IQQQ.DE vs. ^FCHI
IQQQ.DE (iShares Global Water UCITS ETF) is Water Equities fund tracking the S&P Global Water, while ^FCHI (CAC 40) is an index. Over the past 10 years, IQQQ.DE returned 9.10%/yr vs 6.42%/yr for ^FCHI. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
IQQQ.DE vs. ^FCHI - Performance Comparison
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Returns By Period
In the year-to-date period, IQQQ.DE achieves a -0.71% return, which is significantly lower than ^FCHI's 1.16% return. Over the past 10 years, IQQQ.DE has outperformed ^FCHI with an annualized return of 9.10%, while ^FCHI has yielded a comparatively lower 6.42% annualized return.
IQQQ.DE
- 1D
- -0.44%
- 1M
- -3.72%
- YTD
- -0.71%
- 6M
- -1.42%
- 1Y
- 1.94%
- 3Y*
- 6.09%
- 5Y*
- 5.32%
- 10Y*
- 9.10%
^FCHI
- 1D
- 1.15%
- 1M
- -0.66%
- YTD
- 1.16%
- 6M
- 1.60%
- 1Y
- 5.83%
- 3Y*
- 4.61%
- 5Y*
- 4.82%
- 10Y*
- 6.42%
IQQQ.DE vs. ^FCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQQ.DE iShares Global Water UCITS ETF | -0.71% | 5.27% | 10.22% | 9.85% | -16.58% | 42.81% | 4.77% | 38.59% | -6.82% | 11.64% |
^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 IQQQ.DE and ^FCHI is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.66 |
The correlation between IQQQ.DE and ^FCHI shifts across timeframes, from 0.53 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IQQQ.DE vs. ^FCHI — Risk / Return Rank
IQQQ.DE
^FCHI
IQQQ.DE vs. ^FCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IQQQ.DE) 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.
| IQQQ.DE | ^FCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.08 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.50 | -0.31 |
| Martin ratioReturn relative to average drawdown | 0.49 | 1.47 | -0.98 |
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
| IQQQ.DE | ^FCHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.39 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.29 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.36 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.21 | +0.29 |
Drawdowns
IQQQ.DE vs. ^FCHI - Drawdown Comparison
The maximum IQQQ.DE drawdown since its inception was -48.04%, smaller than the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for IQQQ.DE and ^FCHI.
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Drawdown Indicators
| IQQQ.DE | ^FCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.04% | -65.29% | +17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -11.08% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -16.71% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -23.04% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -38.56% | +4.06% |
Current DrawdownCurrent decline from peak | -7.97% | -4.37% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -23.50% | +15.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.80% | -0.29% |
Volatility
IQQQ.DE vs. ^FCHI - Volatility Comparison
The current volatility for iShares Global Water UCITS ETF (IQQQ.DE) is 3.43%, while CAC 40 (^FCHI) has a volatility of 4.33%. This indicates that IQQQ.DE 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
| IQQQ.DE | ^FCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.33% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 11.19% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 14.20% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 16.42% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 17.71% | -2.52% |
Frequently Asked Questions
IQQQ.DE and ^FCHI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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