CEMQ.DE vs. EXO.AS
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Exor N.V. (EXO.AS).
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 EXO.AS.
Key characteristics
| CEMQ.DE | EXO.AS | |
|---|---|---|
| YTD Return | 3.13% | 3.39% |
| 1Y Return | 9.85% | 8.14% |
| Sharpe Ratio | 0.86 | 0.50 |
| Sortino Ratio | 1.25 | 0.76 |
| Omega Ratio | 1.15 | 1.10 |
| Calmar Ratio | 1.19 | 0.53 |
| Martin Ratio | 3.94 | 1.44 |
| Ulcer Index | 2.26% | 5.78% |
| Daily Std Dev | 10.40% | 16.99% |
| Max Drawdown | -33.74% | -15.61% |
| Current Drawdown | -6.96% | -11.23% |
Correlation
The correlation between CEMQ.DE and EXO.AS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CEMQ.DE vs. EXO.AS - Performance Comparison
In the year-to-date period, CEMQ.DE achieves a 3.13% return, which is significantly lower than EXO.AS's 3.39% 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. EXO.AS - 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 Exor N.V. (EXO.AS). 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. EXO.AS - Dividend Comparison
CEMQ.DE has not paid dividends to shareholders, while EXO.AS's dividend yield for the trailing twelve months is around 0.49%.
| TTM | 2023 | |
|---|---|---|
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 0.00% | 0.00% |
EXO.AS Exor N.V. | 0.49% | 0.49% |
Drawdowns
CEMQ.DE vs. EXO.AS - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than EXO.AS's maximum drawdown of -15.61%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and EXO.AS. For additional features, visit the drawdowns tool.
Volatility
CEMQ.DE vs. EXO.AS - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 4.48%, while Exor N.V. (EXO.AS) has a volatility of 6.52%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than EXO.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.