CHIQ vs. BABA
Compare and contrast key facts about Global X MSCI China Consumer Discretionary ETF (CHIQ) and Alibaba Group Holding Limited (BABA).
CHIQ is a passively managed fund by Global X that tracks the performance of the MSCI China Consumer Discretionary 10/50 Index. It was launched on Nov 30, 2009.
Performance
CHIQ vs. BABA - Performance Comparison
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CHIQ vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHIQ Global X MSCI China Consumer Discretionary ETF | -6.51% | 13.69% | 10.74% | -10.70% | -22.01% | -27.07% | 92.61% | 44.19% | -28.65% | 67.74% |
BABA Alibaba Group Holding Limited | -14.41% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Returns By Period
In the year-to-date period, CHIQ achieves a -6.51% return, which is significantly higher than BABA's -14.41% return. Over the past 10 years, CHIQ has outperformed BABA with an annualized return of 7.29%, while BABA has yielded a comparatively lower 5.31% annualized return.
CHIQ
- 1D
- 3.43%
- 1M
- -2.74%
- YTD
- -6.51%
- 6M
- -17.09%
- 1Y
- -9.66%
- 3Y*
- 1.64%
- 5Y*
- -9.04%
- 10Y*
- 7.29%
BABA
- 1D
- 2.85%
- 1M
- -12.94%
- YTD
- -14.41%
- 6M
- -29.80%
- 1Y
- -3.52%
- 3Y*
- 8.94%
- 5Y*
- -10.05%
- 10Y*
- 5.31%
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Return for Risk
CHIQ vs. BABA — Risk / Return Rank
CHIQ
BABA
CHIQ vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) and Alibaba Group Holding Limited (BABA). 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.
| CHIQ | BABA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.36 | -0.08 | -0.28 |
Sortino ratioReturn per unit of downside risk | -0.32 | 0.23 | -0.55 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.03 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | -0.10 | -0.36 |
Martin ratioReturn relative to average drawdown | -1.02 | -0.24 | -0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHIQ | BABA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | -0.08 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.20 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.12 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.07 | +0.02 |
Correlation
The correlation between CHIQ and BABA is 0.73, 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.
Dividends
CHIQ vs. BABA - Dividend Comparison
CHIQ's dividend yield for the trailing twelve months is around 1.58%, which matches BABA's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHIQ Global X MSCI China Consumer Discretionary ETF | 1.58% | 1.48% | 2.65% | 2.26% | 0.38% | 0.00% | 0.11% | 1.05% | 2.71% | 0.62% | 1.51% | 4.86% |
BABA Alibaba Group Holding Limited | 1.59% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CHIQ vs. BABA - Drawdown Comparison
The maximum CHIQ drawdown since its inception was -67.04%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for CHIQ and BABA.
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Drawdown Indicators
| CHIQ | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.04% | -80.09% | +13.05% |
Max Drawdown (1Y)Largest decline over 1 year | -21.18% | -35.58% | +14.40% |
Max Drawdown (5Y)Largest decline over 5 years | -59.95% | -74.12% | +14.17% |
Max Drawdown (10Y)Largest decline over 10 years | -67.04% | -80.09% | +13.05% |
Current DrawdownCurrent decline from peak | -50.95% | -58.34% | +7.39% |
Average DrawdownAverage peak-to-trough decline | -30.39% | -37.23% | +6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.58% | 15.43% | -5.85% |
Volatility
CHIQ vs. BABA - Volatility Comparison
The current volatility for Global X MSCI China Consumer Discretionary ETF (CHIQ) is 8.38%, while Alibaba Group Holding Limited (BABA) has a volatility of 12.47%. This indicates that CHIQ experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHIQ | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 12.47% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.59% | 29.36% | -12.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.25% | 45.97% | -18.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.80% | 51.12% | -13.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.40% | 43.22% | -10.82% |