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DBX9.DE vs. 9W1A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX9.DE vs. 9W1A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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

DBX9.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, DBX9.DE achieves a 15.56% return, which is significantly higher than 9W1A.DE's -11.20% return.


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%

9W1A.DE

1D
0.00%
1M
-4.39%
YTD
-11.20%
6M
-10.48%
1Y
-2.49%
3Y*
3.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX9.DE vs. 9W1A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
15.56%10.03%37.71%-16.44%-13.64%-18.19%
9W1A.DE
BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc
-11.20%16.00%22.66%-16.84%-23.06%-17.17%

Correlation

The correlation between DBX9.DE and 9W1A.DE is 0.65, 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

0.65

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.82

The correlation between DBX9.DE and 9W1A.DE shifts across timeframes, from 0.65 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBX9.DE vs. 9W1A.DE — Risk / Return Rank

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

DBX9.DE
DBX9.DE Risk / Return Rank: 8585
Overall Rank
DBX9.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DBX9.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
DBX9.DE Omega Ratio Rank: 8080
Omega Ratio Rank
DBX9.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
DBX9.DE Martin Ratio Rank: 8585
Martin Ratio Rank

9W1A.DE
9W1A.DE Risk / Return Rank: 77
Overall Rank
9W1A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
9W1A.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
9W1A.DE Omega Ratio Rank: 77
Omega Ratio Rank
9W1A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
9W1A.DE Martin Ratio Rank: 77
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.

DBX9.DE vs. 9W1A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.

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.


DBX9.DE9W1A.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.26

Omega ratioGain probability vs. loss probability

1.42

1.00

+0.42

Calmar ratioReturn relative to maximum drawdown

5.97

-0.13

+6.10

Martin ratioReturn relative to average drawdown

15.49

-0.27

+15.76

DBX9.DE vs. 9W1A.DE - Sharpe Ratio Comparison

The current DBX9.DE Sharpe Ratio is 2.40, which is higher than the 9W1A.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of DBX9.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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Drawdowns

DBX9.DE vs. 9W1A.DE - Drawdown Comparison

The maximum DBX9.DE drawdown since its inception was -66.51%, which is greater than 9W1A.DE's maximum drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for DBX9.DE and 9W1A.DE.


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Drawdown Indicators


DBX9.DE9W1A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.51%

-53.55%

-12.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

-18.72%

+12.10%

Max Drawdown (3Y)

Largest decline over 3 years

-27.85%

-27.29%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-47.60%

Max Drawdown (10Y)

Largest decline over 10 years

-53.99%

Current Drawdown

Current decline from peak

-10.16%

-33.04%

+22.88%

Average Drawdown

Average peak-to-trough decline

-29.44%

-31.74%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

9.12%

-6.57%

Volatility

DBX9.DE vs. 9W1A.DE - Volatility Comparison

The current volatility for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) is 5.99%, while BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.DE) has a volatility of 6.93%. This indicates that DBX9.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


DBX9.DE9W1A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.93%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

14.61%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

19.87%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.23%

29.10%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.52%

29.10%

-4.58%

DBX9.DE vs. 9W1A.DE - Expense Ratio Comparison

DBX9.DE has a 0.60% expense ratio, which is higher than 9W1A.DE's 0.31% expense ratio.


Dividends

DBX9.DE vs. 9W1A.DE - Dividend Comparison

Neither DBX9.DE nor 9W1A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX9.DE and 9W1A.DE have a correlation of 0.65, 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 0.60% for DBX9.DE.

DBX9.DE tracks FTSE China 50, 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: 0.60% for DBX9.DE and 0.31% for 9W1A.DE.

Portfolio Optimizer

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