CACX.L vs. ^RTSI

Last updated Jun 9, 2026

CACX.L (Lyxor CAC 40 (DR) UCITS ETF - Dist) is Europe Equities fund tracking the Euronext Paris CAC 40 NR EUR, while ^RTSI (RTS Index) is an index. Over the past 10 years, CACX.L returned 11.41%/yr vs 2.97%/yr for ^RTSI. At a 0.34 correlation, their price movements are largely independent.

Performance

CACX.L vs. ^RTSI - 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 RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CACX.L is traded in GBp, while ^RTSI is traded in USD. To make them comparable, the ^RTSI 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 2.38% return, which is significantly higher than ^RTSI's 0.74% return. Over the past 10 years, CACX.L has outperformed ^RTSI with an annualized return of 11.41%, while ^RTSI has yielded a comparatively lower 2.97% annualized return.

CACX.L

• 1D: 0.06%
• 1M: 2.38%
• YTD: 2.38%
• 6M: 2.87%
• 1Y: 11.26%
• 3Y*: 7.92%
• 5Y*: 7.66%
• 10Y*: 11.41%

^RTSI

• 1D: -1.35%
• 1M: 3.14%
• YTD: 0.74%
• 6M: 0.67%
• 1Y: 1.68%
• 3Y*: -0.44%
• 5Y*: -6.45%
• 10Y*: 2.97%

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

CACX.L vs. ^RTSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist	2.38%	19.60%	-4.39%	16.83%	-0.56%	22.14%	0.79%	26.03%	-5.19%	19.33%
^RTSI RTS Index	0.74%	16.24%	-16.37%	6.05%	-32.11%	16.05%	-13.79%	40.70%	-1.72%	-8.48%

Correlation

The correlation between CACX.L and ^RTSI is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.34

The correlation between CACX.L and ^RTSI shifts across timeframes, from -0.04 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CACX.L vs. ^RTSI — 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: 24
CACX.L Sharpe Ratio Rank: 24
CACX.L Sortino Ratio Rank: 23
CACX.L Omega Ratio Rank: 24
CACX.L Calmar Ratio Rank: 23
CACX.L Martin Ratio Rank: 24

^RTSI

^RTSI Risk / Return Rank: 11
^RTSI Sharpe Ratio Rank: 11
^RTSI Sortino Ratio Rank: 11
^RTSI Omega Ratio Rank: 11
^RTSI Calmar Ratio Rank: 11
^RTSI Martin Ratio Rank: 11

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. ^RTSI - 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 RTS Index (^RTSI). 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.

	CACX.L	^RTSI	Difference
Sharpe ratio: Return per unit of total volatility	0.77	-0.02	+0.80
Sortino ratio: Return per unit of downside risk	1.16	0.12	+1.04
Omega ratio: Gain probability vs. loss probability	1.15	1.01	+0.14
Calmar ratio: Return relative to maximum drawdown	0.95	-0.03	+0.98
Martin ratio: Return relative to average drawdown	2.88	-0.07	+2.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CACX.L vs. ^RTSI - Sharpe Ratio Comparison

The current CACX.L Sharpe Ratio is 0.77, which is higher than the ^RTSI Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of CACX.L and ^RTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CACX.L	^RTSI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	-0.02	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.18	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.10	+0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	-0.02	+0.18

Drawdowns

CACX.L vs. ^RTSI - Drawdown Comparison

The maximum CACX.L drawdown since its inception was -54.68%, smaller than the maximum ^RTSI drawdown of -72.96%. Use the drawdown chart below to compare losses from any high point for CACX.L and ^RTSI.

Drawdown Indicators

	CACX.L	^RTSI	Difference
Max Drawdown Largest peak-to-trough decline	-54.68%	-72.96%	+18.28%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-15.58%	+3.77%
Max Drawdown (3Y) Largest decline over 3 years	-14.77%	-40.06%	+25.29%
Max Drawdown (5Y) Largest decline over 5 years	-19.36%	-60.16%	+40.80%
Max Drawdown (10Y) Largest decline over 10 years	-32.83%	-60.16%	+27.33%
Current Drawdown Current decline from peak	-3.75%	-40.23%	+36.48%
Average Drawdown Average peak-to-trough decline	-19.48%	-32.83%	+13.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	7.26%	-3.36%

Volatility

CACX.L vs. ^RTSI - Volatility Comparison

The current volatility for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) is 3.34%, while RTS Index (^RTSI) has a volatility of 6.09%. This indicates that CACX.L experiences smaller price fluctuations and is considered to be less risky than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CACX.L	^RTSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	6.09%	-2.75%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	13.50%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	21.22%	-6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	35.49%	-18.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.67%	30.69%	-13.02%

Frequently Asked Questions

Can I hold both CACX.L and ^RTSI in my portfolio?

CACX.L and ^RTSI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.