XCS7.DE vs. M9SV.DE
XCS7.DE (Xtrackers MSCI China UCITS ETF 1D) and M9SV.DE (Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR) are both China Equities funds - XCS7.DE tracks the MSCI China while M9SV.DE tracks the STOXX China A 900 Minimum Variance Unconstrained AM Index. Both are passively managed. Over the past 3 years, XCS7.DE returned 8.10%/yr vs 7.54%/yr for M9SV.DE. At a 0.43 correlation, their price movements are largely independent. XCS7.DE charges 0.28%/yr vs 0.45%/yr for M9SV.DE.
Performance
XCS7.DE vs. M9SV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCS7.DE achieves a -7.22% return, which is significantly lower than M9SV.DE's -2.87% return.
XCS7.DE
- 1D
- 0.00%
- 1M
- 2.42%
- 6M
- -12.42%
- YTD
- -7.22%
- 1Y
- 1.26%
- 3Y*
- 8.10%
- 5Y*
- —
- 10Y*
- —
M9SV.DE
- 1D
- -0.01%
- 1M
- -1.84%
- 6M
- -5.02%
- YTD
- -2.87%
- 1Y
- 3.05%
- 3Y*
- 7.54%
- 5Y*
- 4.91%
- 10Y*
- —
XCS7.DE vs. M9SV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XCS7.DE Xtrackers MSCI China UCITS ETF 1D | -7.22% | 16.53% | 27.49% | -14.73% | 2.78% |
M9SV.DE Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR | -2.87% | -5.32% | 37.47% | 2.90% | 1.89% |
Correlation
The correlation between XCS7.DE and M9SV.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2022 | 0.43 |
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Return for Risk
XCS7.DE vs. M9SV.DE — Risk / Return Rank
XCS7.DE
M9SV.DE
XCS7.DE vs. M9SV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) and Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.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.
| XCS7.DE | M9SV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.42 | -0.37 |
| Martin ratioReturn relative to average drawdown | 0.07 | 0.95 | -0.88 |
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Drawdowns
XCS7.DE vs. M9SV.DE - Drawdown Comparison
The maximum XCS7.DE drawdown since its inception was -36.62%, which is greater than M9SV.DE's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XCS7.DE and M9SV.DE.
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Drawdown Indicators
| XCS7.DE | M9SV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.62% | -23.79% | -12.83% |
Max Drawdown (1Y)Largest decline over 1 year | -29.82% | -7.28% | -22.54% |
Max Drawdown (3Y)Largest decline over 3 years | -29.82% | -23.79% | -6.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.79% | — |
Current DrawdownCurrent decline from peak | -24.52% | -16.41% | -8.11% |
Average DrawdownAverage peak-to-trough decline | -17.26% | -9.52% | -7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.92% | 3.20% | +14.72% |
Volatility
XCS7.DE vs. M9SV.DE - Volatility Comparison
Xtrackers MSCI China UCITS ETF 1D (XCS7.DE) has a higher volatility of 5.47% compared to Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR (M9SV.DE) at 3.37%. This indicates that XCS7.DE's price experiences larger fluctuations and is considered to be riskier than M9SV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCS7.DE | M9SV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 3.37% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 7.32% | +6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.82% | 11.07% | +16.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.35% | 20.42% | +6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.35% | 21.48% | +5.87% |
XCS7.DE vs. M9SV.DE - Expense Ratio Comparison
XCS7.DE has a 0.28% expense ratio, which is lower than M9SV.DE's 0.45% expense ratio.
Dividends
XCS7.DE vs. M9SV.DE - Dividend Comparison
XCS7.DE's dividend yield for the trailing twelve months is around 2.12%, while M9SV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
M9SV.DE Market Access STOXX China A Minimum Variance Index UCITS ETF C EUR | 0.00% | 0.00% | 0.00% | 0.00% |
XCS7.DE Xtrackers MSCI China UCITS ETF 1D | 2.12% | 2.35% | 2.05% | 3.49% |
Frequently Asked Questions
XCS7.DE and M9SV.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCS7.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCS7.DE is cheaper with a 0.28% expense ratio, compared with 0.45% for M9SV.DE.
XCS7.DE tracks MSCI China, while M9SV.DE tracks STOXX China A 900 Minimum Variance Unconstrained AM Index. They also come from different issuers: Xtrackers and Market Access. Their fees differ too: 0.28% for XCS7.DE and 0.45% for M9SV.DE.
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