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M9SA.DE vs. M9SD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M9SA.DE vs. M9SD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, M9SA.DE achieves a 32.08% return, which is significantly higher than M9SD.DE's 3.74% return. Over the past 10 years, M9SA.DE has underperformed M9SD.DE with an annualized return of 7.64%, while M9SD.DE has yielded a comparatively higher 12.24% annualized return.


M9SA.DE

1D
-1.46%
1M
-3.15%
YTD
32.08%
6M
32.39%
1Y
39.29%
3Y*
12.05%
5Y*
13.63%
10Y*
7.64%

M9SD.DE

1D
1.07%
1M
1.31%
YTD
3.74%
6M
11.49%
1Y
70.45%
3Y*
40.66%
5Y*
20.23%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

M9SA.DE vs. M9SD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
32.08%-4.38%10.96%-8.16%23.00%52.58%-18.26%13.66%-5.52%-10.12%
M9SD.DE
Market Access NYSE Arca Gold Bugs UCITS ETF
3.74%130.74%20.64%2.95%-2.13%-8.52%14.07%50.51%-13.27%-11.82%

Correlation

The correlation between M9SA.DE and M9SD.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.11

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

0.19

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

0.13

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

0.23

The correlation between M9SA.DE and M9SD.DE shifts across timeframes, from -0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

M9SA.DE vs. M9SD.DE — Risk / Return Rank

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

M9SA.DE
M9SA.DE Risk / Return Rank: 5757
Overall Rank
M9SA.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 5555
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 5050
Martin Ratio Rank

M9SD.DE
M9SD.DE Risk / Return Rank: 4646
Overall Rank
M9SD.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
M9SD.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
M9SD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
M9SD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
M9SD.DE Martin Ratio Rank: 4141
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.

M9SA.DE vs. M9SD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.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.


M9SA.DEM9SD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

4.36

2.56

+1.79

Martin ratioReturn relative to average drawdown

8.24

6.47

+1.77

M9SA.DE vs. M9SD.DE - Sharpe Ratio Comparison

The current M9SA.DE Sharpe Ratio is 1.77, which is comparable to the M9SD.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of M9SA.DE and M9SD.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


M9SA.DEM9SD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.65

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.58

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.35

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.12

-0.06

Drawdowns

M9SA.DE vs. M9SD.DE - Drawdown Comparison

The maximum M9SA.DE drawdown since its inception was -68.53%, smaller than the maximum M9SD.DE drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for M9SA.DE and M9SD.DE.


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Drawdown Indicators


M9SA.DEM9SD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.53%

-80.12%

+11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-27.35%

+18.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-27.35%

+9.60%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-39.62%

+12.56%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

-55.80%

+13.26%

Current Drawdown

Current decline from peak

-5.62%

-22.37%

+16.75%

Average Drawdown

Average peak-to-trough decline

-33.68%

-42.59%

+8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

10.84%

-6.08%

Volatility

M9SA.DE vs. M9SD.DE - Volatility Comparison

The current volatility for Market Access Rogers International Commodity UCITS ETF (M9SA.DE) is 6.09%, while Market Access NYSE Arca Gold Bugs UCITS ETF (M9SD.DE) has a volatility of 13.40%. This indicates that M9SA.DE experiences smaller price fluctuations and is considered to be less risky than M9SD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


M9SA.DEM9SD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

13.40%

-7.31%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

33.87%

-14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

42.57%

-20.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

34.36%

-15.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

34.73%

-16.62%

M9SA.DE vs. M9SD.DE - Expense Ratio Comparison

M9SA.DE has a 0.60% expense ratio, which is lower than M9SD.DE's 0.65% expense ratio.


Dividends

M9SA.DE vs. M9SD.DE - Dividend Comparison

Neither M9SA.DE nor M9SD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


M9SA.DE and M9SD.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, M9SA.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

M9SA.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for M9SD.DE.

M9SA.DE is categorized as Commodities, while M9SD.DE is Precious Metals. M9SA.DE tracks Rogers International Commodity (RICI), while M9SD.DE tracks NYSE Arca Gold BUGS. Their fees differ too: 0.60% for M9SA.DE and 0.65% for M9SD.DE.

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