IAEX.AS vs. ^FCHI
IAEX.AS (iShares AEX UCITS ETF) is Europe Equities fund tracking the Euronext AEX All Share TR EUR, while ^FCHI (CAC 40) is an index. Over the past 10 years, IAEX.AS returned 11.90%/yr vs 6.72%/yr for ^FCHI. Their correlation of 0.87 suggests significant overlap in exposure.
Performance
IAEX.AS vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, IAEX.AS achieves a 17.38% return, which is significantly higher than ^FCHI's 2.86% return. Over the past 10 years, IAEX.AS has outperformed ^FCHI with an annualized return of 11.90%, while ^FCHI has yielded a comparatively lower 6.72% annualized return.
IAEX.AS
- 1D
- 0.33%
- 1M
- 2.94%
- 6M
- 10.43%
- YTD
- 17.38%
- 1Y
- 24.67%
- 3Y*
- 15.01%
- 5Y*
- 10.72%
- 10Y*
- 11.90%
^FCHI
- 1D
- 0.19%
- 1M
- -0.77%
- 6M
- 0.83%
- YTD
- 2.86%
- 1Y
- 8.55%
- 3Y*
- 4.36%
- 5Y*
- 5.35%
- 10Y*
- 6.72%
IAEX.AS vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAEX.AS iShares AEX UCITS ETF | 17.38% | 10.50% | 14.17% | 16.75% | -12.11% | 30.21% | 5.01% | 27.67% | -8.03% | 15.97% |
^FCHI CAC 40 | 2.86% | 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 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2007 | 0.87 |
Over the past year, the correlation between IAEX.AS and ^FCHI has dropped to 0.62 - 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
IAEX.AS
^FCHI
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.
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.
| IAEX.AS | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.11 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 0.71 | +2.88 |
| Martin ratioReturn relative to average drawdown | 10.75 | 2.03 | +8.72 |
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Drawdowns
IAEX.AS vs. ^FCHI - Drawdown Comparison
The maximum IAEX.AS drawdown since its inception was -62.99%, 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 | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.99% | -65.29% | +2.30% |
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 | -35.34% | -38.56% | +3.22% |
Current DrawdownCurrent decline from peak | 0.00% | -2.77% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -14.38% | -24.39% | +10.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 3.89% | -1.62% |
Volatility
IAEX.AS vs. ^FCHI - Volatility Comparison
The current volatility for iShares AEX UCITS ETF (IAEX.AS) is 3.07%, while CAC 40 (^FCHI) has a volatility of 3.53%. 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 | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.53% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 11.65% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 14.24% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 16.40% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 17.39% | -1.43% |
Frequently Asked Questions
IAEX.AS and ^FCHI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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