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CACX.L vs. ^IBEX
Performance
Return for Risk
Drawdowns
Volatility

Performance

CACX.L vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CACX.L is traded in GBp, while ^IBEX is traded in EUR. To make them comparable, the ^IBEX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CACX.L achieves a 4.40% return, which is significantly lower than ^IBEX's 10.73% return. Over the past 10 years, CACX.L has outperformed ^IBEX with an annualized return of 10.96%, while ^IBEX has yielded a comparatively lower 9.19% annualized return.


CACX.L

1D
0.28%
1M
2.07%
YTD
4.40%
6M
3.83%
1Y
13.13%
3Y*
7.43%
5Y*
8.17%
10Y*
10.96%

^IBEX

1D
0.00%
1M
4.98%
YTD
10.73%
6M
10.37%
1Y
39.08%
3Y*
26.56%
5Y*
16.79%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACX.L vs. ^IBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CACX.L
Lyxor CAC 40 (DR) UCITS ETF - Dist
4.40%19.60%-4.39%16.83%-0.56%22.14%0.79%26.03%-5.19%19.33%
^IBEX
IBEX 35 Index
10.73%57.26%9.56%20.31%-0.39%1.23%-10.67%5.47%-14.13%11.98%

Correlation

The correlation between CACX.L and ^IBEX is 0.68, 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

0.68

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

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.68

The correlation between CACX.L and ^IBEX has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

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Return for Risk

CACX.L vs. ^IBEX — Risk / Return Rank

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

CACX.L
CACX.L Risk / Return Rank: 2626
Overall Rank
CACX.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CACX.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CACX.L Omega Ratio Rank: 2727
Omega Ratio Rank
CACX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
CACX.L Martin Ratio Rank: 2727
Martin Ratio Rank

^IBEX
^IBEX Risk / Return Rank: 9090
Overall Rank
^IBEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
^IBEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
^IBEX Omega Ratio Rank: 9090
Omega Ratio Rank
^IBEX Calmar Ratio Rank: 9292
Calmar Ratio Rank
^IBEX Martin Ratio Rank: 9090
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.

CACX.L vs. ^IBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and IBEX 35 Index (^IBEX). 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.


CACX.L^IBEXDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.95

Omega ratioGain probability vs. loss probability

1.18

1.44

-0.26

Calmar ratioReturn relative to maximum drawdown

1.11

3.69

-2.58

Martin ratioReturn relative to average drawdown

3.33

11.93

-8.60

CACX.L vs. ^IBEX - Sharpe Ratio Comparison

The current CACX.L Sharpe Ratio is 0.91, which is lower than the ^IBEX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of CACX.L and ^IBEX, 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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Drawdowns

CACX.L vs. ^IBEX - Drawdown Comparison

The maximum CACX.L drawdown since its inception was -54.68%, smaller than the maximum ^IBEX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for CACX.L and ^IBEX.


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Drawdown Indicators


CACX.L^IBEXDifference

Max Drawdown

Largest peak-to-trough decline

-54.68%

-59.52%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-10.44%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

-10.44%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-19.36%

-19.13%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.83%

-42.73%

+9.90%

Current Drawdown

Current decline from peak

-1.85%

-0.84%

-1.01%

Average Drawdown

Average peak-to-trough decline

-19.41%

-27.03%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.25%

+0.68%

Volatility

CACX.L vs. ^IBEX - Volatility Comparison

The current volatility for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) is 2.82%, while IBEX 35 Index (^IBEX) has a volatility of 3.70%. This indicates that CACX.L experiences smaller price fluctuations and is considered to be less risky than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CACX.L^IBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

3.70%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

13.49%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

15.86%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

16.64%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

18.21%

-0.63%

Frequently Asked Questions


CACX.L and ^IBEX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CACX.L and ^IBEX

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