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 11.40%/yr vs 6.42%/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 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%
IAEX.AS vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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.
| IAEX.AS | ^FCHI | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IAEX.AS | ^FCHI | Difference | |
|---|---|---|---|
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 | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.60% | -4.37% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -17.21% | -23.50% | +6.29% |
Ulcer IndexDepth 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 | ^FCHI | Difference | |
|---|---|---|---|
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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