Global X MSCI China Consumer Disc ETF

10-Year Study

CHIQ.US · · US · ETF

Executive Summary: Global X MSCI China Consumer Disc ETF has compounded at 3.9% annually over the last 10 years, with a maximum drawdown of 61.6% and an annualized volatility of 36.5%.

1Y CAGR
+0.8%
3Y CAGR
+10.2%
5Y CAGR
-7.8%
10Y CAGR
+3.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
61.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.15
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +92.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -27.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.6-3.3-2.74.5————————-2.3%
20254.29.53.1-7.31.01.50.28.25.7-4.7-4.2-2.913.7%
2024-14.913.00.94.71.8-7.7-2.2-0.231.9-4.0-5.7-0.510.7%
202313.4-13.31.8-7.9-10.38.319.9-10.6-4.8-4.02.4-0.5-10.7%
2022-6.3-6.0-13.3-3.16.516.1-11.41.4-15.8-18.936.31.9-22.0%
20216.6-1.7-10.20.7-1.56.5-15.42.0-8.15.6-4.6-8.1-27.1%
2020-6.32.7-9.27.27.512.214.812.32.17.315.84.292.6%
2019————-15.412.0-1.62.6-2.29.40.65.68.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 36.5%. The dominant macroeconomic risk driver is VWO.US, accounting for 89.7% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018464.248130013675
2019-06-019477.475093105468
2019-07-019325.796674039486
2019-08-019570.864132181408
2019-09-019360.770302033512
2019-10-0110241.9796963911
2019-11-0110300.395107473016
2019-12-0110879.255912433597
2020-01-0110197.11262768525
2020-02-0110473.498812156959
2020-03-019509.045881618997
2020-04-0110197.11262768525
2020-05-0110961.554215424945
2020-06-0112294.71110522966
2020-07-0114119.20020669099
2020-08-0115849.481066979226
2020-09-0116179.115387766164
2020-10-0117367.96667737931
2020-11-0120110.592283116246
2020-12-0120953.92933436679
2021-01-0122343.800215513165
2021-02-0121960.980773956937
2021-03-0119717.186229842904
2021-04-0119864.39054514749
2021-05-0119558.198007448438
2021-06-0120830.229817696025
2021-07-0117620.596001033457
2021-08-0117973.987182637957
2021-09-0116513.412858952306
2021-10-0117438.039964459233
2021-11-0116631.18891430516
2021-12-0115282.593215746325
2022-01-0114322.61438896976
2022-02-0113462.830280230133
2022-03-0111666.572143347765
2022-04-0111307.32051597129
2022-05-0112043.531139132023
2022-06-0113986.930575773044
2022-07-0112386.902848932832
2022-08-0112558.179102784658
2022-09-0110580.247146971158
2022-10-018578.7473769779
2022-11-0111696.126434391364
2022-12-0111918.130202721011
2023-01-0113519.418240479928
2023-02-0111723.160103597558
2023-03-0111929.977125356825
2023-04-0110990.478351009195
2023-05-019855.946461992173
2023-06-0110677.732196532885
2023-07-0112802.616405467232
2023-08-0111441.228551083552
2023-09-0110890.787757339735
2023-10-0110452.766697544283
2023-11-0110701.363026258578
2023-12-0110642.50650635512
2024-01-019058.232665998701
2024-02-0110237.379561537831
2024-03-0110328.05893213856
2024-04-0110811.829278282952
2024-05-0111005.350019849897
2024-06-0110162.138999691224
2024-07-019942.781884290855
2024-08-019924.507375969652
2024-09-0113092.550932315004
2024-10-0112568.639683409896
2024-11-0111849.695319835406
2024-12-0111786.238665078676
2025-01-0112282.990213685716
2025-02-0113444.240694179254
2025-03-0113866.50786749091
2025-04-0112860.527692181662
2025-05-0112990.969872267488
2025-06-0113185.876955845008
2025-07-0113217.132666628857
2025-08-0114297.723248325363
2025-09-0115109.741573246118
2025-10-0114397.66590417856
2025-11-0113798.009969059369
2025-12-0113403.406620413256
2026-01-0113321.48641069752
2026-02-0112880.377589151243
2026-03-0112527.490531914224
2026-04-0113088.454921829216
Annual Return Matrix
YearAnnual Return
20200.9260443455897689
2021-0.270657404065921
2022-0.22015000762820536
2023-0.10703220007402314
20240.10746830721133072
20250.13720814598181108
2026-0.02349788434414668
Total Factor Risk
0.36462958355432373
VTI.US Exposure
-0.03231636323521474
VEA.US Exposure
-0.12531690025333203
VWO.US Exposure
0.8966298882644361
QQQ.US Exposure
-0.0374005351531656
VTV.US Exposure
0.0005128301903105039
IJR.US Exposure
0.012637746324903169
QUAL.US Exposure
0.07552157634408517
SHV.US Exposure
0.03207450401384073
TLT.US Exposure
-0.031236219557018167
LQD.US Exposure
0.10177249227848723
HYG.US Exposure
-0.010284096208790467
GLD.US Exposure
-0.014377532702752676
USO.US Exposure
0.0028831937392507258
VNQ.US Exposure
-0.019800792701775562
BTC-USD.CC Exposure
0.00085817437196074
CPER.US Exposure
-0.01504572026531034
VIX.INDX Exposure
-0.004147233166940649
UUP.US Exposure
0.020488247812718637
TIP.US Exposure
0.0008339602796897746
Idiosyncratic Exposure
0.14571277962461754
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.52%
Market Cap$31.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
14.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X MSCI China Consumer Disc ETF a high-risk investment?

Global X MSCI China Consumer Disc ETF (CHIQ.US) has an annualized volatility of 36.5% and experienced a maximum drawdown of 61.6% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of CHIQ.US?

Over the past 10 years, CHIQ.US has generated a Compound Annual Growth Rate (CAGR) of 3.9%. It has had a positive return in 43% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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