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CQQQ vs. ISVBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CQQQ vs. ISVBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco China Technology ETF (CQQQ) and iShares MSCI China A UCITS ETF (ISVBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CQQQ achieves a -0.60% return, which is significantly higher than ISVBF's -6.75% return.


CQQQ

1D
2.99%
1M
-4.26%
6M
-4.67%
YTD
-0.60%
1Y
12.26%
3Y*
7.52%
5Y*
-5.62%
10Y*
4.42%
ALL TIME*
5.51%

ISVBF

1D
-0.66%
1M
9.06%
6M
-8.63%
YTD
-6.75%
1Y
-0.99%
3Y*
8.45%
5Y*
-2.48%
10Y*
ALL TIME*
-4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$53.35M$63.10M$77.04M
$147.49K$255.95K$315.23K

CQQQ vs. ISVBF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CQQQ
Invesco China Technology ETF
-0.60%34.96%9.84%-16.71%-30.09%-22.64%
ISVBF
iShares MSCI China A UCITS ETF
-6.75%30.64%18.96%-9.28%-23.01%-22.12%

Correlation

The correlation between CQQQ and ISVBF is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

0.30

Over the past year, CQQQ and ISVBF have become more correlated (0.51) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

CQQQ vs. ISVBF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CQQQ
CQQQ Risk / Return Rank: 1818
Overall Rank
CQQQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CQQQ Sortino Ratio Rank: 2020
Sortino Ratio Rank
CQQQ Omega Ratio Rank: 1919
Omega Ratio Rank
CQQQ Calmar Ratio Rank: 1818
Calmar Ratio Rank
CQQQ Martin Ratio Rank: 1818
Martin Ratio Rank

ISVBF
ISVBF Risk / Return Rank: 1010
Overall Rank
ISVBF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1010
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1010
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CQQQ vs. ISVBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco China Technology ETF (CQQQ) and iShares MSCI China A UCITS ETF (ISVBF). 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.


CQQQISVBFDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.09

1.02

+0.07

Calmar ratioReturn relative to maximum drawdown

0.50

-0.04

+0.55

Martin ratioReturn relative to average drawdown

1.08

-0.09

+1.17

CQQQ vs. ISVBF - Sharpe Ratio Comparison

The current CQQQ Sharpe Ratio is 0.38, which is higher than the ISVBF Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of CQQQ and ISVBF, 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

CQQQ vs. ISVBF - Drawdown Comparison

The maximum CQQQ drawdown since its inception was -73.99%, which is greater than ISVBF's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for CQQQ and ISVBF.


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Drawdown Indicators


CQQQISVBFDifference

Max Drawdown

Largest peak-to-trough decline

-73.99%

-53.78%

-20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-24.41%

-24.14%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-34.42%

-24.14%

-10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-62.09%

-46.06%

-16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-73.99%

Current Drawdown

Current decline from peak

-50.69%

-24.42%

-26.27%

Average Drawdown

Average peak-to-trough decline

-28.50%

-32.57%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

11.23%

+0.11%

Volatility

CQQQ vs. ISVBF - Volatility Comparison

Invesco China Technology ETF (CQQQ) has a higher volatility of 11.42% compared to iShares MSCI China A UCITS ETF (ISVBF) at 6.46%. This indicates that CQQQ's price experiences larger fluctuations and is considered to be riskier than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CQQQISVBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

6.46%

+4.96%

Volatility (6M)

Calculated over the trailing 6-month period

24.86%

26.45%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

32.60%

31.60%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.19%

30.08%

+8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.57%

30.06%

+3.51%

CQQQ vs. ISVBF - Expense Ratio Comparison

CQQQ has a 0.70% expense ratio, which is higher than ISVBF's 0.40% expense ratio.


Dividends

CQQQ vs. ISVBF - Dividend Comparison

CQQQ's dividend yield for the trailing twelve months is around 2.18%, while ISVBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CQQQ
Invesco China Technology ETF
2.18%2.17%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CQQQ and ISVBF have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CQQQ has higher volatility (11.42%) compared to ISVBF (6.46%). In terms of maximum drawdown, CQQQ dropped -73.99% vs ISVBF's -53.78%.

On 5-year performance, ISVBF leads with -2.48% vs -5.62% for CQQQ. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 6.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ISVBF has performed better with a -2.48% return vs -5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.70% for CQQQ.

CQQQ has the higher dividend yield at 2.18%, compared with 0.00% for ISVBF.

CQQQ tracks FTSE China Incl A 25% Technology Capped Index, while ISVBF tracks MSCI China A Inclusion Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.70% for CQQQ and 0.40% for ISVBF.

CQQQ currently has the higher Sharpe Ratio (0.38 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CQQQ and ISVBF

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