^STOXX vs. ICGA.DE
^STOXX (STOXX Europe 600 Index) is an index, while ICGA.DE (iShares MSCI China UCITS ETF USD Acc) is China Equities fund tracking the MSCI China. Over the past 5 years, ^STOXX returned 6.72%/yr vs -3.91%/yr for ICGA.DE. At a 0.44 correlation, their price movements are largely independent.
Performance
^STOXX vs. ICGA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ^STOXX achieves a 6.82% return, which is significantly higher than ICGA.DE's -7.21% return.
^STOXX
- 1D
- 1.88%
- 1M
- 4.33%
- YTD
- 6.82%
- 6M
- 8.70%
- 1Y
- 16.20%
- 3Y*
- 10.98%
- 5Y*
- 6.72%
- 10Y*
- 7.05%
ICGA.DE
- 1D
- 1.03%
- 1M
- -2.20%
- YTD
- -7.21%
- 6M
- -6.68%
- 1Y
- 3.16%
- 3Y*
- 6.05%
- 5Y*
- -3.91%
- 10Y*
- —
^STOXX vs. ICGA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
^STOXX STOXX Europe 600 Index | 6.82% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 8.44% |
ICGA.DE iShares MSCI China UCITS ETF USD Acc | -7.21% | 16.59% | 27.32% | -14.87% | -15.07% | -17.34% | 15.34% | 14.19% |
Correlation
The correlation between ^STOXX and ICGA.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2019 | 0.44 |
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Return for Risk
^STOXX vs. ICGA.DE — Risk / Return Rank
^STOXX
ICGA.DE
^STOXX vs. ICGA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and iShares MSCI China UCITS ETF USD Acc (ICGA.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.
| ^STOXX | ICGA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.18 | +1.43 |
| Martin ratioReturn relative to average drawdown | 5.82 | 0.37 | +5.44 |
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Drawdowns
^STOXX vs. ICGA.DE - Drawdown Comparison
The maximum ^STOXX drawdown since its inception was -60.54%, which is greater than ICGA.DE's maximum drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for ^STOXX and ICGA.DE.
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Drawdown Indicators
| ^STOXX | ICGA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.54% | -55.91% | -4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -17.50% | +7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -24.29% | +7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -49.29% | +26.74% |
Max Drawdown (10Y)Largest decline over 10 years | -35.55% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -32.83% | +32.73% |
Average DrawdownAverage peak-to-trough decline | -14.61% | -28.78% | +14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 8.47% | -5.79% |
Volatility
^STOXX vs. ICGA.DE - Volatility Comparison
The current volatility for STOXX Europe 600 Index (^STOXX) is 3.17%, while iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a volatility of 6.02%. This indicates that ^STOXX experiences smaller price fluctuations and is considered to be less risky than ICGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^STOXX | ICGA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 6.02% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 13.75% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 18.96% | -6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 27.79% | -13.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 27.05% | -11.55% |
Frequently Asked Questions
^STOXX and ICGA.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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