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CNEW.L vs. M9SV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNEW.L vs. M9SV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck New China UCITS ETF (CNEW.L) and Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CNEW.L is traded in USD, while M9SV.L is traded in GBP. To make them comparable, the M9SV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNEW.L achieves a -6.01% return, which is significantly higher than M9SV.L's -6.81% return.


CNEW.L

1D
2.09%
1M
-1.23%
6M
-10.84%
YTD
-6.01%
1Y
1.38%
3Y*
1.29%
5Y*
10Y*

M9SV.L

1D
-0.86%
1M
-5.33%
6M
-6.91%
YTD
-6.81%
1Y
-0.40%
3Y*
7.66%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNEW.L vs. M9SV.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNEW.L
VanEck New China UCITS ETF
-6.01%23.92%-0.36%-9.27%-28.05%6.19%
M9SV.L
Market Access STOXX China A Minimum Variance UCITS ETF
-6.81%8.52%28.13%6.19%-16.41%0.10%

Correlation

The correlation between CNEW.L and M9SV.L is 0.55, 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

0.55

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.52

The correlation between CNEW.L and M9SV.L has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

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Return for Risk

CNEW.L vs. M9SV.L — Risk / Return Rank

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

CNEW.L
CNEW.L Risk / Return Rank: 1010
Overall Rank
CNEW.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CNEW.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
CNEW.L Omega Ratio Rank: 1010
Omega Ratio Rank
CNEW.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
CNEW.L Martin Ratio Rank: 1010
Martin Ratio Rank

M9SV.L
M9SV.L Risk / Return Rank: 1010
Overall Rank
M9SV.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
M9SV.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
M9SV.L Omega Ratio Rank: 99
Omega Ratio Rank
M9SV.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
M9SV.L Martin Ratio Rank: 1010
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.

CNEW.L vs. M9SV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck New China UCITS ETF (CNEW.L) and Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L). 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.


CNEW.LM9SV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.03

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.08

-0.01

+0.09

Martin ratioReturn relative to average drawdown

0.18

-0.01

+0.19

CNEW.L vs. M9SV.L - Sharpe Ratio Comparison

The current CNEW.L Sharpe Ratio is 0.08, which is higher than the M9SV.L Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of CNEW.L and M9SV.L, 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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Drawdowns

CNEW.L vs. M9SV.L - Drawdown Comparison

The maximum CNEW.L drawdown since its inception was -46.53%, which is greater than M9SV.L's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for CNEW.L and M9SV.L.


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Drawdown Indicators


CNEW.LM9SV.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.53%

-30.47%

-16.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-8.65%

-7.76%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-23.59%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-30.22%

Current Drawdown

Current decline from peak

-24.46%

-13.93%

-10.53%

Average Drawdown

Average peak-to-trough decline

-26.53%

-9.91%

-16.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

3.34%

+4.41%

Volatility

CNEW.L vs. M9SV.L - Volatility Comparison

VanEck New China UCITS ETF (CNEW.L) has a higher volatility of 5.71% compared to Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) at 3.12%. This indicates that CNEW.L's price experiences larger fluctuations and is considered to be riskier than M9SV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNEW.LM9SV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

3.12%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.83%

8.39%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

12.67%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.24%

20.78%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

20.90%

+4.34%

CNEW.L vs. M9SV.L - Expense Ratio Comparison

CNEW.L has a 0.60% expense ratio, which is higher than M9SV.L's 0.45% expense ratio.


Dividends

CNEW.L vs. M9SV.L - Dividend Comparison

Neither CNEW.L nor M9SV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNEW.L and M9SV.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, M9SV.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

M9SV.L is cheaper with a 0.45% expense ratio, compared with 0.60% for CNEW.L.

CNEW.L tracks MarketGrader New China Screened Index, while M9SV.L tracks MSCI China A Onshore NR CNY. They also come from different issuers: VanEck and China Post Global. Their fees differ too: 0.60% for CNEW.L and 0.45% for M9SV.L.

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