AMEQ.DE vs. CEMT.DE
Compare and contrast key facts about Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE).
AMEQ.DE and CEMT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMEQ.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe Quality. It was launched on Mar 22, 2018. CEMT.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Mid Cap Equal Weighted. It was launched on Jan 16, 2015. Both AMEQ.DE and CEMT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AMEQ.DE vs. CEMT.DE - Performance Comparison
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AMEQ.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEQ.DE Amundi MSCI Europe Quality Factor UCITS ETF EUR | -0.96% | 9.08% | 2.74% | 14.61% | -14.34% | 27.69% | 5.23% | 36.05% | -8.02% | 10.55% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Returns By Period
AMEQ.DE
- 1D
- 2.46%
- 1M
- -5.75%
- YTD
- -0.96%
- 6M
- 2.33%
- 1Y
- 3.92%
- 3Y*
- 5.25%
- 5Y*
- 5.69%
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 1.73%
- 1Y
- 12.20%
- 3Y*
- 9.56%
- 5Y*
- 5.03%
- 10Y*
- 6.77%
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AMEQ.DE vs. CEMT.DE - Expense Ratio Comparison
AMEQ.DE has a 0.23% expense ratio, which is lower than CEMT.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
AMEQ.DE vs. CEMT.DE — Risk / Return Rank
AMEQ.DE
CEMT.DE
AMEQ.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE). 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.
| AMEQ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 1.00 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.45 | 1.33 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.28 | -0.85 |
Martin ratioReturn relative to average drawdown | 1.26 | 7.43 | -6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMEQ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.00 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.34 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.38 | +0.14 |
Correlation
The correlation between AMEQ.DE and CEMT.DE is 0.84, 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
AMEQ.DE vs. CEMT.DE - Dividend Comparison
Neither AMEQ.DE nor CEMT.DE has paid dividends to shareholders.
Drawdowns
AMEQ.DE vs. CEMT.DE - Drawdown Comparison
The maximum AMEQ.DE drawdown since its inception was -30.82%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for AMEQ.DE and CEMT.DE.
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Drawdown Indicators
| AMEQ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -37.66% | +6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -9.56% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -29.23% | +7.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -7.35% | -0.39% | -6.96% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -7.18% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 1.64% | +2.02% |
Volatility
AMEQ.DE vs. CEMT.DE - Volatility Comparison
Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) has a higher volatility of 5.65% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that AMEQ.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEQ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 0.00% | +5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 2.41% | +6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 11.78% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 14.79% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 16.20% | -1.42% |