I didn't made stats about that but it not rare than when there big divergence between cac40 and Dow, cac40 knows better than Dow:
http://www.boursorama.com/cours.phtml?symbole=1rPCAC
http://www.boursorama.com/cours.phtml?symbole=$INDU
http://www.boursorama.com/cours.phtml?symbole=1rPCAC
http://www.boursorama.com/cours.phtml?symbole=$INDU