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IAEX.AS vs. ^FCHI
Performance
Return for Risk
Drawdowns
Volatility

Performance

IAEX.AS vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares AEX UCITS ETF (IAEX.AS) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAEX.AS achieves a 11.70% return, which is significantly higher than ^FCHI's 1.16% return. Over the past 10 years, IAEX.AS has outperformed ^FCHI with an annualized return of 11.40%, while ^FCHI has yielded a comparatively lower 6.42% annualized return.


IAEX.AS

1D
0.32%
1M
3.90%
YTD
11.70%
6M
11.74%
1Y
15.72%
3Y*
13.58%
5Y*
10.11%
10Y*
11.40%

^FCHI

1D
1.15%
1M
2.26%
YTD
1.16%
6M
1.51%
1Y
5.63%
3Y*
4.61%
5Y*
4.82%
10Y*
6.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAEX.AS vs. ^FCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAEX.AS
iShares AEX UCITS ETF
11.70%10.37%14.23%16.75%-12.11%30.21%4.78%27.67%-8.03%15.97%
^FCHI
CAC 40
1.16%10.42%-2.15%16.52%-9.50%28.85%-7.14%26.37%-10.95%9.26%

Correlation

The correlation between IAEX.AS and ^FCHI is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2005

0.87

Over the past year, the correlation between IAEX.AS and ^FCHI has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Return for Risk

IAEX.AS vs. ^FCHI — Risk / Return Rank

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

IAEX.AS
IAEX.AS Risk / Return Rank: 3636
Overall Rank
IAEX.AS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAEX.AS Sortino Ratio Rank: 3232
Sortino Ratio Rank
IAEX.AS Omega Ratio Rank: 3131
Omega Ratio Rank
IAEX.AS Calmar Ratio Rank: 4646
Calmar Ratio Rank
IAEX.AS Martin Ratio Rank: 3737
Martin Ratio Rank

^FCHI
^FCHI Risk / Return Rank: 2828
Overall Rank
^FCHI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
^FCHI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^FCHI Omega Ratio Rank: 2828
Omega Ratio Rank
^FCHI Calmar Ratio Rank: 2727
Calmar Ratio Rank
^FCHI Martin Ratio Rank: 3030
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.

IAEX.AS vs. ^FCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AEX UCITS ETF (IAEX.AS) and CAC 40 (^FCHI). 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.


IAEX.AS^FCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.21

1.08

+0.13

Calmar ratioReturn relative to maximum drawdown

2.29

0.50

+1.79

Martin ratioReturn relative to average drawdown

5.61

1.47

+4.13

IAEX.AS vs. ^FCHI - Sharpe Ratio Comparison

The current IAEX.AS Sharpe Ratio is 1.17, which is higher than the ^FCHI Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of IAEX.AS and ^FCHI, 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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Sharpe Ratios by Period


IAEX.AS^FCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.39

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.29

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.36

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.21

+0.10

Drawdowns

IAEX.AS vs. ^FCHI - Drawdown Comparison

The maximum IAEX.AS drawdown since its inception was -64.96%, roughly equal to the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for IAEX.AS and ^FCHI.


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Drawdown Indicators


IAEX.AS^FCHIDifference

Max Drawdown

Largest peak-to-trough decline

-64.96%

-65.29%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-11.08%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-15.83%

-16.71%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.39%

-23.04%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-38.56%

+3.07%

Current Drawdown

Current decline from peak

-0.60%

-4.37%

+3.77%

Average Drawdown

Average peak-to-trough decline

-17.21%

-23.50%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.80%

-1.01%

Volatility

IAEX.AS vs. ^FCHI - Volatility Comparison

The current volatility for iShares AEX UCITS ETF (IAEX.AS) is 3.84%, while CAC 40 (^FCHI) has a volatility of 4.33%. This indicates that IAEX.AS experiences smaller price fluctuations and is considered to be less risky than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAEX.AS^FCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.33%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

11.19%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.25%

14.20%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

16.42%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

17.71%

-1.49%

Frequently Asked Questions


IAEX.AS and ^FCHI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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