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H4Z6.DE vs. 9W1A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4Z6.DE vs. 9W1A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.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

H4Z6.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, H4Z6.DE achieves a -6.53% return, which is significantly higher than 9W1A.DE's -7.09% return.


H4Z6.DE

1D
-0.38%
1M
-3.35%
YTD
-6.53%
6M
-9.01%
1Y
2.78%
3Y*
7.78%
5Y*
10Y*

9W1A.DE

1D
-0.50%
1M
-2.28%
YTD
-7.09%
6M
-8.48%
1Y
2.35%
3Y*
6.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4Z6.DE vs. 9W1A.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4Z6.DE
HSBC MSCI China UCITS ETF USD (Acc)
-6.53%16.48%27.04%-14.63%-10.19%
9W1A.DE
BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc
-7.08%16.00%22.66%-16.84%-15.80%

Correlation

The correlation between H4Z6.DE and 9W1A.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2022

0.89

The correlation between H4Z6.DE and 9W1A.DE has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

H4Z6.DE vs. 9W1A.DE — Risk / Return Rank

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

H4Z6.DE
H4Z6.DE Risk / Return Rank: 1111
Overall Rank
H4Z6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
H4Z6.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
H4Z6.DE Omega Ratio Rank: 1111
Omega Ratio Rank
H4Z6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
H4Z6.DE Martin Ratio Rank: 1111
Martin Ratio Rank

9W1A.DE
9W1A.DE Risk / Return Rank: 1212
Overall Rank
9W1A.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
9W1A.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
9W1A.DE Omega Ratio Rank: 1212
Omega Ratio Rank
9W1A.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
9W1A.DE Martin Ratio Rank: 1111
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.

H4Z6.DE vs. 9W1A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.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.


H4Z6.DE9W1A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.04

1.04

+0.01

Calmar ratioReturn relative to maximum drawdown

0.18

0.14

+0.04

Martin ratioReturn relative to average drawdown

0.38

0.29

+0.09

H4Z6.DE vs. 9W1A.DE - Sharpe Ratio Comparison

The current H4Z6.DE Sharpe Ratio is 0.17, which is higher than the 9W1A.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of H4Z6.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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Sharpe Ratios by Period


H4Z6.DE9W1A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.12

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.11

+0.17

Drawdowns

H4Z6.DE vs. 9W1A.DE - Drawdown Comparison

The maximum H4Z6.DE drawdown since its inception was -33.47%, smaller than the maximum 9W1A.DE drawdown of -50.46%. Use the drawdown chart below to compare losses from any high point for H4Z6.DE and 9W1A.DE.


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Drawdown Indicators


H4Z6.DE9W1A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.47%

-50.46%

+16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.85%

-16.74%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-27.29%

+2.82%

Current Drawdown

Current decline from peak

-14.82%

-25.28%

+10.46%

Average Drawdown

Average peak-to-trough decline

-13.91%

-27.20%

+13.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

8.13%

+0.04%

Volatility

H4Z6.DE vs. 9W1A.DE - Volatility Comparison

HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) and BNP Paribas Easy MSCI China Select SRI S-Series 10% Capped UCITS ETF USD Acc (9W1A.DE) have volatilities of 7.23% and 7.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4Z6.DE9W1A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

7.43%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

14.13%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

19.82%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.28%

29.40%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.28%

29.40%

-4.12%

H4Z6.DE vs. 9W1A.DE - Expense Ratio Comparison

H4Z6.DE has a 0.28% expense ratio, which is lower than 9W1A.DE's 0.31% expense ratio.


Dividends

H4Z6.DE vs. 9W1A.DE - Dividend Comparison

Neither H4Z6.DE nor 9W1A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, H4Z6.DE and 9W1A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H4Z6.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4Z6.DE is cheaper with a 0.28% expense ratio, compared with 0.31% for 9W1A.DE.

H4Z6.DE tracks MSCI China, while 9W1A.DE tracks MSCI China Select SRI S-Series 10% Capped. They also come from different issuers: HSBC and BNP Paribas. Their fees differ too: 0.28% for H4Z6.DE and 0.31% for 9W1A.DE.

Portfolio Optimizer

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