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XCS6.DE vs. CNIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS6.DE vs. CNIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI China UCITS ETF 1C (XCS6.DE) and VanEck New China ESG UCITS ETF A (CNIE.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, XCS6.DE achieves a -7.24% return, which is significantly lower than CNIE.DE's -3.41% return.


XCS6.DE

1D
-0.30%
1M
-3.42%
YTD
-7.24%
6M
-9.67%
1Y
2.03%
3Y*
7.21%
5Y*
-4.64%
10Y*
4.37%

CNIE.DE

1D
-0.76%
1M
-3.01%
YTD
-3.41%
6M
-5.32%
1Y
6.61%
3Y*
-0.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS6.DE vs. CNIE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCS6.DE
Xtrackers MSCI China UCITS ETF 1C
-7.24%16.38%27.05%-15.14%-15.45%-5.57%
CNIE.DE
VanEck New China ESG UCITS ETF A
-3.41%8.76%7.28%-12.40%-22.84%8.74%

Correlation

The correlation between XCS6.DE and CNIE.DE is 0.78, 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

0.78

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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.76

The correlation between XCS6.DE and CNIE.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.

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Return for Risk

XCS6.DE vs. CNIE.DE — Risk / Return Rank

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

XCS6.DE
XCS6.DE Risk / Return Rank: 1111
Overall Rank
XCS6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XCS6.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XCS6.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XCS6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XCS6.DE Martin Ratio Rank: 1010
Martin Ratio Rank

CNIE.DE
CNIE.DE Risk / Return Rank: 1515
Overall Rank
CNIE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CNIE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
CNIE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CNIE.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CNIE.DE Martin Ratio Rank: 1515
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.

XCS6.DE vs. CNIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1C (XCS6.DE) and VanEck New China ESG UCITS ETF A (CNIE.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.


XCS6.DECNIE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.04

1.08

-0.05

Calmar ratioReturn relative to maximum drawdown

0.13

0.53

-0.40

Martin ratioReturn relative to average drawdown

0.27

1.17

-0.90

XCS6.DE vs. CNIE.DE - Sharpe Ratio Comparison

The current XCS6.DE Sharpe Ratio is 0.12, which is lower than the CNIE.DE Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of XCS6.DE and CNIE.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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Sharpe Ratios by Period


XCS6.DECNIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.42

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.16

+0.33

Drawdowns

XCS6.DE vs. CNIE.DE - Drawdown Comparison

The maximum XCS6.DE drawdown since its inception was -56.31%, which is greater than CNIE.DE's maximum drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for XCS6.DE and CNIE.DE.


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Drawdown Indicators


XCS6.DECNIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.31%

-45.69%

-10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-12.45%

-4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-24.77%

-29.20%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-49.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.31%

Current Drawdown

Current decline from peak

-33.60%

-25.25%

-8.35%

Average Drawdown

Average peak-to-trough decline

-21.19%

-24.67%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

5.70%

+2.57%

Volatility

XCS6.DE vs. CNIE.DE - Volatility Comparison

Xtrackers MSCI China UCITS ETF 1C (XCS6.DE) has a higher volatility of 7.17% compared to VanEck New China ESG UCITS ETF A (CNIE.DE) at 4.49%. This indicates that XCS6.DE's price experiences larger fluctuations and is considered to be riskier than CNIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS6.DECNIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

4.49%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

10.68%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

16.04%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.67%

24.27%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.33%

24.27%

+1.06%

XCS6.DE vs. CNIE.DE - Expense Ratio Comparison

XCS6.DE has a 0.65% expense ratio, which is higher than CNIE.DE's 0.60% expense ratio.


Dividends

XCS6.DE vs. CNIE.DE - Dividend Comparison

Neither XCS6.DE nor CNIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS6.DE and CNIE.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNIE.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNIE.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for XCS6.DE.

XCS6.DE tracks MSCI China, while CNIE.DE tracks MarketGrader New China ESG. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.65% for XCS6.DE and 0.60% for CNIE.DE.

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