PortfoliosLab logoPortfoliosLab logo
UIC2.DE vs. CQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIC2.DE vs. CQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) and Invesco China Technology ETF (CQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

UIC2.DE is traded in EUR, while CQQQ is traded in USD. To make them comparable, the CQQQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIC2.DE achieves a -6.51% return, which is significantly lower than CQQQ's 4.70% return.


UIC2.DE

1D
-0.65%
1M
-1.09%
YTD
-6.51%
6M
-8.96%
1Y
0.73%
3Y*
8.94%
5Y*
-8.06%
10Y*

CQQQ

1D
0.89%
1M
6.21%
YTD
4.70%
6M
5.72%
1Y
29.29%
3Y*
8.31%
5Y*
-6.44%
10Y*
5.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIC2.DE vs. CQQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UIC2.DE
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
-6.51%25.73%19.00%-13.83%-24.39%-33.70%
CQQQ
Invesco China Technology ETF
4.70%18.95%17.09%-19.21%-25.76%-26.13%

Correlation

The correlation between UIC2.DE and CQQQ is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2021

0.80

The correlation between UIC2.DE and CQQQ has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UIC2.DE vs. CQQQ — Risk / Return Rank

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

UIC2.DE
UIC2.DE Risk / Return Rank: 1010
Overall Rank
UIC2.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UIC2.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
UIC2.DE Omega Ratio Rank: 1111
Omega Ratio Rank
UIC2.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
UIC2.DE Martin Ratio Rank: 99
Martin Ratio Rank

CQQQ
CQQQ Risk / Return Rank: 2929
Overall Rank
CQQQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CQQQ Sortino Ratio Rank: 3131
Sortino Ratio Rank
CQQQ Omega Ratio Rank: 3030
Omega Ratio Rank
CQQQ Calmar Ratio Rank: 2727
Calmar Ratio Rank
CQQQ Martin Ratio Rank: 2424
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.

UIC2.DE vs. CQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) 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.


UIC2.DECQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.04

1.19

-0.16

Calmar ratioReturn relative to maximum drawdown

0.02

1.28

-1.26

Martin ratioReturn relative to average drawdown

0.04

2.89

-2.85

UIC2.DE vs. CQQQ - Sharpe Ratio Comparison

The current UIC2.DE Sharpe Ratio is 0.02, which is lower than the CQQQ Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of UIC2.DE and CQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UIC2.DECQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

1.02

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.18

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.24

-0.49

Drawdowns

UIC2.DE vs. CQQQ - Drawdown Comparison

The maximum UIC2.DE drawdown since its inception was -63.35%, smaller than the maximum CQQQ drawdown of -70.82%. Use the drawdown chart below to compare losses from any high point for UIC2.DE and CQQQ.


Loading charts...

Drawdown Indicators


UIC2.DECQQQDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-70.82%

+7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-22.97%

-7.67%

Max Drawdown (3Y)

Largest decline over 3 years

-30.66%

-34.70%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-63.26%

-63.57%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-70.82%

Current Drawdown

Current decline from peak

-39.60%

-46.48%

+6.88%

Average Drawdown

Average peak-to-trough decline

-42.07%

-25.51%

-16.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.47%

10.15%

+8.32%

Volatility

UIC2.DE vs. CQQQ - Volatility Comparison

The current volatility for UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (UIC2.DE) is 10.04%, while Invesco China Technology ETF (CQQQ) has a volatility of 11.01%. This indicates that UIC2.DE 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.


Loading charts...

Volatility by Period


UIC2.DECQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

11.01%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.36%

20.99%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

33.06%

28.91%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.72%

36.55%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.40%

32.55%

+4.85%

UIC2.DE vs. CQQQ - Expense Ratio Comparison

UIC2.DE has a 0.47% expense ratio, which is lower than CQQQ's 0.70% expense ratio.


Dividends

UIC2.DE vs. CQQQ - Dividend Comparison

UIC2.DE has not paid dividends to shareholders, while CQQQ's dividend yield for the trailing twelve months is around 2.09%.


PositionTTM20252024202320222021202020192018201720162015
CQQQ
Invesco China Technology ETF
2.09%2.17%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%
UIC2.DE
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UIC2.DE and CQQQ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIC2.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIC2.DE is cheaper with a 0.47% expense ratio, compared with 0.70% for CQQQ.

UIC2.DE is categorized as Technology Equities, while CQQQ is China Equities. UIC2.DE tracks Solactive China Technology, while CQQQ tracks FTSE China Incl A 25% Technology Capped Index. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.47% for UIC2.DE and 0.70% for CQQQ.

Portfolio Optimizer

Find the right allocation for UIC2.DE and CQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer