CEMQ.DE vs. IUQF.L
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L).
CEMQ.DE and IUQF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IUQF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 13, 2016. Both CEMQ.DE and IUQF.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMQ.DE or IUQF.L.
Key characteristics
| CEMQ.DE | IUQF.L | |
|---|---|---|
| YTD Return | 3.13% | 25.48% |
| 1Y Return | 9.85% | 29.77% |
| 3Y Return (Ann) | 1.55% | 11.28% |
| 5Y Return (Ann) | 6.66% | 15.25% |
| Sharpe Ratio | 0.86 | 2.49 |
| Sortino Ratio | 1.25 | 3.61 |
| Omega Ratio | 1.15 | 1.46 |
| Calmar Ratio | 1.19 | 4.83 |
| Martin Ratio | 3.94 | 15.93 |
| Ulcer Index | 2.26% | 1.85% |
| Daily Std Dev | 10.40% | 11.76% |
| Max Drawdown | -33.74% | -25.74% |
| Current Drawdown | -6.96% | 0.00% |
Correlation
The correlation between CEMQ.DE and IUQF.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CEMQ.DE vs. IUQF.L - Performance Comparison
In the year-to-date period, CEMQ.DE achieves a 3.13% return, which is significantly lower than IUQF.L's 25.48% 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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CEMQ.DE vs. IUQF.L - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than IUQF.L's 0.20% 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%.
Risk-Adjusted Performance
CEMQ.DE vs. IUQF.L - 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 iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L). 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. IUQF.L - Dividend Comparison
Neither CEMQ.DE nor IUQF.L has paid dividends to shareholders.
Drawdowns
CEMQ.DE vs. IUQF.L - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than IUQF.L's maximum drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and IUQF.L. For additional features, visit the drawdowns tool.
Volatility
CEMQ.DE vs. IUQF.L - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 4.48% compared to iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) at 2.94%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than IUQF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.