CEMQ.DE vs. SC0D.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - CEMQ.DE tracks the MSCI Europe Sector Neutral Quality while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, CEMQ.DE returned 9.22%/yr vs 11.86%/yr for SC0D.DE. Their correlation of 0.89 suggests significant overlap in exposure. CEMQ.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
CEMQ.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMQ.DE achieves a 7.72% return, which is significantly lower than SC0D.DE's 10.32% return. Over the past 10 years, CEMQ.DE has underperformed SC0D.DE with an annualized return of 9.22%, while SC0D.DE has yielded a comparatively higher 11.86% annualized return.
CEMQ.DE
- 1D
- 0.76%
- 1M
- 2.13%
- YTD
- 7.72%
- 6M
- 8.21%
- 1Y
- 14.07%
- 3Y*
- 9.66%
- 5Y*
- 6.23%
- 10Y*
- 9.22%
SC0D.DE
- 1D
- 0.85%
- 1M
- 3.42%
- YTD
- 10.32%
- 6M
- 11.25%
- 1Y
- 22.33%
- 3Y*
- 16.61%
- 5Y*
- 11.80%
- 10Y*
- 11.86%
CEMQ.DE vs. SC0D.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 | 7.72% | 10.19% | 3.69% | 14.57% | -11.90% | 26.61% | 1.06% | 32.46% | -7.32% | 10.41% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.32% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between CEMQ.DE and SC0D.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.89 |
The correlation between CEMQ.DE and SC0D.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
CEMQ.DE vs. SC0D.DE — Risk / Return Rank
CEMQ.DE
SC0D.DE
CEMQ.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CEMQ.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.03 | -0.36 |
| Martin ratioReturn relative to average drawdown | 5.35 | 7.09 | -1.74 |
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Drawdowns
CEMQ.DE vs. SC0D.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.76%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and SC0D.DE.
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Drawdown Indicators
| CEMQ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -38.50% | +4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -10.93% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.96% | -16.54% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -23.38% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -38.50% | +4.74% |
Current DrawdownCurrent decline from peak | 0.00% | -0.85% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -7.08% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.14% | -0.51% |
Volatility
CEMQ.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 2.85%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.63%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 3.63% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 13.20% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 16.04% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 17.55% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 17.97% | -3.16% |
CEMQ.DE vs. SC0D.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than SC0D.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. SC0D.DE - Dividend Comparison
Neither CEMQ.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and SC0D.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.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 SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for CEMQ.DE and 0.05% for SC0D.DE.
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