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CEMG.DE vs. QDVK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMG.DE vs. QDVK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEMG.DE achieves a -7.03% return, which is significantly lower than QDVK.DE's -0.11% return. Over the past 10 years, CEMG.DE has underperformed QDVK.DE with an annualized return of 3.56%, while QDVK.DE has yielded a comparatively higher 12.66% annualized return.


CEMG.DE

1D
-0.23%
1M
-0.30%
YTD
-7.03%
6M
-7.84%
1Y
-8.22%
3Y*
3.00%
5Y*
-2.27%
10Y*
3.56%

QDVK.DE

1D
0.33%
1M
-0.70%
YTD
-0.11%
6M
0.74%
1Y
9.98%
3Y*
13.82%
5Y*
9.12%
10Y*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMG.DE vs. QDVK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMG.DE
iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)
-7.03%0.86%16.93%1.69%-16.08%-1.07%11.30%25.51%-16.68%23.33%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)
-0.11%-5.11%38.60%38.90%-33.82%35.49%20.84%31.88%3.58%7.42%

Correlation

The correlation between CEMG.DE and QDVK.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.54

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

0.57

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

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.64

The correlation between CEMG.DE and QDVK.DE has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

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Return for Risk

CEMG.DE vs. QDVK.DE — Risk / Return Rank

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

CEMG.DE
CEMG.DE Risk / Return Rank: 44
Overall Rank
CEMG.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CEMG.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
CEMG.DE Omega Ratio Rank: 44
Omega Ratio Rank
CEMG.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
CEMG.DE Martin Ratio Rank: 33
Martin Ratio Rank

QDVK.DE
QDVK.DE Risk / Return Rank: 1818
Overall Rank
QDVK.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QDVK.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
QDVK.DE Omega Ratio Rank: 1818
Omega Ratio Rank
QDVK.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
QDVK.DE Martin Ratio Rank: 1919
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.

CEMG.DE vs. QDVK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.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.


CEMG.DEQDVK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

0.91

1.11

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.58

0.73

-1.31

Martin ratioReturn relative to average drawdown

-1.23

2.00

-3.22

CEMG.DE vs. QDVK.DE - Sharpe Ratio Comparison

The current CEMG.DE Sharpe Ratio is -0.64, which is lower than the QDVK.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CEMG.DE and QDVK.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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Sharpe Ratios by Period


CEMG.DEQDVK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

0.56

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.41

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.61

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.53

-0.31

Drawdowns

CEMG.DE vs. QDVK.DE - Drawdown Comparison

The maximum CEMG.DE drawdown since its inception was -33.94%, smaller than the maximum QDVK.DE drawdown of -37.28%. Use the drawdown chart below to compare losses from any high point for CEMG.DE and QDVK.DE.


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Drawdown Indicators


CEMG.DEQDVK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-37.28%

+3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-13.65%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-30.81%

+10.63%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

-37.28%

+6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.94%

-37.28%

+3.34%

Current Drawdown

Current decline from peak

-18.75%

-10.02%

-8.73%

Average Drawdown

Average peak-to-trough decline

-12.26%

-9.22%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

4.99%

+1.69%

Volatility

CEMG.DE vs. QDVK.DE - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) is 4.37%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) has a volatility of 5.33%. This indicates that CEMG.DE experiences smaller price fluctuations and is considered to be less risky than QDVK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMG.DEQDVK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.33%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

13.18%

-2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

17.90%

-5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

21.84%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

20.62%

-2.29%

CEMG.DE vs. QDVK.DE - Expense Ratio Comparison

CEMG.DE has a 0.60% expense ratio, which is higher than QDVK.DE's 0.15% expense ratio.


Dividends

CEMG.DE vs. QDVK.DE - Dividend Comparison

Neither CEMG.DE nor QDVK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMG.DE and QDVK.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVK.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for CEMG.DE.

CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary. Their fees differ too: 0.60% for CEMG.DE and 0.15% for QDVK.DE.

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