PortfoliosLab logoPortfoliosLab logo
H4Z6.DE vs. M9SV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4Z6.DE vs. M9SV.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 Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, H4Z6.DE achieves a -7.09% return, which is significantly lower than M9SV.DE's -2.87% return.


H4Z6.DE

1D
0.00%
1M
2.23%
6M
-12.56%
YTD
-7.09%
1Y
1.27%
3Y*
7.99%
5Y*
10Y*

M9SV.DE

1D
-0.01%
1M
-1.84%
6M
-5.02%
YTD
-2.87%
1Y
3.05%
3Y*
7.54%
5Y*
4.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4Z6.DE vs. M9SV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4Z6.DE
HSBC MSCI China UCITS ETF USD (Acc)
-7.09%16.48%27.04%-14.63%-10.11%
M9SV.DE
Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR
-2.87%-5.32%37.47%2.90%-7.35%

Correlation

The correlation between H4Z6.DE and M9SV.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2022

0.44

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

H4Z6.DE vs. M9SV.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: 1010
Overall Rank
H4Z6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
H4Z6.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
H4Z6.DE Omega Ratio Rank: 1010
Omega Ratio Rank
H4Z6.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
H4Z6.DE Martin Ratio Rank: 1010
Martin Ratio Rank

M9SV.DE
M9SV.DE Risk / Return Rank: 1414
Overall Rank
M9SV.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
M9SV.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
M9SV.DE Omega Ratio Rank: 1313
Omega Ratio Rank
M9SV.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
M9SV.DE Martin Ratio Rank: 1515
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. M9SV.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 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.


H4Z6.DEM9SV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.03

1.05

-0.03

Calmar ratioReturn relative to maximum drawdown

0.06

0.42

-0.36

Martin ratioReturn relative to average drawdown

0.12

0.95

-0.83

H4Z6.DE vs. M9SV.DE - Sharpe Ratio Comparison

The current H4Z6.DE Sharpe Ratio is 0.07, which is lower than the M9SV.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of H4Z6.DE and M9SV.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

H4Z6.DE vs. M9SV.DE - Drawdown Comparison

The maximum H4Z6.DE drawdown since its inception was -33.47%, 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 H4Z6.DE and M9SV.DE.


Loading charts...

Drawdown Indicators


H4Z6.DEM9SV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.47%

-23.79%

-9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-21.03%

-7.28%

-13.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.47%

-23.79%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

Current Drawdown

Current decline from peak

-15.34%

-16.41%

+1.07%

Average Drawdown

Average peak-to-trough decline

-14.03%

-9.52%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

3.20%

+7.02%

Volatility

H4Z6.DE vs. M9SV.DE - Volatility Comparison

HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) has a higher volatility of 5.76% compared to Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE) at 3.37%. This indicates that H4Z6.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.


Loading charts...

Volatility by Period


H4Z6.DEM9SV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

3.37%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

7.32%

+6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.21%

11.07%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

20.42%

+4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

21.48%

+3.68%

H4Z6.DE vs. M9SV.DE - Expense Ratio Comparison

H4Z6.DE has a 0.28% expense ratio, which is lower than M9SV.DE's 0.45% expense ratio.


Dividends

H4Z6.DE vs. M9SV.DE - Dividend Comparison

Neither H4Z6.DE nor M9SV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H4Z6.DE and M9SV.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.45% for M9SV.DE.

H4Z6.DE tracks MSCI China, while M9SV.DE tracks STOXX China A 900 Minimum Variance Unconstrained AM Index. They also come from different issuers: HSBC and Market Access. Their fees differ too: 0.28% for H4Z6.DE and 0.45% for M9SV.DE.

Portfolio Optimizer

Find the right allocation for H4Z6.DE and M9SV.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