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ARKQ vs. CEMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARKQ vs. CEMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Autonomous Technology & Robotics ETF (ARKQ) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with ARKQ having a 12.86% return and CEMS.DE slightly lower at 12.61%. Over the past 10 years, ARKQ has outperformed CEMS.DE with an annualized return of 21.73%, while CEMS.DE has yielded a comparatively lower 11.96% annualized return.


ARKQ

1D
-0.64%
1M
-5.27%
YTD
12.86%
6M
13.25%
1Y
55.23%
3Y*
32.57%
5Y*
9.89%
10Y*
21.73%

CEMS.DE

1D
2.38%
1M
2.12%
YTD
12.61%
6M
15.40%
1Y
32.63%
3Y*
24.00%
5Y*
13.35%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKQ vs. CEMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARKQ
ARK Autonomous Technology & Robotics ETF
12.86%48.81%33.88%40.70%-46.75%1.74%107.20%25.94%-7.89%52.26%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
12.61%53.53%3.64%17.48%-9.77%16.65%0.08%20.74%-18.09%25.70%

Correlation

The correlation between ARKQ and CEMS.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.38

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

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.44

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Return for Risk

ARKQ vs. CEMS.DE — Risk / Return Rank

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

ARKQ
ARKQ Risk / Return Rank: 5454
Overall Rank
ARKQ Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ARKQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
ARKQ Omega Ratio Rank: 4848
Omega Ratio Rank
ARKQ Calmar Ratio Rank: 6262
Calmar Ratio Rank
ARKQ Martin Ratio Rank: 5353
Martin Ratio Rank

CEMS.DE
CEMS.DE Risk / Return Rank: 7878
Overall Rank
CEMS.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 8080
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 7373
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.

ARKQ vs. CEMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARKQCEMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.27

1.36

-0.09

Calmar ratioReturn relative to maximum drawdown

2.70

2.74

-0.05

Martin ratioReturn relative to average drawdown

7.95

9.80

-1.85

ARKQ vs. CEMS.DE - Sharpe Ratio Comparison

The current ARKQ Sharpe Ratio is 1.66, which is comparable to the CEMS.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ARKQ and CEMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARKQ vs. CEMS.DE - Drawdown Comparison

The maximum ARKQ drawdown since its inception was -59.89%, which is greater than CEMS.DE's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for ARKQ and CEMS.DE.


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Drawdown Indicators


ARKQCEMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.89%

-46.41%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-20.58%

-11.84%

-8.74%

Max Drawdown (3Y)

Largest decline over 3 years

-30.76%

-17.52%

-13.24%

Max Drawdown (5Y)

Largest decline over 5 years

-55.71%

-31.19%

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-59.89%

-46.41%

-13.48%

Current Drawdown

Current decline from peak

-10.02%

-1.31%

-8.71%

Average Drawdown

Average peak-to-trough decline

-17.22%

-9.92%

-7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

3.32%

+3.65%

Volatility

ARKQ vs. CEMS.DE - Volatility Comparison

ARK Autonomous Technology & Robotics ETF (ARKQ) has a higher volatility of 12.70% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 5.54%. This indicates that ARKQ's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKQCEMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.70%

5.54%

+7.16%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

13.14%

+13.01%

Volatility (1Y)

Calculated over the trailing 1-year period

33.54%

16.07%

+17.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.50%

18.48%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.98%

19.58%

+10.40%

ARKQ vs. CEMS.DE - Expense Ratio Comparison

ARKQ has a 0.75% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.


Dividends

ARKQ vs. CEMS.DE - Dividend Comparison

ARKQ's dividend yield for the trailing twelve months is around 0.24%, while CEMS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARKQ
ARK Autonomous Technology & Robotics ETF
0.24%0.27%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.98%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
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


ARKQ and CEMS.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMS.DE is cheaper with a 0.25% expense ratio, compared with 0.75% for ARKQ.

ARKQ is categorized as Robotics, while CEMS.DE is Europe Equities. They also come from different issuers: ARK and iShares. Their fees differ too: 0.75% for ARKQ and 0.25% for CEMS.DE.

Portfolio Optimizer

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

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