CEMQ.DE vs. PRAZ.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and PRAZ.DE (Amundi Prime Eurozone UCITS ETF) are both Europe Equities funds - CEMQ.DE tracks the MSCI Europe Sector Neutral Quality while PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, CEMQ.DE returned 5.86%/yr vs 10.92%/yr for PRAZ.DE. A 0.76 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.05%/yr for PRAZ.DE.
Performance
CEMQ.DE vs. PRAZ.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 PRAZ.DE's 9.30% 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%
PRAZ.DE
- 1D
- 0.60%
- 1M
- 2.10%
- YTD
- 9.30%
- 6M
- 10.97%
- 1Y
- 18.30%
- 3Y*
- 16.37%
- 5Y*
- 10.92%
- 10Y*
- —
CEMQ.DE vs. PRAZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 4.17% | 10.17% | 3.72% | 14.50% | -11.87% | 26.64% | -0.69% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 9.30% | 24.75% | 9.66% | 19.29% | -11.83% | 26.38% | -4.68% |
Correlation
The correlation between CEMQ.DE and PRAZ.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.76 |
The correlation between CEMQ.DE and PRAZ.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
CEMQ.DE vs. PRAZ.DE — Risk / Return Rank
CEMQ.DE
PRAZ.DE
CEMQ.DE vs. PRAZ.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 Amundi Prime Eurozone UCITS ETF (PRAZ.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 | PRAZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.78 | -0.98 |
| Martin ratioReturn relative to average drawdown | 2.14 | 6.54 | -4.40 |
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 | PRAZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.25 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.64 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Drawdowns
CEMQ.DE vs. PRAZ.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and PRAZ.DE.
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Drawdown Indicators
| CEMQ.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -29.52% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -10.45% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -15.46% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -24.09% | +4.40% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -0.37% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -6.18% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.86% | +0.31% |
Volatility
CEMQ.DE vs. PRAZ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.97%, while Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a volatility of 4.69%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than PRAZ.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 | PRAZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.69% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 12.25% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 14.95% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 16.99% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 19.16% | -4.14% |
CEMQ.DE vs. PRAZ.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than PRAZ.DE's 0.05% 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%.
Dividends
CEMQ.DE vs. PRAZ.DE - Dividend Comparison
Neither CEMQ.DE nor PRAZ.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and PRAZ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for CEMQ.DE.
CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMQ.DE and 0.05% for PRAZ.DE.
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