M9SV.DE vs. FLXC.DE
M9SV.DE (Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR) and FLXC.DE (Franklin FTSE China UCITS ETF) are both China Equities funds - M9SV.DE tracks the STOXX China A 900 Minimum Variance Unconstrained AM Index while FLXC.DE tracks the FTSE China 30/18 Capped. Both are passively managed. Over the past 5 years, M9SV.DE returned 4.55%/yr vs -3.72%/yr for FLXC.DE. At a 0.47 correlation, their price movements are largely independent. M9SV.DE charges 0.45%/yr vs 0.19%/yr for FLXC.DE.
Performance
M9SV.DE vs. FLXC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, M9SV.DE achieves a -4.50% return, which is significantly higher than FLXC.DE's -6.61% return.
M9SV.DE
- 1D
- -1.69%
- 1M
- -4.54%
- 6M
- -6.05%
- YTD
- -4.50%
- 1Y
- 0.43%
- 3Y*
- 6.93%
- 5Y*
- 4.55%
- 10Y*
- —
FLXC.DE
- 1D
- 1.68%
- 1M
- 0.08%
- 6M
- -11.20%
- YTD
- -6.61%
- 1Y
- 1.52%
- 3Y*
- 7.77%
- 5Y*
- -3.72%
- 10Y*
- —
M9SV.DE vs. FLXC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
M9SV.DE Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR | -4.50% | -5.32% | 37.47% | 2.90% | -11.14% | 18.00% | 14.68% | -2.70% |
FLXC.DE Franklin FTSE China UCITS ETF | -6.61% | 17.32% | 27.31% | -15.77% | -15.92% | -14.60% | 16.83% | 5.82% |
Correlation
The correlation between M9SV.DE and FLXC.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 (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019 | 0.47 |
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Return for Risk
M9SV.DE vs. FLXC.DE — Risk / Return Rank
M9SV.DE
FLXC.DE
M9SV.DE vs. FLXC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE) and Franklin FTSE China UCITS ETF (FLXC.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.
| M9SV.DE | FLXC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.08 | +0.10 |
| Martin ratioReturn relative to average drawdown | 0.41 | 0.16 | +0.25 |
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Drawdowns
M9SV.DE vs. FLXC.DE - Drawdown Comparison
The maximum M9SV.DE drawdown since its inception was -23.79%, smaller than the maximum FLXC.DE drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for M9SV.DE and FLXC.DE.
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Drawdown Indicators
| M9SV.DE | FLXC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.79% | -55.61% | +31.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.48% | -19.55% | +12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -24.68% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.79% | -46.47% | +22.68% |
Current DrawdownCurrent decline from peak | -17.81% | -31.38% | +13.57% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -28.15% | +18.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 9.30% | -6.09% |
Volatility
M9SV.DE vs. FLXC.DE - Volatility Comparison
The current volatility for Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE) is 3.73%, while Franklin FTSE China UCITS ETF (FLXC.DE) has a volatility of 4.83%. This indicates that M9SV.DE experiences smaller price fluctuations and is considered to be less risky than FLXC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| M9SV.DE | FLXC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.83% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 12.46% | -4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 18.22% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 26.69% | -6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 26.43% | -4.94% |
M9SV.DE vs. FLXC.DE - Expense Ratio Comparison
M9SV.DE has a 0.45% expense ratio, which is higher than FLXC.DE's 0.19% expense ratio.
Dividends
M9SV.DE vs. FLXC.DE - Dividend Comparison
Neither M9SV.DE nor FLXC.DE has paid dividends to shareholders.
Frequently Asked Questions
M9SV.DE and FLXC.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, FLXC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXC.DE is cheaper with a 0.19% expense ratio, compared with 0.45% for M9SV.DE.
M9SV.DE tracks STOXX China A 900 Minimum Variance Unconstrained AM Index, while FLXC.DE tracks FTSE China 30/18 Capped. They also come from different issuers: Market Access and Franklin Templeton. Their fees differ too: 0.45% for M9SV.DE and 0.19% for FLXC.DE.
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