CEMQ.DE vs. SELD.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - CEMQ.DE tracks the MSCI Europe Sector Neutral Quality while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 9.59%/yr for SELD.DE. A 0.80 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.30%/yr for SELD.DE.
Performance
CEMQ.DE vs. SELD.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 SELD.DE's 14.08% return. Over the past 10 years, CEMQ.DE has underperformed SELD.DE with an annualized return of 7.82%, while SELD.DE has yielded a comparatively higher 9.59% 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%
SELD.DE
- 1D
- 0.52%
- 1M
- 2.18%
- YTD
- 14.08%
- 6M
- 19.21%
- 1Y
- 31.99%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
CEMQ.DE vs. SELD.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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
Correlation
The correlation between CEMQ.DE and SELD.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.80 |
The correlation between CEMQ.DE and SELD.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
CEMQ.DE vs. SELD.DE — Risk / Return Rank
CEMQ.DE
SELD.DE
CEMQ.DE vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.49 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 4.79 | -3.99 |
| Martin ratioReturn relative to average drawdown | 2.14 | 16.20 | -14.07 |
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 | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 2.73 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.75 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.55 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.18 | +0.30 |
Drawdowns
CEMQ.DE vs. SELD.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and SELD.DE.
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Drawdown Indicators
| CEMQ.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -70.30% | +36.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -6.72% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -14.13% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -23.02% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -40.65% | +6.91% |
Current DrawdownCurrent decline from peak | -2.60% | -1.80% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -25.32% | +19.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.99% | +1.18% |
Volatility
CEMQ.DE vs. SELD.DE - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) have volatilities of 3.97% and 3.83%, 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.
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Volatility by Period
| CEMQ.DE | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 3.83% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.59% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 11.81% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 14.87% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 17.42% | -2.40% |
CEMQ.DE vs. SELD.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.
Dividends
CEMQ.DE vs. SELD.DE - Dividend Comparison
CEMQ.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
CEMQ.DE and SELD.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SELD.DE.
CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMQ.DE and 0.30% for SELD.DE.
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