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CHIQ vs. CQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHIQ and CQQQ is 0.85, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

CHIQ vs. CQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Discretionary ETF (CHIQ) and Invesco China Technology ETF (CQQQ). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
51.27%
100.57%
CHIQ
CQQQ

Key characteristics

Sharpe Ratio

CHIQ:

0.49

CQQQ:

0.88

Sortino Ratio

CHIQ:

0.97

CQQQ:

1.53

Omega Ratio

CHIQ:

1.12

CQQQ:

1.18

Calmar Ratio

CHIQ:

0.30

CQQQ:

0.48

Martin Ratio

CHIQ:

1.25

CQQQ:

2.54

Ulcer Index

CHIQ:

14.88%

CQQQ:

13.62%

Daily Std Dev

CHIQ:

38.04%

CQQQ:

39.51%

Max Drawdown

CHIQ:

-67.04%

CQQQ:

-73.99%

Current Drawdown

CHIQ:

-51.08%

CQQQ:

-59.18%

Returns By Period

In the year-to-date period, CHIQ achieves a 6.01% return, which is significantly lower than CQQQ's 11.07% return. Over the past 10 years, CHIQ has outperformed CQQQ with an annualized return of 5.06%, while CQQQ has yielded a comparatively lower 1.61% annualized return.


CHIQ

YTD

6.01%

1M

-10.54%

6M

-14.16%

1Y

19.71%

5Y*

6.87%

10Y*

5.06%

CQQQ

YTD

11.07%

1M

-5.06%

6M

-2.95%

1Y

35.45%

5Y*

-1.71%

10Y*

1.61%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CHIQ vs. CQQQ - Expense Ratio Comparison

CHIQ has a 0.65% expense ratio, which is lower than CQQQ's 0.70% expense ratio.


CQQQ
Invesco China Technology ETF
Expense ratio chart for CQQQ: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CQQQ: 0.70%
Expense ratio chart for CHIQ: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHIQ: 0.65%

Risk-Adjusted Performance

CHIQ vs. CQQQ — Risk-Adjusted Performance Rank

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

CHIQ
The Risk-Adjusted Performance Rank of CHIQ is 6060
Overall Rank
The Sharpe Ratio Rank of CHIQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CHIQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CHIQ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CHIQ is 5050
Calmar Ratio Rank
The Martin Ratio Rank of CHIQ is 5151
Martin Ratio Rank

CQQQ
The Risk-Adjusted Performance Rank of CQQQ is 7373
Overall Rank
The Sharpe Ratio Rank of CQQQ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CQQQ is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CQQQ is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CQQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CQQQ is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHIQ vs. CQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) and Invesco China Technology ETF (CQQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for CHIQ, currently valued at 0.49, compared to the broader market0.002.004.00
CHIQ: 0.49
CQQQ: 0.90
The chart of Sortino ratio for CHIQ, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.0012.00
CHIQ: 0.97
CQQQ: 1.56
The chart of Omega ratio for CHIQ, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
CHIQ: 1.12
CQQQ: 1.19
The chart of Calmar ratio for CHIQ, currently valued at 0.30, compared to the broader market0.005.0010.0015.00
CHIQ: 0.30
CQQQ: 0.49
The chart of Martin ratio for CHIQ, currently valued at 1.25, compared to the broader market0.0020.0040.0060.0080.00100.00
CHIQ: 1.25
CQQQ: 2.60

The current CHIQ Sharpe Ratio is 0.49, which is lower than the CQQQ Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CHIQ and CQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.49
0.90
CHIQ
CQQQ

Dividends

CHIQ vs. CQQQ - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 2.50%, more than CQQQ's 0.25% yield.


TTM20242023202220212020201920182017201620152014
CHIQ
Global X MSCI China Consumer Discretionary ETF
2.50%2.66%2.26%0.38%0.00%0.11%1.04%2.71%0.62%1.51%4.86%2.08%
CQQQ
Invesco China Technology ETF
0.25%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.42%1.69%1.77%1.00%

Drawdowns

CHIQ vs. CQQQ - Drawdown Comparison

The maximum CHIQ drawdown since its inception was -67.04%, smaller than the maximum CQQQ drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for CHIQ and CQQQ. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%NovemberDecember2025FebruaryMarchApril
-51.08%
-59.18%
CHIQ
CQQQ

Volatility

CHIQ vs. CQQQ - Volatility Comparison

Global X MSCI China Consumer Discretionary ETF (CHIQ) has a higher volatility of 12.11% compared to Invesco China Technology ETF (CQQQ) at 8.26%. This indicates that CHIQ's price experiences larger fluctuations and is considered to be riskier than CQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.11%
8.26%
CHIQ
CQQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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