CEMQ.DE vs. DBXI.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - CEMQ.DE tracks the MSCI Europe Sector Neutral Quality while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 14.91%/yr for DBXI.DE. A 0.72 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.30%/yr for DBXI.DE.
Performance
CEMQ.DE vs. DBXI.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 DBXI.DE's 14.49% return. Over the past 10 years, CEMQ.DE has underperformed DBXI.DE with an annualized return of 7.82%, while DBXI.DE has yielded a comparatively higher 14.91% 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%
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
CEMQ.DE vs. DBXI.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% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between CEMQ.DE and DBXI.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.72 |
The correlation between CEMQ.DE and DBXI.DE has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
CEMQ.DE vs. DBXI.DE — Risk / Return Rank
CEMQ.DE
DBXI.DE
CEMQ.DE vs. DBXI.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 FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.17 | -2.36 |
| Martin ratioReturn relative to average drawdown | 2.14 | 11.42 | -9.28 |
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 | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.94 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.09 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.75 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.19 | +0.28 |
Drawdowns
CEMQ.DE vs. DBXI.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and DBXI.DE.
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Drawdown Indicators
| CEMQ.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -69.49% | +35.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -9.62% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -17.56% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -25.10% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -40.46% | +6.72% |
Current DrawdownCurrent decline from peak | -2.60% | -0.77% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -29.56% | +24.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.67% | +0.50% |
Volatility
CEMQ.DE vs. DBXI.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.97%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.63% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 12.34% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 15.69% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 18.31% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 20.37% | -5.35% |
CEMQ.DE vs. DBXI.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
CEMQ.DE vs. DBXI.DE - Dividend Comparison
CEMQ.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
Frequently Asked Questions
CEMQ.DE and DBXI.DE have a correlation of 0.69, 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 0.30% for DBXI.DE.
CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMQ.DE and 0.30% for DBXI.DE.
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