CHIN.DE vs. DBX9.DE
CHIN.DE (KraneShares ICBCCS S&P China 500 Index UCITS ETF USD) and DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) are both China Equities funds - CHIN.DE tracks the S&P China 500 Index while DBX9.DE tracks the FTSE China 50. Both are passively managed. Over the past year, CHIN.DE returned 26.91% vs 39.69% for DBX9.DE. Their correlation of 0.85 suggests significant overlap in exposure. CHIN.DE charges 0.55%/yr vs 0.60%/yr for DBX9.DE.
Performance
CHIN.DE vs. DBX9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CHIN.DE achieves a 7.04% return, which is significantly lower than DBX9.DE's 15.56% return.
CHIN.DE
- 1D
- 0.00%
- 1M
- -0.06%
- YTD
- 7.04%
- 6M
- 8.23%
- 1Y
- 26.91%
- 3Y*
- —
- 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%
CHIN.DE vs. DBX9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CHIN.DE KraneShares ICBCCS S&P China 500 Index UCITS ETF USD | 7.04% | 16.60% | 23.10% | -7.05% |
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 15.56% | 10.03% | 37.71% | -12.49% |
Correlation
The correlation between CHIN.DE and DBX9.DE is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2023 | 0.85 |
The correlation between CHIN.DE and DBX9.DE has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
CHIN.DE vs. DBX9.DE — Risk / Return Rank
CHIN.DE
DBX9.DE
CHIN.DE vs. DBX9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.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.
| CHIN.DE | DBX9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 5.97 | -2.91 |
| Martin ratioReturn relative to average drawdown | 7.91 | 15.49 | -7.58 |
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Drawdowns
CHIN.DE vs. DBX9.DE - Drawdown Comparison
The maximum CHIN.DE drawdown since its inception was -22.95%, smaller than the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for CHIN.DE and DBX9.DE.
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Drawdown Indicators
| CHIN.DE | DBX9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -66.51% | +43.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -6.62% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.99% | — |
Current DrawdownCurrent decline from peak | -2.73% | -10.16% | +7.43% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -29.44% | +21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.55% | +0.87% |
Volatility
CHIN.DE vs. DBX9.DE - Volatility Comparison
The current volatility for KraneShares ICBCCS S&P China 500 Index UCITS ETF USD (CHIN.DE) is 5.61%, while Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) has a volatility of 5.99%. This indicates that CHIN.DE experiences smaller price fluctuations and is considered to be less risky than DBX9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHIN.DE | DBX9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.99% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 11.34% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 16.50% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 27.23% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.40% | 24.52% | -2.12% |
CHIN.DE vs. DBX9.DE - Expense Ratio Comparison
CHIN.DE has a 0.55% expense ratio, which is lower than DBX9.DE's 0.60% expense ratio.
Dividends
CHIN.DE vs. DBX9.DE - Dividend Comparison
Neither CHIN.DE nor DBX9.DE has paid dividends to shareholders.
Frequently Asked Questions
CHIN.DE and DBX9.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CHIN.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CHIN.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for DBX9.DE.
CHIN.DE tracks S&P China 500 Index, while DBX9.DE tracks FTSE China 50. They also come from different issuers: KraneShares and Xtrackers. Their fees differ too: 0.55% for CHIN.DE and 0.60% for DBX9.DE.
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