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CEMC.DE vs. QDVE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMC.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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CEMC.DE vs. QDVE.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CEMC.DE achieves a -0.71% return, which is significantly higher than QDVE.DE's -7.62% return.


CEMC.DE

1D
0.36%
1M
-2.92%
YTD
-0.71%
6M
-0.97%
1Y
3Y*
5Y*
10Y*

QDVE.DE

1D
3.14%
1M
-2.08%
YTD
-7.62%
6M
-5.67%
1Y
20.92%
3Y*
24.15%
5Y*
18.14%
10Y*
22.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMC.DE vs. QDVE.DE - Expense Ratio Comparison

CEMC.DE has a 0.10% expense ratio, which is lower than QDVE.DE's 0.15% 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

CEMC.DE vs. QDVE.DE — Risk / Return Rank

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

CEMC.DE

QDVE.DE
QDVE.DE Risk / Return Rank: 4343
Overall Rank
QDVE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 4141
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 3838
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.

CEMC.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) (CEMC.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CEMC.DE vs. QDVE.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEMC.DEQDVE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.93

-0.68

Correlation

The correlation between CEMC.DE and QDVE.DE is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CEMC.DE vs. QDVE.DE - Dividend Comparison

Neither CEMC.DE nor QDVE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CEMC.DE vs. QDVE.DE - Drawdown Comparison

The maximum CEMC.DE drawdown since its inception was -4.88%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for CEMC.DE and QDVE.DE.


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Drawdown Indicators


CEMC.DEQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.88%

-31.45%

+26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-3.64%

-12.90%

+9.26%

Average Drawdown

Average peak-to-trough decline

-1.64%

-5.86%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

Volatility

CEMC.DE vs. QDVE.DE - Volatility Comparison


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Volatility by Period


CEMC.DEQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

Volatility (1Y)

Calculated over the trailing 1-year period

7.80%

25.04%

-17.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

22.52%

-14.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.80%

21.66%

-13.86%