PortfoliosLab logoPortfoliosLab logo
EXXU.DE vs. DBX9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXU.DE vs. DBX9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXXU.DE achieves a -17.07% return, which is significantly lower than DBX9.DE's 15.56% return. Over the past 10 years, EXXU.DE has underperformed DBX9.DE with an annualized return of 2.55%, while DBX9.DE has yielded a comparatively higher 4.72% annualized return.


EXXU.DE

1D
-3.21%
1M
-10.15%
YTD
-17.07%
6M
-16.13%
1Y
-14.33%
3Y*
4.01%
5Y*
-7.76%
10Y*
2.55%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXU.DE vs. DBX9.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXU.DE
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
-17.07%12.84%26.47%-12.23%-14.38%-22.83%15.84%25.95%-14.29%28.47%
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
15.56%10.03%37.71%-16.44%-13.64%-14.99%-0.86%18.35%-9.23%18.88%

Correlation

The correlation between EXXU.DE and DBX9.DE is 0.56, 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

0.56

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

0.80

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

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2007

0.92

Over the past year, the correlation between EXXU.DE and DBX9.DE has dropped to 0.56 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

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

EXXU.DE vs. DBX9.DE — Risk / Return Rank

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

EXXU.DE
EXXU.DE Risk / Return Rank: 44
Overall Rank
EXXU.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EXXU.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
EXXU.DE Omega Ratio Rank: 44
Omega Ratio Rank
EXXU.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXXU.DE Martin Ratio Rank: 22
Martin Ratio Rank

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
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.

EXXU.DE vs. DBX9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.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.


EXXU.DEDBX9.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.13

Sortino ratioReturn per unit of downside risk

-4.16

Omega ratioGain probability vs. loss probability

0.90

1.42

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.57

5.97

-6.54

Martin ratioReturn relative to average drawdown

-1.36

15.49

-16.86

EXXU.DE vs. DBX9.DE - Sharpe Ratio Comparison

The current EXXU.DE Sharpe Ratio is -0.73, which is lower than the DBX9.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EXXU.DE and DBX9.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.


Loading charts...

Drawdowns

EXXU.DE vs. DBX9.DE - Drawdown Comparison

The maximum EXXU.DE drawdown since its inception was -66.04%, roughly equal to the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for EXXU.DE and DBX9.DE.


Loading charts...

Drawdown Indicators


EXXU.DEDBX9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.04%

-66.51%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-25.04%

-6.62%

-18.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.04%

-27.85%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-50.42%

-47.60%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-58.37%

-53.99%

-4.38%

Current Drawdown

Current decline from peak

-44.57%

-10.16%

-34.41%

Average Drawdown

Average peak-to-trough decline

-27.09%

-29.44%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

2.55%

+7.93%

Volatility

EXXU.DE vs. DBX9.DE - Volatility Comparison

iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) has a higher volatility of 7.26% compared to Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) at 5.99%. This indicates that EXXU.DE's price experiences larger fluctuations and is considered to be riskier than DBX9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXXU.DEDBX9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

5.99%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

11.34%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

16.50%

+3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.11%

27.23%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.13%

24.52%

+2.61%

EXXU.DE vs. DBX9.DE - Expense Ratio Comparison

EXXU.DE has a 0.61% expense ratio, which is higher than DBX9.DE's 0.60% expense ratio.


Dividends

EXXU.DE vs. DBX9.DE - Dividend Comparison

EXXU.DE's dividend yield for the trailing twelve months is around 4.83%, while DBX9.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXXU.DE
iShares Dow Jones China Offshore 50 UCITS ETF (DE)
4.83%4.28%1.95%2.31%2.04%0.97%1.32%1.66%2.07%2.12%4.23%2.75%

Frequently Asked Questions


EXXU.DE and DBX9.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBX9.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBX9.DE is cheaper with a 0.60% expense ratio, compared with 0.61% for EXXU.DE.

EXXU.DE tracks Dow Jones China Offshore 50, while DBX9.DE tracks FTSE China 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.61% for EXXU.DE and 0.60% for DBX9.DE.

Portfolio Optimizer

Find the right allocation for EXXU.DE and DBX9.DE

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