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MIDE vs. CN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIDE vs. CN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Xtrackers MSCI All China Equity ETF (CN). The values are adjusted to include any dividend payments, if applicable.

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MIDE vs. CN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MIDE
Xtrackers S&P MidCap 400 ESG ETF
2.61%9.81%11.21%15.20%-11.63%11.77%
CN
Xtrackers MSCI All China Equity ETF
0.00%0.00%-3.10%-11.87%-23.85%-20.23%

Returns By Period


MIDE

1D
0.85%
1M
-5.40%
YTD
2.61%
6M
5.51%
1Y
19.04%
3Y*
11.96%
5Y*
6.70%
10Y*

CN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIDE vs. CN - Expense Ratio Comparison

MIDE has a 0.15% expense ratio, which is lower than CN's 0.50% expense ratio.


Return for Risk

MIDE vs. CN — Risk / Return Rank

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

MIDE
MIDE Risk / Return Rank: 4848
Overall Rank
MIDE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MIDE Sortino Ratio Rank: 4949
Sortino Ratio Rank
MIDE Omega Ratio Rank: 4747
Omega Ratio Rank
MIDE Calmar Ratio Rank: 4747
Calmar Ratio Rank
MIDE Martin Ratio Rank: 5252
Martin Ratio Rank

CN
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.

MIDE vs. CN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P MidCap 400 ESG ETF (MIDE) and Xtrackers MSCI All China Equity ETF (CN). 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.


MIDECNDifference

Sharpe ratio

Return per unit of total volatility

0.90

Sortino ratio

Return per unit of downside risk

1.39

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.35

Martin ratio

Return relative to average drawdown

5.59

MIDE vs. CN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MIDECNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Correlation

The correlation between MIDE and CN is 0.29, 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

MIDE vs. CN - Dividend Comparison

MIDE's dividend yield for the trailing twelve months is around 1.46%, while CN has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MIDE
Xtrackers S&P MidCap 400 ESG ETF
1.46%1.52%1.45%1.36%1.33%0.93%0.00%0.00%0.00%0.00%0.00%0.00%
CN
Xtrackers MSCI All China Equity ETF
0.00%0.00%0.00%4.04%1.80%2.00%0.78%4.18%2.09%0.81%11.41%14.00%

Drawdowns

MIDE vs. CN - Drawdown Comparison


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Drawdown Indicators


MIDECNDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

Current Drawdown

Current decline from peak

-5.94%

Average Drawdown

Average peak-to-trough decline

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

Volatility

MIDE vs. CN - Volatility Comparison


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Volatility by Period


MIDECNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%