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

Performance

M9SA.DE vs. XSVT.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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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 XSVT.DE's 21.63% 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%

XSVT.DE

1D
-0.53%
1M
1.39%
YTD
21.63%
6M
26.61%
1Y
43.07%
3Y*
16.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
32.08%-4.38%10.96%-8.16%9.55%
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
21.63%14.36%15.10%-12.67%14.63%

Correlation

The correlation between M9SA.DE and XSVT.DE is 0.80, 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

0.80

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

0.83

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.83

The correlation between M9SA.DE and XSVT.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

M9SA.DE vs. XSVT.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

XSVT.DE
XSVT.DE Risk / Return Rank: 7070
Overall Rank
XSVT.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XSVT.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XSVT.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XSVT.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XSVT.DE Martin Ratio Rank: 6161
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. XSVT.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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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.DEXSVT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.33

1.41

-0.07

Calmar ratioReturn relative to maximum drawdown

4.36

4.58

-0.23

Martin ratioReturn relative to average drawdown

8.24

10.89

-2.65

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

The current M9SA.DE Sharpe Ratio is 1.77, which is comparable to the XSVT.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of M9SA.DE and XSVT.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.DEXSVT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.31

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.61

-0.54

Drawdowns

M9SA.DE vs. XSVT.DE - Drawdown Comparison

The maximum M9SA.DE drawdown since its inception was -68.53%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for M9SA.DE and XSVT.DE.


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Drawdown Indicators


M9SA.DEXSVT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.53%

-27.57%

-40.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-9.35%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-15.97%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

Current Drawdown

Current decline from peak

-5.62%

-1.81%

-3.81%

Average Drawdown

Average peak-to-trough decline

-33.68%

-14.41%

-19.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

3.95%

+0.81%

Volatility

M9SA.DE vs. XSVT.DE - Volatility Comparison

Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a higher volatility of 6.09% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) at 4.33%. This indicates that M9SA.DE's price experiences larger fluctuations and is considered to be riskier than XSVT.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.DEXSVT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

4.33%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

15.57%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

18.53%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

18.83%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

18.83%

-0.72%

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

M9SA.DE has a 0.60% expense ratio, which is higher than XSVT.DE's 0.29% expense ratio.


Dividends

M9SA.DE vs. XSVT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


M9SA.DE and XSVT.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSVT.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSVT.DE is cheaper with a 0.29% expense ratio, compared with 0.60% for M9SA.DE.

M9SA.DE tracks Rogers International Commodity (RICI), while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. They also come from different issuers: China Post Global and Xtrackers. Their fees differ too: 0.60% for M9SA.DE and 0.29% for XSVT.DE.

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