CEMQ.DE vs. ISPA.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 8.98%/yr for ISPA.DE. A 0.77 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.46%/yr for ISPA.DE.
Performance
CEMQ.DE vs. ISPA.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 ISPA.DE's 13.48% return. Over the past 10 years, CEMQ.DE has underperformed ISPA.DE with an annualized return of 7.82%, while ISPA.DE has yielded a comparatively higher 8.98% 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%
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
CEMQ.DE vs. ISPA.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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 2.97% |
Correlation
The correlation between CEMQ.DE and ISPA.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.77 |
The correlation between CEMQ.DE and ISPA.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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Return for Risk
CEMQ.DE vs. ISPA.DE — Risk / Return Rank
CEMQ.DE
ISPA.DE
CEMQ.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.62 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 8.10 | -7.30 |
| Martin ratioReturn relative to average drawdown | 2.14 | 28.73 | -26.59 |
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 | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 3.35 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.91 | -0.49 |
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 | 0.68 | -0.20 |
Drawdowns
CEMQ.DE vs. ISPA.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and ISPA.DE.
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Drawdown Indicators
| CEMQ.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -38.91% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -3.63% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -15.10% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -15.10% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -38.91% | +5.17% |
Current DrawdownCurrent decline from peak | -2.60% | -1.09% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.46% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.03% | +2.14% |
Volatility
CEMQ.DE vs. ISPA.DE - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 3.97% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.62% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 6.51% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 8.77% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 12.00% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 14.79% | +0.23% |
CEMQ.DE vs. ISPA.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
CEMQ.DE vs. ISPA.DE - Dividend Comparison
CEMQ.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| 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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
Frequently Asked Questions
CEMQ.DE and ISPA.DE have a correlation of 0.72, 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 0.46% for ISPA.DE.
CEMQ.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.25% for CEMQ.DE and 0.46% for ISPA.DE.
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