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M9SV.DE vs. XCS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M9SV.DE vs. XCS7.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 Xtrackers MSCI China UCITS ETF 1D (XCS7.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 XCS7.DE's -9.07% 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*

XCS7.DE

1D
0.00%
1M
-1.55%
6M
-13.61%
YTD
-9.07%
1Y
-1.55%
3Y*
6.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

M9SV.DE vs. XCS7.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%1.89%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
-9.07%16.53%27.49%-14.73%2.78%

Correlation

The correlation between M9SV.DE and XCS7.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2022

0.43

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Return for Risk

M9SV.DE vs. XCS7.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

XCS7.DE
XCS7.DE Risk / Return Rank: 99
Overall Rank
XCS7.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XCS7.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XCS7.DE Omega Ratio Rank: 99
Omega Ratio Rank
XCS7.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XCS7.DE Martin Ratio Rank: 99
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. XCS7.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 Xtrackers MSCI China UCITS ETF 1D (XCS7.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.DEXCS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.03

1.02

+0.01

Calmar ratioReturn relative to maximum drawdown

0.18

-0.05

+0.23

Martin ratioReturn relative to average drawdown

0.41

-0.09

+0.50

M9SV.DE vs. XCS7.DE - Sharpe Ratio Comparison

The current M9SV.DE Sharpe Ratio is 0.12, which is higher than the XCS7.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of M9SV.DE and XCS7.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. XCS7.DE - Drawdown Comparison

The maximum M9SV.DE drawdown since its inception was -23.79%, smaller than the maximum XCS7.DE drawdown of -36.62%. Use the drawdown chart below to compare losses from any high point for M9SV.DE and XCS7.DE.


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Drawdown Indicators


M9SV.DEXCS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-36.62%

+12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-29.82%

+22.34%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

-29.82%

+6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.79%

Current Drawdown

Current decline from peak

-17.81%

-26.02%

+8.21%

Average Drawdown

Average peak-to-trough decline

-9.52%

-17.26%

+7.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

17.87%

-14.66%

Volatility

M9SV.DE vs. XCS7.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 Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) has a volatility of 5.10%. This indicates that M9SV.DE experiences smaller price fluctuations and is considered to be less risky than XCS7.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.DEXCS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

5.10%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

13.55%

-6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

27.82%

-16.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

27.35%

-6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

27.35%

-5.86%

M9SV.DE vs. XCS7.DE - Expense Ratio Comparison

M9SV.DE has a 0.45% expense ratio, which is higher than XCS7.DE's 0.28% expense ratio.


Dividends

M9SV.DE vs. XCS7.DE - Dividend Comparison

M9SV.DE has not paid dividends to shareholders, while XCS7.DE's dividend yield for the trailing twelve months is around 2.16%.


PositionTTM202520242023
M9SV.DE
Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR
0.00%0.00%0.00%0.00%
XCS7.DE
Xtrackers MSCI China UCITS ETF 1D
2.16%2.35%2.05%3.49%

Frequently Asked Questions


M9SV.DE and XCS7.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCS7.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCS7.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 XCS7.DE tracks MSCI China. They also come from different issuers: Market Access and Xtrackers. Their fees differ too: 0.45% for M9SV.DE and 0.28% for XCS7.DE.

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