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

Performance

M9SV.DE vs. MCHN.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 Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHN.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 lower than MCHN.DE's -1.74% 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*

MCHN.DE

1D
0.00%
1M
-1.29%
6M
-6.49%
YTD
-1.74%
1Y
9.30%
3Y*
7.95%
5Y*
-2.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
M9SV.DE
Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR
-4.50%-5.32%37.47%2.90%-11.14%9.15%
MCHN.DE
Invesco MSCI China All Shares Stock Connect UCITS ETF Acc
-1.74%13.01%25.16%-15.29%-18.40%-10.70%

Correlation

The correlation between M9SV.DE and MCHN.DE is 0.51, 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

0.51

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

0.47

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2021

0.47

The correlation between M9SV.DE and MCHN.DE has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.

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Return for Risk

M9SV.DE vs. MCHN.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

MCHN.DE
MCHN.DE Risk / Return Rank: 1919
Overall Rank
MCHN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MCHN.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MCHN.DE Omega Ratio Rank: 1818
Omega Ratio Rank
MCHN.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
MCHN.DE Martin Ratio Rank: 1919
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. MCHN.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 Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHN.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.DEMCHN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.03

1.10

-0.08

Calmar ratioReturn relative to maximum drawdown

0.18

0.83

-0.66

Martin ratioReturn relative to average drawdown

0.41

1.70

-1.29

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

The current M9SV.DE Sharpe Ratio is 0.12, which is lower than the MCHN.DE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of M9SV.DE and MCHN.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. MCHN.DE - Drawdown Comparison

The maximum M9SV.DE drawdown since its inception was -23.79%, smaller than the maximum MCHN.DE drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for M9SV.DE and MCHN.DE.


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Drawdown Indicators


M9SV.DEMCHN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-45.79%

+22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-11.21%

+3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

-23.24%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

-43.29%

+19.50%

Current Drawdown

Current decline from peak

-17.81%

-17.47%

-0.34%

Average Drawdown

Average peak-to-trough decline

-9.52%

-23.93%

+14.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

5.50%

-2.29%

Volatility

M9SV.DE vs. MCHN.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 Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHN.DE) has a volatility of 5.09%. This indicates that M9SV.DE experiences smaller price fluctuations and is considered to be less risky than MCHN.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.DEMCHN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

5.09%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

12.36%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

17.53%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

25.05%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

24.65%

-3.16%

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

M9SV.DE has a 0.45% expense ratio, which is higher than MCHN.DE's 0.35% expense ratio.


Dividends

M9SV.DE vs. MCHN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


M9SV.DE and MCHN.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MCHN.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MCHN.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for M9SV.DE.

M9SV.DE tracks STOXX China A 900 Minimum Variance Unconstrained AM Index, while MCHN.DE tracks MSCI China All Shares Stock Connect Select. They also come from different issuers: Market Access and Invesco. Their fees differ too: 0.45% for M9SV.DE and 0.35% for MCHN.DE.

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