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IQQQ.DE vs. ^FCHI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IQQQ.DE and ^FCHI is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

IQQQ.DE vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Water UCITS ETF (IQQQ.DE) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
241.56%
5.55%
IQQQ.DE
^FCHI

Key characteristics

Sharpe Ratio

IQQQ.DE:

-0.02

^FCHI:

-0.34

Sortino Ratio

IQQQ.DE:

0.07

^FCHI:

-0.35

Omega Ratio

IQQQ.DE:

1.01

^FCHI:

0.96

Calmar Ratio

IQQQ.DE:

-0.02

^FCHI:

-0.34

Martin Ratio

IQQQ.DE:

-0.06

^FCHI:

-0.68

Ulcer Index

IQQQ.DE:

5.27%

^FCHI:

8.22%

Daily Std Dev

IQQQ.DE:

14.99%

^FCHI:

16.70%

Max Drawdown

IQQQ.DE:

-48.04%

^FCHI:

-65.29%

Current Drawdown

IQQQ.DE:

-9.82%

^FCHI:

-8.54%

Returns By Period

In the year-to-date period, IQQQ.DE achieves a -3.01% return, which is significantly lower than ^FCHI's 2.11% return. Over the past 10 years, IQQQ.DE has outperformed ^FCHI with an annualized return of 8.48%, while ^FCHI has yielded a comparatively lower 4.03% annualized return.


IQQQ.DE

YTD

-3.01%

1M

-2.28%

6M

-5.15%

1Y

-0.31%

5Y*

10.25%

10Y*

8.48%

^FCHI

YTD

2.11%

1M

-4.80%

6M

0.52%

1Y

-6.82%

5Y*

10.35%

10Y*

4.03%

*Annualized

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Risk-Adjusted Performance

IQQQ.DE vs. ^FCHI — Risk-Adjusted Performance Rank

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

IQQQ.DE
The Risk-Adjusted Performance Rank of IQQQ.DE is 2020
Overall Rank
The Sharpe Ratio Rank of IQQQ.DE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IQQQ.DE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IQQQ.DE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IQQQ.DE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IQQQ.DE is 2020
Martin Ratio Rank

^FCHI
The Risk-Adjusted Performance Rank of ^FCHI is 1313
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FCHI is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ^FCHI is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ^FCHI is 66
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IQQQ.DE vs. ^FCHI - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for IQQQ.DE, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
IQQQ.DE: 0.38
^FCHI: 0.03
The chart of Sortino ratio for IQQQ.DE, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
IQQQ.DE: 0.63
^FCHI: 0.18
The chart of Omega ratio for IQQQ.DE, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
IQQQ.DE: 1.08
^FCHI: 1.02
The chart of Calmar ratio for IQQQ.DE, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.00
IQQQ.DE: 0.38
^FCHI: 0.03
The chart of Martin ratio for IQQQ.DE, currently valued at 1.03, compared to the broader market0.0020.0040.0060.00
IQQQ.DE: 1.03
^FCHI: 0.06

The current IQQQ.DE Sharpe Ratio is -0.02, which is higher than the ^FCHI Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of IQQQ.DE and ^FCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.38
0.03
IQQQ.DE
^FCHI

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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.86%
-4.52%
IQQQ.DE
^FCHI

Volatility

IQQQ.DE vs. ^FCHI - Volatility Comparison

The current volatility for iShares Global Water UCITS ETF (IQQQ.DE) is 10.50%, while CAC 40 (^FCHI) has a volatility of 11.82%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.50%
11.82%
IQQQ.DE
^FCHI