CEMQ.DE vs. D5BL.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - CEMQ.DE tracks the MSCI Europe Sector Neutral Quality while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.82 suggests significant overlap in exposure. CEMQ.DE charges 0.25%/yr vs 0.15%/yr for D5BL.DE.
Performance
CEMQ.DE vs. D5BL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CEMQ.DE achieves a 4.17% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, CEMQ.DE has underperformed D5BL.DE with an annualized return of 7.82%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
CEMQ.DE
- 1D
- 0.82%
- 1M
- -0.63%
- YTD
- 4.17%
- 6M
- 5.95%
- 1Y
- 6.60%
- 3Y*
- 7.83%
- 5Y*
- 5.86%
- 10Y*
- 7.82%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
CEMQ.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -7.31% | 10.34% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between CEMQ.DE and D5BL.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.82 |
The correlation between CEMQ.DE and D5BL.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CEMQ.DE vs. D5BL.DE — Risk / Return Rank
CEMQ.DE
D5BL.DE
CEMQ.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.28 | -2.48 |
| Martin ratioReturn relative to average drawdown | 2.14 | 12.52 | -10.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CEMQ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.28 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.93 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Drawdowns
CEMQ.DE vs. D5BL.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and D5BL.DE.
Loading charts...
Drawdown Indicators
| CEMQ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -40.40% | +6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -10.02% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -17.36% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -19.58% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -40.40% | +6.66% |
Current DrawdownCurrent decline from peak | -2.60% | -1.22% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -7.23% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.63% | +0.54% |
Volatility
CEMQ.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.97%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEMQ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.83% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 11.54% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 14.44% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 15.59% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 17.76% | -2.74% |
CEMQ.DE vs. D5BL.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CEMQ.DE vs. D5BL.DE - Dividend Comparison
Neither CEMQ.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and D5BL.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMQ.DE.
CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMQ.DE and 0.15% for D5BL.DE.
Find the right allocation for CEMQ.DE and D5BL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer