^IBEX vs. ^FCHI

Last updated Apr 2, 2026

Compare and contrast key facts about IBEX 35 Index (^IBEX) and CAC 40 (^FCHI).

Performance

^IBEX vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IBEX 35 Index (^IBEX) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

^IBEX vs. ^FCHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^IBEX IBEX 35 Index	1.58%	49.27%	14.78%	22.76%	-5.56%	7.93%	-15.45%	11.82%	-14.97%	7.40%
^FCHI CAC 40	-2.06%	10.42%	-2.15%	16.52%	-9.50%	28.85%	-7.14%	26.37%	-10.95%	9.26%

Returns By Period

In the year-to-date period, ^IBEX achieves a 1.58% return, which is significantly higher than ^FCHI's -2.06% return. Over the past 10 years, ^IBEX has outperformed ^FCHI with an annualized return of 7.41%, while ^FCHI has yielded a comparatively lower 6.33% annualized return.

^IBEX

• 1D: 3.11%
• 1M: -1.67%
• YTD: 1.58%
• 6M: 13.14%
• 1Y: 32.21%
• 3Y*: 23.95%
• 5Y*: 15.43%
• 10Y*: 7.41%

^FCHI

• 1D: 2.10%
• 1M: -4.92%
• YTD: -2.06%
• 6M: 0.18%
• 1Y: 1.33%
• 3Y*: 2.91%
• 5Y*: 5.51%
• 10Y*: 6.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^IBEX vs. ^FCHI — Risk / Return Rank

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

^IBEX

^IBEX Risk / Return Rank: 94
^IBEX Sharpe Ratio Rank: 92
^IBEX Sortino Ratio Rank: 92
^IBEX Omega Ratio Rank: 93
^IBEX Calmar Ratio Rank: 97
^IBEX Martin Ratio Rank: 97

^FCHI

^FCHI Risk / Return Rank: 26
^FCHI Sharpe Ratio Rank: 18
^FCHI Sortino Ratio Rank: 18
^FCHI Omega Ratio Rank: 18
^FCHI Calmar Ratio Rank: 38
^FCHI Martin Ratio Rank: 39

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.

^IBEX vs. ^FCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and CAC 40 (^FCHI). 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.

	^IBEX	^FCHI	Difference
Sharpe ratio Return per unit of total volatility	1.80	0.08	+1.71
Sortino ratio Return per unit of downside risk	2.28	0.21	+2.07
Omega ratio Gain probability vs. loss probability	1.35	1.03	+0.32
Calmar ratio Return relative to maximum drawdown	4.74	0.88	+3.87
Martin ratio Return relative to average drawdown	17.21	3.04	+14.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^IBEX vs. ^FCHI - Sharpe Ratio Comparison

The current ^IBEX Sharpe Ratio is 1.80, which is higher than the ^FCHI Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ^IBEX and ^FCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^IBEX	^FCHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	0.08	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.34	+0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.35	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.21	+0.05

Correlation

The correlation between ^IBEX and ^FCHI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

^IBEX vs. ^FCHI - Drawdown Comparison

The maximum ^IBEX drawdown since its inception was -62.65%, roughly equal to the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^IBEX and ^FCHI.

Drawdown Indicators

	^IBEX	^FCHI	Difference
Max Drawdown Largest peak-to-trough decline	-62.65%	-65.29%	+2.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.72%	-12.67%	+0.95%
Max Drawdown (5Y) Largest decline over 5 years	-21.76%	-23.04%	+1.28%
Max Drawdown (10Y) Largest decline over 10 years	-45.16%	-38.56%	-6.60%
Current Drawdown Current decline from peak	-4.95%	-7.42%	+2.47%
Average Drawdown Average peak-to-trough decline	-28.45%	-23.58%	-4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	3.19%	-0.53%

Volatility

^IBEX vs. ^FCHI - Volatility Comparison

IBEX 35 Index (^IBEX) has a higher volatility of 6.82% compared to CAC 40 (^FCHI) at 5.25%. This indicates that ^IBEX's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^IBEX	^FCHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	5.25%	+1.57%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	9.46%	+2.35%
Volatility (1Y) Calculated over the trailing 1-year period	17.57%	15.89%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	16.18%	-0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.52%	17.67%	+0.85%