CEMQ.DE vs. 5MVL.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, CEMQ.DE returned 5.86%/yr vs 17.27%/yr for 5MVL.DE. A 0.60 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.40%/yr for 5MVL.DE.
Performance
CEMQ.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMQ.DE achieves a 4.17% return, which is significantly lower than 5MVL.DE's 45.83% return.
CEMQ.DE
- 1D
- 0.82%
- 1M
- 1.15%
- YTD
- 4.17%
- 6M
- 5.95%
- 1Y
- 6.32%
- 3Y*
- 7.83%
- 5Y*
- 5.86%
- 10Y*
- 7.82%
5MVL.DE
- 1D
- -2.48%
- 1M
- 8.30%
- YTD
- 45.83%
- 6M
- 47.62%
- 1Y
- 80.78%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
CEMQ.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 4.17% | 10.17% | 3.72% | 14.50% | -11.87% | 26.64% | 1.09% | 32.48% | -2.91% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between CEMQ.DE and 5MVL.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.60 |
The correlation between CEMQ.DE and 5MVL.DE shifts across timeframes, from 0.47 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMQ.DE vs. 5MVL.DE — Risk / Return Rank
CEMQ.DE
5MVL.DE
CEMQ.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| CEMQ.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.75 | ||
| Sortino ratioReturn per unit of downside risk | -4.29 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.73 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 8.86 | -8.06 |
| Martin ratioReturn relative to average drawdown | 2.14 | 28.83 | -26.70 |
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
| CEMQ.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 4.31 | -3.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.02 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.83 | -0.35 |
Drawdowns
CEMQ.DE vs. 5MVL.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, roughly equal to the maximum 5MVL.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and 5MVL.DE.
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Drawdown Indicators
| CEMQ.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -32.25% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -9.30% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -19.15% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -20.60% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -3.88% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -6.27% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.87% | +0.30% |
Volatility
CEMQ.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.97%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMQ.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 8.71% | -4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 15.83% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 19.13% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 16.78% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 18.84% | -3.82% |
CEMQ.DE vs. 5MVL.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
CEMQ.DE vs. 5MVL.DE - Dividend Comparison
Neither CEMQ.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and 5MVL.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMQ.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for 5MVL.DE.
CEMQ.DE is categorized as Europe Equities, while 5MVL.DE is Emerging Markets Equities. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.25% for CEMQ.DE and 0.40% for 5MVL.DE.
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