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TCHI vs. CQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCHI vs. CQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China Multisector Tech ETF (TCHI) and Invesco China Technology ETF (CQQQ). The values are adjusted to include any dividend payments, if applicable.

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TCHI vs. CQQQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
TCHI
iShares MSCI China Multisector Tech ETF
-7.87%33.13%9.09%-5.61%-24.32%
CQQQ
Invesco China Technology ETF
-11.77%34.96%9.84%-16.71%-27.54%

Returns By Period

In the year-to-date period, TCHI achieves a -7.87% return, which is significantly higher than CQQQ's -11.77% return.


TCHI

1D
0.16%
1M
-6.33%
YTD
-7.87%
6M
-17.85%
1Y
10.98%
3Y*
6.04%
5Y*
10Y*

CQQQ

1D
-0.30%
1M
-10.16%
YTD
-11.77%
6M
-21.47%
1Y
5.59%
3Y*
0.49%
5Y*
-10.79%
10Y*
3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCHI vs. CQQQ - Expense Ratio Comparison

TCHI has a 0.59% expense ratio, which is lower than CQQQ's 0.70% expense ratio.


Return for Risk

TCHI vs. CQQQ — Risk / Return Rank

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

TCHI
TCHI Risk / Return Rank: 2222
Overall Rank
TCHI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TCHI Sortino Ratio Rank: 2323
Sortino Ratio Rank
TCHI Omega Ratio Rank: 2323
Omega Ratio Rank
TCHI Calmar Ratio Rank: 2323
Calmar Ratio Rank
TCHI Martin Ratio Rank: 2020
Martin Ratio Rank

CQQQ
CQQQ Risk / Return Rank: 1717
Overall Rank
CQQQ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CQQQ Sortino Ratio Rank: 1818
Sortino Ratio Rank
CQQQ Omega Ratio Rank: 1717
Omega Ratio Rank
CQQQ Calmar Ratio Rank: 1717
Calmar Ratio Rank
CQQQ Martin Ratio Rank: 1616
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.

TCHI vs. CQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China Multisector Tech ETF (TCHI) and Invesco China Technology ETF (CQQQ). 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.


TCHICQQQDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.18

+0.21

Sortino ratio

Return per unit of downside risk

0.71

0.48

+0.23

Omega ratio

Gain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratio

Return relative to maximum drawdown

0.50

0.24

+0.26

Martin ratio

Return relative to average drawdown

1.17

0.64

+0.53

TCHI vs. CQQQ - Sharpe Ratio Comparison

The current TCHI Sharpe Ratio is 0.38, which is higher than the CQQQ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of TCHI and CQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TCHICQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.18

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.16

-0.19

Correlation

The correlation between TCHI and CQQQ is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TCHI vs. CQQQ - Dividend Comparison

TCHI's dividend yield for the trailing twelve months is around 2.64%, more than CQQQ's 2.45% yield.


TTM20252024202320222021202020192018201720162015
TCHI
iShares MSCI China Multisector Tech ETF
2.64%2.44%2.49%4.28%1.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CQQQ
Invesco China Technology ETF
2.45%2.17%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%

Drawdowns

TCHI vs. CQQQ - Drawdown Comparison

The maximum TCHI drawdown since its inception was -43.96%, smaller than the maximum CQQQ drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for TCHI and CQQQ.


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Drawdown Indicators


TCHICQQQDifference

Max Drawdown

Largest peak-to-trough decline

-43.96%

-73.99%

+30.03%

Max Drawdown (1Y)

Largest decline over 1 year

-20.73%

-24.41%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-67.04%

Max Drawdown (10Y)

Largest decline over 10 years

-73.99%

Current Drawdown

Current decline from peak

-19.40%

-56.24%

+36.84%

Average Drawdown

Average peak-to-trough decline

-21.96%

-28.05%

+6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.94%

9.10%

-0.16%

Volatility

TCHI vs. CQQQ - Volatility Comparison

The current volatility for iShares MSCI China Multisector Tech ETF (TCHI) is 7.21%, while Invesco China Technology ETF (CQQQ) has a volatility of 9.50%. This indicates that TCHI experiences smaller price fluctuations and is considered to be less risky than CQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCHICQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

9.50%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.00%

20.69%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

28.73%

31.94%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.10%

37.70%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.10%

33.05%

+2.05%