CEMQ.DE vs. QDVE.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 26.04%/yr for QDVE.DE. A 0.62 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.15%/yr for QDVE.DE.
Performance
CEMQ.DE vs. QDVE.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 QDVE.DE's 24.06% return. Over the past 10 years, CEMQ.DE has underperformed QDVE.DE with an annualized return of 7.82%, while QDVE.DE has yielded a comparatively higher 26.04% 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%
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
CEMQ.DE vs. QDVE.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% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between CEMQ.DE and QDVE.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.62 |
Over the past year, the correlation between CEMQ.DE and QDVE.DE has dropped to 0.40 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
CEMQ.DE vs. QDVE.DE — Risk / Return Rank
CEMQ.DE
QDVE.DE
CEMQ.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.14 | -2.34 |
| Martin ratioReturn relative to average drawdown | 2.14 | 8.31 | -6.18 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.40 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.10 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.19 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.07 | -0.59 |
Drawdowns
CEMQ.DE vs. QDVE.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and QDVE.DE.
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Drawdown Indicators
| CEMQ.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -31.45% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -15.59% | +7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -29.83% | +14.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -29.83% | +10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -31.45% | -2.29% |
Current DrawdownCurrent decline from peak | -2.60% | -3.08% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -5.80% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 5.91% | -2.74% |
Volatility
CEMQ.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.97%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 7.12% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 14.85% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 20.42% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 22.71% | -8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 21.73% | -6.71% |
CEMQ.DE vs. QDVE.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than QDVE.DE'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%.
Dividends
CEMQ.DE vs. QDVE.DE - Dividend Comparison
Neither CEMQ.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and QDVE.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMQ.DE.
CEMQ.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for CEMQ.DE and 0.15% for QDVE.DE.
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