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CN vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CN and QQQ is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

CN vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All China Equity ETF (CN) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember
22.22%
7.69%
CN
QQQ

Key characteristics

Daily Std Dev

CN:

102.95%

QQQ:

17.87%

Max Drawdown

CN:

-45.00%

QQQ:

-82.98%

Current Drawdown

CN:

-17.50%

QQQ:

-2.69%

Returns By Period


CN

YTD

N/A

1M

3.13%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

28.44%

1M

3.54%

6M

10.65%

1Y

28.86%

5Y*

20.62%

10Y*

18.39%

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CN vs. QQQ - Expense Ratio Comparison

CN has a 0.50% expense ratio, which is higher than QQQ's 0.20% expense ratio.


CN
Xtrackers MSCI All China Equity ETF
Expense ratio chart for CN: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

CN vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) and Invesco QQQ (QQQ). 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
No data
CN
QQQ


Chart placeholderNot enough data

Dividends

CN vs. QQQ - Dividend Comparison

CN's dividend yield for the trailing twelve months is around 14,364.15%, more than QQQ's 0.59% yield.


TTM20232022202120202019201820172016201520142013
CN
Xtrackers MSCI All China Equity ETF
14,364.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

CN vs. QQQ - Drawdown Comparison

The maximum CN drawdown since its inception was -45.00%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CN and QQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember
-17.50%
-2.69%
CN
QQQ

Volatility

CN vs. QQQ - Volatility Comparison

Xtrackers MSCI All China Equity ETF (CN) has a higher volatility of 43.47% compared to Invesco QQQ (QQQ) at 5.35%. This indicates that CN's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
43.47%
5.35%
CN
QQQ
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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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