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FXI vs. CQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FXI vs. CQQQ - Performance Comparison

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

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FXI vs. CQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXI
iShares China Large-Cap ETF
-6.24%28.95%28.98%-12.42%-20.66%-20.06%8.92%14.90%-13.28%36.26%
CQQQ
Invesco China Technology ETF
-11.50%34.96%9.84%-16.71%-30.09%-24.54%57.33%33.57%-34.77%74.31%

Returns By Period

In the year-to-date period, FXI achieves a -6.24% return, which is significantly higher than CQQQ's -11.50% return. Over the past 10 years, FXI has underperformed CQQQ with an annualized return of 3.13%, while CQQQ has yielded a comparatively higher 3.76% annualized return.


FXI

1D
2.57%
1M
-3.70%
YTD
-6.24%
6M
-11.79%
1Y
2.68%
3Y*
9.39%
5Y*
-3.25%
10Y*
3.13%

CQQQ

1D
2.91%
1M
-11.62%
YTD
-11.50%
6M
-20.29%
1Y
6.15%
3Y*
0.59%
5Y*
-10.73%
10Y*
3.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FXI vs. CQQQ - Expense Ratio Comparison

FXI has a 0.74% expense ratio, which is higher than CQQQ's 0.70% expense ratio.


Return for Risk

FXI vs. CQQQ — Risk / Return Rank

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

FXI
FXI Risk / Return Rank: 1616
Overall Rank
FXI Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXI Sortino Ratio Rank: 1616
Sortino Ratio Rank
FXI Omega Ratio Rank: 1616
Omega Ratio Rank
FXI Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXI Martin Ratio Rank: 1616
Martin Ratio Rank

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: 2020
Omega Ratio Rank
CQQQ Calmar Ratio Rank: 1717
Calmar Ratio Rank
CQQQ Martin Ratio Rank: 1717
Martin Ratio Rank
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.

FXI vs. CQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) 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.


FXICQQQDifference

Sharpe ratio

Return per unit of total volatility

0.11

0.19

-0.08

Sortino ratio

Return per unit of downside risk

0.32

0.51

-0.18

Omega ratio

Gain probability vs. loss probability

1.04

1.06

-0.02

Calmar ratio

Return relative to maximum drawdown

0.15

0.23

-0.08

Martin ratio

Return relative to average drawdown

0.46

0.63

-0.18

FXI vs. CQQQ - Sharpe Ratio Comparison

The current FXI Sharpe Ratio is 0.11, which is lower than the CQQQ Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FXI 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.


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Sharpe Ratios by Period


FXICQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

0.19

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.29

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.11

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.16

+0.01

Correlation

The correlation between FXI and CQQQ is 0.81, 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

FXI vs. CQQQ - Dividend Comparison

FXI's dividend yield for the trailing twelve months is around 2.58%, more than CQQQ's 2.45% yield.


TTM20252024202320222021202020192018201720162015
FXI
iShares China Large-Cap ETF
2.58%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
CQQQ
Invesco China Technology ETF
2.45%2.17%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%

Drawdowns

FXI vs. CQQQ - Drawdown Comparison

The maximum FXI drawdown since its inception was -72.68%, roughly equal to the maximum CQQQ drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for FXI and CQQQ.


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Drawdown Indicators


FXICQQQDifference

Max Drawdown

Largest peak-to-trough decline

-72.68%

-73.99%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-24.41%

+7.16%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

-67.04%

+11.90%

Max Drawdown (10Y)

Largest decline over 10 years

-60.81%

-73.99%

+13.18%

Current Drawdown

Current decline from peak

-26.17%

-56.10%

+29.93%

Average Drawdown

Average peak-to-trough decline

-31.27%

-28.04%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

8.99%

-3.14%

Volatility

FXI vs. CQQQ - Volatility Comparison

The current volatility for iShares China Large-Cap ETF (FXI) is 7.06%, while Invesco China Technology ETF (CQQQ) has a volatility of 10.60%. This indicates that FXI experiences smaller price fluctuations and is considered to be less risky than CQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXICQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

10.60%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

20.75%

-6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

31.95%

-7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.64%

37.72%

-6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.70%

33.06%

-5.36%