.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
9W1A.DE Omega Ratio Rank: 1212
Omega Ratio Rank
9W1A.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
9W1A.DE Martin Ratio Rank: 1111
Martin Ratio Rank

H4Z6.DE
H4Z6.DE Risk / Return Rank: 1111
Overall Rank
H4Z6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
H4Z6.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
H4Z6.DE Omega Ratio Rank: 1111
Omega Ratio Rank
H4Z6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
H4Z6.DE Martin Ratio Rank: 1111
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. H4Z6.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 HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.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.


9W1A.DEH4Z6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratioReturn relative to maximum drawdown

0.24

0.28

-0.04

Martin ratioReturn relative to average drawdown

0.49

0.58

-0.09

9W1A.DE vs. H4Z6.DE - Sharpe Ratio Comparison

The current 9W1A.DE Sharpe Ratio is 0.20, which is comparable to the H4Z6.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of 9W1A.DE and H4Z6.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...

Sharpe Ratios by Period


9W1A.DEH4Z6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.25

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.18

-0.30

Drawdowns

9W1A.DE vs. H4Z6.DE - Drawdown Comparison

The maximum 9W1A.DE drawdown since its inception was -53.54%, which is greater than H4Z6.DE's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for 9W1A.DE and H4Z6.DE.


Loading charts...

Drawdown Indicators


9W1A.DEH4Z6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-33.37%

-20.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-17.32%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-25.25%

-2.01%

Current Drawdown

Current decline from peak

-24.57%

-15.57%

-9.00%

Average Drawdown

Average peak-to-trough decline

-30.22%

-13.95%

-16.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.39%

8.41%

-0.02%

Volatility

9W1A.DE vs. H4Z6.DE - Volatility Comparison

BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.DE) and HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) have volatilities of 7.64% and 7.47%, 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.


Loading charts...

Volatility by Period


9W1A.DEH4Z6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

7.47%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.57%

13.87%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

19.21%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.58%

26.91%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.58%

26.91%

+3.67%

9W1A.DE vs. H4Z6.DE - Expense Ratio Comparison

9W1A.DE has a 0.31% expense ratio, which is higher than H4Z6.DE's 0.28% expense ratio.


Dividends

9W1A.DE vs. H4Z6.DE - Dividend Comparison

Neither 9W1A.DE nor H4Z6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, 9W1A.DE and H4Z6.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, H4Z6.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4Z6.DE is cheaper with a 0.28% expense ratio, compared with 0.31% for 9W1A.DE.

9W1A.DE tracks MSCI China Select SRI S-Series 10% Capped, while H4Z6.DE tracks MSCI China. They also come from different issuers: BNP Paribas and HSBC. Their fees differ too: 0.31% for 9W1A.DE and 0.28% for H4Z6.DE.

Portfolio Optimizer

Find the right allocation for 9W1A.DE and H4Z6.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