CEMQ.DE vs. SGIL.L
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while SGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 0.76%/yr for SGIL.L. At a 0.08 correlation, their price movements are largely independent. CEMQ.DE charges 0.25%/yr vs 0.20%/yr for SGIL.L.
Performance
CEMQ.DE vs. SGIL.L - Performance Comparison
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Different Trading Currencies
CEMQ.DE is traded in EUR, while SGIL.L is traded in GBP. To make them comparable, the SGIL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CEMQ.DE achieves a 4.17% return, which is significantly higher than SGIL.L's 2.12% return. Over the past 10 years, CEMQ.DE has outperformed SGIL.L with an annualized return of 7.82%, while SGIL.L has yielded a comparatively lower 0.76% annualized return.
CEMQ.DE
- 1D
- 0.82%
- 1M
- 1.15%
- YTD
- 4.17%
- 6M
- 5.95%
- 1Y
- 6.32%
- 3Y*
- 7.83%
- 5Y*
- 5.86%
- 10Y*
- 7.82%
SGIL.L
- 1D
- 0.02%
- 1M
- 0.67%
- YTD
- 2.12%
- 6M
- 1.83%
- 1Y
- 2.23%
- 3Y*
- 0.59%
- 5Y*
- -1.41%
- 10Y*
- 0.76%
CEMQ.DE vs. SGIL.L - 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% |
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 2.12% | -4.13% | 3.32% | 1.51% | -17.06% | 10.99% | 2.53% | 11.18% | 0.31% | -5.26% |
Correlation
The correlation between CEMQ.DE and SGIL.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.08 |
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Return for Risk
CEMQ.DE vs. SGIL.L — Risk / Return Rank
CEMQ.DE
SGIL.L
CEMQ.DE vs. SGIL.L - 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 Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L). 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 | SGIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.07 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.87 | -0.07 |
| Martin ratioReturn relative to average drawdown | 2.14 | 1.59 | +0.55 |
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 | SGIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.42 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | -0.16 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.09 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.36 | +0.12 |
Drawdowns
CEMQ.DE vs. SGIL.L - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than SGIL.L's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and SGIL.L.
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Drawdown Indicators
| CEMQ.DE | SGIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -22.48% | -11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -2.55% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -8.66% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -22.48% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -22.48% | -11.26% |
Current DrawdownCurrent decline from peak | -2.60% | -17.48% | +14.88% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -7.17% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.40% | +1.77% |
Volatility
CEMQ.DE vs. SGIL.L - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 3.97% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) at 1.13%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than SGIL.L 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 | SGIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 1.13% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 3.62% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 5.35% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 8.91% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 8.57% | +6.45% |
CEMQ.DE vs. SGIL.L - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than SGIL.L'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. SGIL.L - Dividend Comparison
Neither CEMQ.DE nor SGIL.L has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and SGIL.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGIL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGIL.L is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMQ.DE.
CEMQ.DE is categorized as Europe Equities, while SGIL.L is Inflation-Protected Bonds. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while SGIL.L tracks Bloomberg Gbl Infl Linked TR USD. Their fees differ too: 0.25% for CEMQ.DE and 0.20% for SGIL.L.
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