CEMQ.DE vs. SXR1.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, CEMQ.DE returned 8.78%/yr vs 7.82%/yr for SXR1.DE. A 0.72 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.20%/yr for SXR1.DE.
Performance
CEMQ.DE vs. SXR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMQ.DE achieves a 6.82% return, which is significantly lower than SXR1.DE's 9.38% return. Over the past 10 years, CEMQ.DE has outperformed SXR1.DE with an annualized return of 8.78%, while SXR1.DE has yielded a comparatively lower 7.82% annualized return.
CEMQ.DE
- 1D
- 1.45%
- 1M
- 4.11%
- YTD
- 6.82%
- 6M
- 9.07%
- 1Y
- 9.48%
- 3Y*
- 8.41%
- 5Y*
- 6.17%
- 10Y*
- 8.78%
SXR1.DE
- 1D
- 2.06%
- 1M
- -0.41%
- YTD
- 9.38%
- 6M
- 11.69%
- 1Y
- 15.20%
- 3Y*
- 9.97%
- 5Y*
- 5.88%
- 10Y*
- 7.82%
CEMQ.DE vs. SXR1.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 | 6.82% | 10.19% | 3.69% | 14.57% | -11.90% | 26.61% | 1.06% | 32.46% | -7.32% | 10.41% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 9.38% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between CEMQ.DE and SXR1.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 | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.72 |
The correlation between CEMQ.DE and SXR1.DE has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.
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Return for Risk
CEMQ.DE vs. SXR1.DE — Risk / Return Rank
CEMQ.DE
SXR1.DE
CEMQ.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.44 | -1.31 |
| Martin ratioReturn relative to average drawdown | 3.44 | 7.10 | -3.67 |
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Drawdowns
CEMQ.DE vs. SXR1.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.76%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and SXR1.DE.
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Drawdown Indicators
| CEMQ.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -38.62% | +4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -6.21% | -2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.96% | -20.28% | +5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -20.28% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -36.91% | +3.15% |
Current DrawdownCurrent decline from peak | -0.08% | -1.74% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -9.86% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.13% | +0.57% |
Volatility
CEMQ.DE vs. SXR1.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.75%, while iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a volatility of 4.02%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.02% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 9.46% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.07% | 12.05% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.78% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 16.58% | -1.56% |
CEMQ.DE vs. SXR1.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than SXR1.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. SXR1.DE - Dividend Comparison
Neither CEMQ.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and SXR1.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, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMQ.DE.
CEMQ.DE is categorized as Europe Equities, while SXR1.DE is Asia Pacific Equities. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while SXR1.DE tracks MSCI Pacific ex Japan. Their fees differ too: 0.25% for CEMQ.DE and 0.20% for SXR1.DE.
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