PortfoliosLab logoPortfoliosLab logo
CNSG.L vs. M9SV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNSG.L vs. M9SV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) and Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, CNSG.L achieves a -4.82% return, which is significantly lower than M9SV.L's -1.93% return.


CNSG.L

1D
-1.91%
1M
-0.52%
YTD
-4.82%
6M
-6.30%
1Y
3.32%
3Y*
4.77%
5Y*
-5.51%
10Y*

M9SV.L

1D
-0.83%
1M
-1.77%
YTD
-1.93%
6M
-1.72%
1Y
7.63%
3Y*
6.60%
5Y*
4.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CNSG.L
UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis
-4.82%15.02%19.26%-19.78%-13.48%-18.60%25.87%2.75%
M9SV.L
Market Access STOXX China A Minimum Variance UCITS ETF
-1.93%0.90%30.31%0.87%-6.40%7.53%22.73%-5.44%

Correlation

The correlation between CNSG.L and M9SV.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.49

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

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

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

CNSG.L
CNSG.L Risk / Return Rank: 1313
Overall Rank
CNSG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CNSG.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CNSG.L Omega Ratio Rank: 1313
Omega Ratio Rank
CNSG.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
CNSG.L Martin Ratio Rank: 1313
Martin Ratio Rank

M9SV.L
M9SV.L Risk / Return Rank: 2020
Overall Rank
M9SV.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
M9SV.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
M9SV.L Omega Ratio Rank: 1818
Omega Ratio Rank
M9SV.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
M9SV.L Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.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.


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

-0.34

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.06

1.11

-0.05

Calmar ratioReturn relative to maximum drawdown

0.34

0.87

-0.53

Martin ratioReturn relative to average drawdown

0.73

2.39

-1.66

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

The current CNSG.L Sharpe Ratio is 0.29, which is lower than the M9SV.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CNSG.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.


Loading charts...

Sharpe Ratios by Period


CNSG.LM9SV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.62

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.25

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.30

-0.33

Drawdowns

CNSG.L vs. M9SV.L - Drawdown Comparison

The maximum CNSG.L drawdown since its inception was -57.38%, which is greater than M9SV.L's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for CNSG.L and M9SV.L.


Loading charts...

Drawdown Indicators


CNSG.LM9SV.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.38%

-21.64%

-35.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-8.71%

-5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-27.72%

-21.64%

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-51.82%

-21.64%

-30.18%

Current Drawdown

Current decline from peak

-36.10%

-11.94%

-24.16%

Average Drawdown

Average peak-to-trough decline

-30.15%

-7.84%

-22.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

3.19%

+3.37%

Volatility

CNSG.L vs. M9SV.L - Volatility Comparison

UBS ETF (LU) MSCI China ESG Universal Low Carbon Select UCITS ETF (USD) A-dis (CNSG.L) has a higher volatility of 6.07% compared to Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) at 2.56%. This indicates that CNSG.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.


Loading charts...

Volatility by Period


CNSG.LM9SV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

2.56%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

7.77%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

12.18%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

19.98%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.84%

20.48%

+5.36%

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

Both CNSG.L and M9SV.L have an expense ratio of 0.45%.


Dividends

CNSG.L vs. M9SV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CNSG.L and M9SV.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CNSG.L and M9SV.L have the same expense ratio: 0.45% per year.

CNSG.L tracks MSCI China NR USD, while M9SV.L tracks MSCI China A Onshore NR CNY. They also come from different issuers: UBS and China Post Global.

Portfolio Optimizer

Find the right allocation for CNSG.L and M9SV.L

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