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AH50.DE vs. 9W1A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AH50.DE vs. 9W1A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) and BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AH50.DE is traded in EUR, while 9W1A.DE is traded in USD. To make them comparable, the 9W1A.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AH50.DE achieves a 13.38% return, which is significantly higher than 9W1A.DE's -7.09% return.


AH50.DE

1D
-0.52%
1M
1.53%
YTD
13.38%
6M
17.54%
1Y
31.60%
3Y*
12.81%
5Y*
1.06%
10Y*
8.17%

9W1A.DE

1D
-0.50%
1M
-2.28%
YTD
-7.09%
6M
-8.48%
1Y
2.35%
3Y*
6.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AH50.DE vs. 9W1A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
13.38%11.41%26.06%-15.94%-16.05%11.52%
9W1A.DE
BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc
-7.08%16.00%22.66%-16.84%-23.09%1.09%

Correlation

The correlation between AH50.DE and 9W1A.DE is 0.66, 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

0.66

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2021

0.70

The correlation between AH50.DE and 9W1A.DE has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

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Return for Risk

AH50.DE vs. 9W1A.DE — Risk / Return Rank

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

AH50.DE
AH50.DE Risk / Return Rank: 6262
Overall Rank
AH50.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AH50.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
AH50.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AH50.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
AH50.DE Martin Ratio Rank: 7171
Martin Ratio Rank

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
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.

AH50.DE vs. 9W1A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) and BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.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.


AH50.DE9W1A.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.32

1.04

+0.29

Calmar ratioReturn relative to maximum drawdown

4.40

0.14

+4.26

Martin ratioReturn relative to average drawdown

12.99

0.29

+12.70

AH50.DE vs. 9W1A.DE - Sharpe Ratio Comparison

The current AH50.DE Sharpe Ratio is 1.83, which is higher than the 9W1A.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of AH50.DE and 9W1A.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


AH50.DE9W1A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.12

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.11

+0.46

Drawdowns

AH50.DE vs. 9W1A.DE - Drawdown Comparison

The maximum AH50.DE drawdown since its inception was -45.20%, smaller than the maximum 9W1A.DE drawdown of -50.46%. Use the drawdown chart below to compare losses from any high point for AH50.DE and 9W1A.DE.


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Drawdown Indicators


AH50.DE9W1A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.20%

-50.46%

+5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-16.74%

+9.59%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-27.29%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.58%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

Current Drawdown

Current decline from peak

-5.93%

-25.28%

+19.35%

Average Drawdown

Average peak-to-trough decline

-16.78%

-27.20%

+10.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

8.13%

-5.70%

Volatility

AH50.DE vs. 9W1A.DE - Volatility Comparison

The current volatility for Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D (AH50.DE) is 5.94%, while BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.DE) has a volatility of 7.43%. This indicates that AH50.DE experiences smaller price fluctuations and is considered to be less risky than 9W1A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AH50.DE9W1A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

7.43%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

14.13%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

19.82%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

29.40%

-6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

29.40%

-6.58%

AH50.DE vs. 9W1A.DE - Expense Ratio Comparison

AH50.DE has a 0.65% expense ratio, which is higher than 9W1A.DE's 0.31% expense ratio.


Dividends

AH50.DE vs. 9W1A.DE - Dividend Comparison

AH50.DE's dividend yield for the trailing twelve months is around 2.07%, while 9W1A.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
9W1A.DE
BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AH50.DE
Xtrackers Harvest FTSE China A-H 50 UCITS ETF 1D
2.07%3.00%2.24%2.80%3.06%1.67%1.80%1.65%2.56%2.44%

Frequently Asked Questions


AH50.DE and 9W1A.DE have a correlation of 0.66, 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 0.65% for AH50.DE.

AH50.DE tracks MSCI China NR USD, while 9W1A.DE tracks MSCI China Select SRI S-Series 10% Capped. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.65% for AH50.DE and 0.31% for 9W1A.DE.

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