CEMQ.DE vs. CL
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Colgate-Palmolive Company (CL).
CEMQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Sector Neutral Quality. It was launched on Jan 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMQ.DE or CL.
Key characteristics
| CEMQ.DE | CL | |
|---|---|---|
| YTD Return | 3.13% | 16.77% |
| 1Y Return | 9.85% | 21.42% |
| 3Y Return (Ann) | 1.55% | 7.84% |
| 5Y Return (Ann) | 6.66% | 9.09% |
| Sharpe Ratio | 0.86 | 1.46 |
| Sortino Ratio | 1.25 | 1.99 |
| Omega Ratio | 1.15 | 1.27 |
| Calmar Ratio | 1.19 | 1.36 |
| Martin Ratio | 3.94 | 5.26 |
| Ulcer Index | 2.26% | 4.29% |
| Daily Std Dev | 10.40% | 15.44% |
| Max Drawdown | -33.74% | -58.91% |
| Current Drawdown | -6.96% | -15.85% |
Correlation
The correlation between CEMQ.DE and CL is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CEMQ.DE vs. CL - Performance Comparison
In the year-to-date period, CEMQ.DE achieves a 3.13% return, which is significantly lower than CL's 16.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CEMQ.DE vs. CL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Colgate-Palmolive Company (CL). 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.
Dividends
CEMQ.DE vs. CL - Dividend Comparison
CEMQ.DE has not paid dividends to shareholders, while CL's dividend yield for the trailing twelve months is around 2.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMQ.DE iShares Edge MSCI Europe Quality 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% |
CL Colgate-Palmolive Company | 2.17% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
Drawdowns
CEMQ.DE vs. CL - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, smaller than the maximum CL drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and CL. For additional features, visit the drawdowns tool.
Volatility
CEMQ.DE vs. CL - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 4.48%, while Colgate-Palmolive Company (CL) has a volatility of 6.73%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than CL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.