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M9SV.L vs. GOLB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

M9SV.L vs. GOLB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L). The values are adjusted to include any dividend payments, if applicable.

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M9SV.L vs. GOLB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
M9SV.L
Market Access STOXX China A Minimum Variance UCITS ETF
-2.53%0.90%30.31%0.87%-6.40%7.53%22.73%5.67%-5.57%
GOLB.L
Market Access NYSE Arca Gold Bugs UCITS ETF
18.61%138.45%14.05%0.34%1.34%-14.65%84.95%0.00%0.00%

Returns By Period

In the year-to-date period, M9SV.L achieves a -2.53% return, which is significantly lower than GOLB.L's 18.61% return.


M9SV.L

1D
0.13%
1M
-0.27%
YTD
-2.53%
6M
0.32%
1Y
4.80%
3Y*
7.42%
5Y*
4.45%
10Y*

GOLB.L

1D
7.10%
1M
-14.22%
YTD
18.61%
6M
34.04%
1Y
119.37%
3Y*
44.09%
5Y*
26.04%
10Y*
17.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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M9SV.L vs. GOLB.L - Expense Ratio Comparison

M9SV.L has a 0.45% expense ratio, which is lower than GOLB.L's 0.65% expense ratio.


Return for Risk

M9SV.L vs. GOLB.L — Risk / Return Rank

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

M9SV.L
M9SV.L Risk / Return Rank: 2121
Overall Rank
M9SV.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
M9SV.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
M9SV.L Omega Ratio Rank: 1818
Omega Ratio Rank
M9SV.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
M9SV.L Martin Ratio Rank: 2222
Martin Ratio Rank

GOLB.L
GOLB.L Risk / Return Rank: 9494
Overall Rank
GOLB.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOLB.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOLB.L Omega Ratio Rank: 9292
Omega Ratio Rank
GOLB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOLB.L Martin Ratio Rank: 9494
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.L vs. GOLB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) and Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L). 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.


M9SV.LGOLB.LDifference

Sharpe ratio

Return per unit of total volatility

0.35

2.85

-2.49

Sortino ratio

Return per unit of downside risk

0.58

3.00

-2.42

Omega ratio

Gain probability vs. loss probability

1.07

1.42

-0.35

Calmar ratio

Return relative to maximum drawdown

0.62

4.35

-3.73

Martin ratio

Return relative to average drawdown

1.82

15.54

-13.72

M9SV.L vs. GOLB.L - Sharpe Ratio Comparison

The current M9SV.L Sharpe Ratio is 0.35, which is lower than the GOLB.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of M9SV.L and GOLB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


M9SV.LGOLB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

2.85

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.78

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.17

+0.14

Correlation

The correlation between M9SV.L and GOLB.L is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

M9SV.L vs. GOLB.L - Dividend Comparison

Neither M9SV.L nor GOLB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

M9SV.L vs. GOLB.L - Drawdown Comparison

The maximum M9SV.L drawdown since its inception was -21.64%, smaller than the maximum GOLB.L drawdown of -84.29%. Use the drawdown chart below to compare losses from any high point for M9SV.L and GOLB.L.


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Drawdown Indicators


M9SV.LGOLB.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-84.29%

+62.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-28.11%

+19.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-37.60%

+15.96%

Max Drawdown (10Y)

Largest decline over 10 years

-44.07%

Current Drawdown

Current decline from peak

-12.48%

-14.37%

+1.89%

Average Drawdown

Average peak-to-trough decline

-7.77%

-49.68%

+41.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

7.87%

-4.89%

Volatility

M9SV.L vs. GOLB.L - Volatility Comparison

The current volatility for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) is 4.33%, while Market Access NYSE Arca Gold Bugs UCITS ETF (GOLB.L) has a volatility of 17.41%. This indicates that M9SV.L experiences smaller price fluctuations and is considered to be less risky than GOLB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


M9SV.LGOLB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

17.41%

-13.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

35.00%

-26.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

41.70%

-28.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

33.38%

-13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

33.93%

-13.26%