CEMQ.DE vs. MEUD.L
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L).
CEMQ.DE and MEUD.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. MEUD.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2013. Both CEMQ.DE and MEUD.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 MEUD.L.
Key characteristics
| CEMQ.DE | MEUD.L | |
|---|---|---|
| YTD Return | 3.13% | 2.48% |
| 1Y Return | 9.85% | 8.74% |
| 3Y Return (Ann) | 1.55% | 2.93% |
| 5Y Return (Ann) | 6.66% | 6.47% |
| Sharpe Ratio | 0.86 | 0.78 |
| Sortino Ratio | 1.25 | 1.15 |
| Omega Ratio | 1.15 | 1.14 |
| Calmar Ratio | 1.19 | 1.24 |
| Martin Ratio | 3.94 | 3.42 |
| Ulcer Index | 2.26% | 2.33% |
| Daily Std Dev | 10.40% | 10.25% |
| Max Drawdown | -33.74% | -28.57% |
| Current Drawdown | -6.96% | -6.41% |
Correlation
The correlation between CEMQ.DE and MEUD.L 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. MEUD.L - Performance Comparison
In the year-to-date period, CEMQ.DE achieves a 3.13% return, which is significantly higher than MEUD.L's 2.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CEMQ.DE vs. MEUD.L - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than MEUD.L'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%.
Risk-Adjusted Performance
CEMQ.DE vs. MEUD.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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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. MEUD.L - Dividend Comparison
Neither CEMQ.DE nor MEUD.L has paid dividends to shareholders.
Drawdowns
CEMQ.DE vs. MEUD.L - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than MEUD.L's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and MEUD.L. For additional features, visit the drawdowns tool.
Volatility
CEMQ.DE vs. MEUD.L - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) have volatilities of 4.48% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.