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MCHN.DE vs. DBX9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHN.DE vs. DBX9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHN.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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, MCHN.DE achieves a -1.61% return, which is significantly lower than DBX9.DE's 15.56% return.


MCHN.DE

1D
0.00%
1M
-1.49%
YTD
-1.61%
6M
-0.97%
1Y
10.70%
3Y*
8.35%
5Y*
-3.50%
10Y*

DBX9.DE

1D
1.58%
1M
4.42%
YTD
15.56%
6M
17.29%
1Y
39.69%
3Y*
15.94%
5Y*
0.61%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCHN.DE vs. DBX9.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MCHN.DE
Invesco MSCI China All Shares Stock Connect UCITS ETF Acc
-1.61%13.01%25.16%-15.29%-18.40%-10.70%
DBX9.DE
Xtrackers FTSE China 50 UCITS ETF 1C
15.56%10.03%37.71%-16.44%-13.64%-20.43%

Correlation

The correlation between MCHN.DE and DBX9.DE is 0.79, 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

0.79

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

0.87

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

0.90

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

0.90

The correlation between MCHN.DE and DBX9.DE shifts across timeframes, from 0.79 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MCHN.DE vs. DBX9.DE — Risk / Return Rank

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

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: 2121
Calmar Ratio Rank
MCHN.DE Martin Ratio Rank: 1919
Martin Ratio Rank

DBX9.DE
DBX9.DE Risk / Return Rank: 8585
Overall Rank
DBX9.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DBX9.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
DBX9.DE Omega Ratio Rank: 8080
Omega Ratio Rank
DBX9.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
DBX9.DE Martin Ratio Rank: 8585
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.

MCHN.DE vs. DBX9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHN.DE) and Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.


MCHN.DEDBX9.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.24

Omega ratioGain probability vs. loss probability

1.12

1.42

-0.30

Calmar ratioReturn relative to maximum drawdown

0.96

5.97

-5.01

Martin ratioReturn relative to average drawdown

2.11

15.49

-13.38

MCHN.DE vs. DBX9.DE - Sharpe Ratio Comparison

The current MCHN.DE Sharpe Ratio is 0.63, which is lower than the DBX9.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of MCHN.DE and DBX9.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

MCHN.DE vs. DBX9.DE - Drawdown Comparison

The maximum MCHN.DE drawdown since its inception was -45.79%, smaller than the maximum DBX9.DE drawdown of -66.51%. Use the drawdown chart below to compare losses from any high point for MCHN.DE and DBX9.DE.


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Drawdown Indicators


MCHN.DEDBX9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-66.51%

+20.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-6.62%

-4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-27.85%

+4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-45.54%

-47.60%

+2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-53.99%

Current Drawdown

Current decline from peak

-17.36%

-10.16%

-7.20%

Average Drawdown

Average peak-to-trough decline

-24.00%

-29.44%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

2.55%

+2.55%

Volatility

MCHN.DE vs. DBX9.DE - Volatility Comparison

The current volatility for Invesco MSCI China All Shares Stock Connect UCITS ETF Acc (MCHN.DE) is 5.48%, while Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) has a volatility of 5.99%. This indicates that MCHN.DE experiences smaller price fluctuations and is considered to be less risky than DBX9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHN.DEDBX9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

5.99%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

11.34%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

16.50%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

27.23%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.71%

24.52%

+0.19%

MCHN.DE vs. DBX9.DE - Expense Ratio Comparison

MCHN.DE has a 0.35% expense ratio, which is lower than DBX9.DE's 0.60% expense ratio.


Dividends

MCHN.DE vs. DBX9.DE - Dividend Comparison

Neither MCHN.DE nor DBX9.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MCHN.DE and DBX9.DE have a correlation of 0.79, 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 0.60% for DBX9.DE.

MCHN.DE tracks MSCI China All Shares Stock Connect Select, while DBX9.DE tracks FTSE China 50. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.35% for MCHN.DE and 0.60% for DBX9.DE.

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