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

Performance

M9SV.DE vs. H4Z6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE) and HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.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, M9SV.DE achieves a -4.50% return, which is significantly higher than H4Z6.DE's -8.90% 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*

H4Z6.DE

1D
0.00%
1M
-1.65%
6M
-13.71%
YTD
-8.90%
1Y
-1.52%
3Y*
6.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
M9SV.DE
Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR
-4.50%-5.32%37.47%2.90%-7.35%
H4Z6.DE
HSBC MSCI China UCITS ETF USD (Acc)
-8.90%16.48%27.04%-14.63%-10.11%

Correlation

The correlation between M9SV.DE and H4Z6.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

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Return for Risk

M9SV.DE vs. H4Z6.DE — Risk / Return Rank

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

M9SV.DE
M9SV.DE Risk / Return Rank: 1111
Overall Rank
M9SV.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
M9SV.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
M9SV.DE Omega Ratio Rank: 1010
Omega Ratio Rank
M9SV.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
M9SV.DE Martin Ratio Rank: 1212
Martin Ratio Rank

H4Z6.DE
H4Z6.DE Risk / Return Rank: 88
Overall Rank
H4Z6.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
H4Z6.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
H4Z6.DE Omega Ratio Rank: 88
Omega Ratio Rank
H4Z6.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
H4Z6.DE Martin Ratio Rank: 88
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.

M9SV.DE vs. H4Z6.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 HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.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.DEH4Z6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratioReturn relative to maximum drawdown

0.18

-0.07

+0.25

Martin ratioReturn relative to average drawdown

0.41

-0.15

+0.56

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

The current M9SV.DE Sharpe Ratio is 0.12, which is higher than the H4Z6.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of M9SV.DE and H4Z6.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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Drawdowns

M9SV.DE vs. H4Z6.DE - Drawdown Comparison

The maximum M9SV.DE drawdown since its inception was -23.79%, smaller than the maximum H4Z6.DE drawdown of -33.47%. Use the drawdown chart below to compare losses from any high point for M9SV.DE and H4Z6.DE.


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Drawdown Indicators


M9SV.DEH4Z6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-33.47%

+9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-21.03%

+13.55%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

-24.47%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

Current Drawdown

Current decline from peak

-17.81%

-16.99%

-0.82%

Average Drawdown

Average peak-to-trough decline

-9.52%

-14.03%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

10.19%

-6.98%

Volatility

M9SV.DE vs. H4Z6.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 HSBC MSCI China UCITS ETF USD (Acc) (H4Z6.DE) has a volatility of 5.43%. This indicates that M9SV.DE experiences smaller price fluctuations and is considered to be less risky than H4Z6.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.DEH4Z6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

5.43%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

13.56%

-6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

19.21%

-8.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

25.15%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

25.15%

-3.66%

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

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


Dividends

M9SV.DE vs. H4Z6.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


M9SV.DE and H4Z6.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.

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

Portfolio Optimizer

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