DBX9.DE vs. M9SV.DE
DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) and M9SV.DE (Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR) are both China Equities funds - DBX9.DE tracks the FTSE China 50 while M9SV.DE tracks the STOXX China A 900 Minimum Variance Unconstrained AM Index. Both are passively managed. Over the past 5 years, DBX9.DE returned 0.33%/yr vs 4.55%/yr for M9SV.DE. At a 0.49 correlation, their price movements are largely independent. DBX9.DE charges 0.60%/yr vs 0.45%/yr for M9SV.DE.
Performance
DBX9.DE vs. M9SV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX9.DE achieves a 9.42% return, which is significantly higher than M9SV.DE's -4.50% return.
DBX9.DE
- 1D
- -0.25%
- 1M
- -1.14%
- 6M
- 5.55%
- YTD
- 9.42%
- 1Y
- 29.95%
- 3Y*
- 13.21%
- 5Y*
- 0.33%
- 10Y*
- 3.16%
M9SV.DE
- 1D
- -1.69%
- 1M
- -4.54%
- 6M
- -6.05%
- YTD
- -4.50%
- 1Y
- 0.43%
- 3Y*
- 6.93%
- 5Y*
- 4.55%
- 10Y*
- —
DBX9.DE vs. M9SV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 9.42% | 10.03% | 37.71% | -16.44% | -13.64% | -14.99% | -0.86% | 18.35% | -14.98% |
M9SV.DE Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR | -4.50% | -5.32% | 37.47% | 2.90% | -11.14% | 18.00% | 14.68% | 7.74% | -16.71% |
Correlation
The correlation between DBX9.DE and M9SV.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2018 | 0.49 |
The correlation between DBX9.DE and M9SV.DE shifts across timeframes, from 0.41 (5 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DBX9.DE vs. M9SV.DE — Risk / Return Rank
DBX9.DE
M9SV.DE
DBX9.DE vs. M9SV.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 Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.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.DE | M9SV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.03 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 0.18 | +3.81 |
| Martin ratioReturn relative to average drawdown | 10.72 | 0.41 | +10.31 |
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Drawdowns
DBX9.DE vs. M9SV.DE - Drawdown Comparison
The maximum DBX9.DE drawdown since its inception was -66.51%, which is greater than M9SV.DE's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for DBX9.DE and M9SV.DE.
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Drawdown Indicators
| DBX9.DE | M9SV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -23.79% | -42.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -7.48% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -27.85% | -23.79% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -45.01% | -23.79% | -21.22% |
Max Drawdown (10Y)Largest decline over 10 years | -53.99% | — | — |
Current DrawdownCurrent decline from peak | -14.94% | -17.81% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -29.40% | -9.52% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.21% | -0.42% |
Volatility
DBX9.DE vs. M9SV.DE - Volatility Comparison
Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) has a higher volatility of 8.48% compared to Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE) at 3.73%. This indicates that DBX9.DE's price experiences larger fluctuations and is considered to be riskier than M9SV.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.DE | M9SV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 3.73% | +4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 7.51% | +5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 11.20% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.31% | 20.43% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.57% | 21.49% | +3.08% |
DBX9.DE vs. M9SV.DE - Expense Ratio Comparison
DBX9.DE has a 0.60% expense ratio, which is higher than M9SV.DE's 0.45% expense ratio.
Dividends
DBX9.DE vs. M9SV.DE - Dividend Comparison
Neither DBX9.DE nor M9SV.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX9.DE and M9SV.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, M9SV.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
M9SV.DE is cheaper with a 0.45% expense ratio, compared with 0.60% for DBX9.DE.
DBX9.DE tracks FTSE China 50, while M9SV.DE tracks STOXX China A 900 Minimum Variance Unconstrained AM Index. They also come from different issuers: Xtrackers and Market Access. Their fees differ too: 0.60% for DBX9.DE and 0.45% for M9SV.DE.
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