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M9SV.L vs. IUSA.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

M9SV.L vs. IUSA.MI - 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 iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

M9SV.L is traded in GBP, while IUSA.MI is traded in EUR. To make them comparable, the IUSA.MI values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, M9SV.L achieves a -2.26% return, which is significantly lower than IUSA.MI's 9.45% return.


M9SV.L

1D
0.42%
1M
-1.41%
YTD
-2.26%
6M
-1.08%
1Y
6.45%
3Y*
6.14%
5Y*
4.99%
10Y*

IUSA.MI

1D
0.00%
1M
-0.11%
YTD
9.45%
6M
9.80%
1Y
26.28%
3Y*
19.06%
5Y*
13.95%
10Y*
15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

M9SV.L vs. IUSA.MI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
M9SV.L
Market Access STOXX China A Minimum Variance UCITS ETF
-2.26%0.90%30.30%0.87%-6.40%7.53%22.73%5.67%-5.57%
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
9.45%9.73%27.84%19.84%-10.03%30.99%13.59%27.36%-9.19%

Correlation

The correlation between M9SV.L and IUSA.MI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.10

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

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2018

0.25

The correlation between M9SV.L and IUSA.MI shifts across timeframes, from 0.10 (3 years) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

M9SV.L vs. IUSA.MI — 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: 1717
Overall Rank
M9SV.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
M9SV.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
M9SV.L Omega Ratio Rank: 1515
Omega Ratio Rank
M9SV.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
M9SV.L Martin Ratio Rank: 1818
Martin Ratio Rank

IUSA.MI
IUSA.MI Risk / Return Rank: 7777
Overall Rank
IUSA.MI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IUSA.MI Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUSA.MI Omega Ratio Rank: 7878
Omega Ratio Rank
IUSA.MI Calmar Ratio Rank: 7878
Calmar Ratio Rank
IUSA.MI Martin Ratio Rank: 7676
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. IUSA.MI - 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 iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI). 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.LIUSA.MIDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.09

1.42

-0.33

Calmar ratioReturn relative to maximum drawdown

0.72

3.73

-3.01

Martin ratioReturn relative to average drawdown

1.88

13.17

-11.29

M9SV.L vs. IUSA.MI - Sharpe Ratio Comparison

The current M9SV.L Sharpe Ratio is 0.52, which is lower than the IUSA.MI Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of M9SV.L and IUSA.MI, 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.L vs. IUSA.MI - Drawdown Comparison

The maximum M9SV.L drawdown since its inception was -21.64%, smaller than the maximum IUSA.MI drawdown of -36.55%. Use the drawdown chart below to compare losses from any high point for M9SV.L and IUSA.MI.


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Drawdown Indicators


M9SV.LIUSA.MIDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-36.55%

+14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-7.11%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-21.96%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-21.96%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-26.23%

Current Drawdown

Current decline from peak

-12.24%

-1.45%

-10.79%

Average Drawdown

Average peak-to-trough decline

-7.72%

-5.01%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.00%

+1.35%

Volatility

M9SV.L vs. IUSA.MI - Volatility Comparison

The current volatility for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) is 2.30%, while iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) has a volatility of 3.62%. This indicates that M9SV.L experiences smaller price fluctuations and is considered to be less risky than IUSA.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


M9SV.LIUSA.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

3.62%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.62%

8.05%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.23%

11.44%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

14.87%

+5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.43%

15.92%

+4.51%

M9SV.L vs. IUSA.MI - Expense Ratio Comparison

M9SV.L has a 0.45% expense ratio, which is higher than IUSA.MI's 0.07% expense ratio.


Dividends

M9SV.L vs. IUSA.MI - Dividend Comparison

M9SV.L has not paid dividends to shareholders, while IUSA.MI's dividend yield for the trailing twelve months is around 0.87%.


PositionTTM20252024202320222021202020192018201720162015
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
0.87%0.94%0.99%1.26%1.47%0.99%1.40%1.49%1.71%1.52%1.38%1.52%
M9SV.L
Market Access STOXX China A Minimum Variance UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


M9SV.L and IUSA.MI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.45% for M9SV.L.

M9SV.L is categorized as China Equities, while IUSA.MI is S&P 500. M9SV.L tracks MSCI China A Onshore NR CNY, while IUSA.MI tracks S&P 500 Index. They also come from different issuers: China Post Global and iShares. Their fees differ too: 0.45% for M9SV.L and 0.07% for IUSA.MI.

Portfolio Optimizer

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