CEMQ.DE vs. QDVB.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, CEMQ.DE returned 5.86%/yr vs 12.96%/yr for QDVB.DE. A 0.69 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.20%/yr for QDVB.DE.
Performance
CEMQ.DE vs. QDVB.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 QDVB.DE's 9.84% 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%
QDVB.DE
- 1D
- 0.72%
- 1M
- 4.83%
- YTD
- 9.84%
- 6M
- 9.30%
- 1Y
- 19.63%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
CEMQ.DE vs. QDVB.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% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 5.36% | 37.25% | -2.65% | 7.18% |
Correlation
The correlation between CEMQ.DE and QDVB.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.69 |
The correlation between CEMQ.DE and QDVB.DE shifts across timeframes, from 0.59 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMQ.DE vs. QDVB.DE — Risk / Return Rank
CEMQ.DE
QDVB.DE
CEMQ.DE vs. QDVB.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 Edge MSCI USA Quality Factor UCITS ETF (QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.92 | -2.11 |
| Martin ratioReturn relative to average drawdown | 2.14 | 10.33 | -8.19 |
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 | QDVB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.77 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.83 | -0.41 |
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 | 0.83 | -0.35 |
Drawdowns
CEMQ.DE vs. QDVB.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, roughly equal to the maximum QDVB.DE drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and QDVB.DE.
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Drawdown Indicators
| CEMQ.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -33.26% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -6.74% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -22.66% | +7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -22.66% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | 0.00% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.97% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.91% | +1.26% |
Volatility
CEMQ.DE vs. QDVB.DE - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 3.97% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.46%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.46% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 7.27% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 11.09% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 15.53% | -1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 16.44% | -1.42% |
CEMQ.DE vs. QDVB.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than QDVB.DE'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%.
Dividends
CEMQ.DE vs. QDVB.DE - Dividend Comparison
Neither CEMQ.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and QDVB.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMQ.DE.
CEMQ.DE is categorized as Europe Equities, while QDVB.DE is Large Cap Blend Equities. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.25% for CEMQ.DE and 0.20% for QDVB.DE.
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