CEMQ.DE vs. SXRV.DE
CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, CEMQ.DE returned 7.82%/yr vs 21.24%/yr for SXRV.DE. A 0.65 correlation means they provide meaningful diversification when combined. CEMQ.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
CEMQ.DE vs. SXRV.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 SXRV.DE's 20.57% return. Over the past 10 years, CEMQ.DE has underperformed SXRV.DE with an annualized return of 7.82%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CEMQ.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between CEMQ.DE and SXRV.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.65 |
The correlation between CEMQ.DE and SXRV.DE shifts across timeframes, from 0.48 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMQ.DE vs. SXRV.DE — Risk / Return Rank
CEMQ.DE
SXRV.DE
CEMQ.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.42 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.75 | -2.95 |
| Martin ratioReturn relative to average drawdown | 2.14 | 11.16 | -9.02 |
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 | SXRV.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 | 0.93 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 1.07 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.91 | -0.43 |
Drawdowns
CEMQ.DE vs. SXRV.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and SXRV.DE.
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Drawdown Indicators
| CEMQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -32.80% | -0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -10.03% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -26.69% | +11.79% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -31.33% | +11.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -31.33% | -2.41% |
Current DrawdownCurrent decline from peak | -2.60% | -0.83% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -6.56% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.38% | -0.21% |
Volatility
CEMQ.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 3.97%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.26% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 10.98% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 15.67% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 19.84% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 19.65% | -4.63% |
CEMQ.DE vs. SXRV.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CEMQ.DE vs. SXRV.DE - Dividend Comparison
Neither CEMQ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMQ.DE and SXRV.DE have a correlation of 0.48, 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 0.36% for SXRV.DE.
CEMQ.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for CEMQ.DE and 0.36% for SXRV.DE.
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