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CEMQ.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMQ.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMQ.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEMQ.DE
CEMQ.DE Risk / Return Rank: 1919
Overall Rank
CEMQ.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CEMQ.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CEMQ.DE Omega Ratio Rank: 1818
Omega Ratio Rank
CEMQ.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
CEMQ.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESXRV.DEDifference
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

CEMQ.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current CEMQ.DE Sharpe Ratio is 0.57, which is lower than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CEMQ.DE and SXRV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CEMQ.DESXRV.DEDifference

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.DESXRV.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.60%

-0.83%

-1.77%

Average Drawdown

Average peak-to-trough decline

-5.35%

-6.56%

+1.21%

Ulcer Index

Depth 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.DESXRV.DEDifference

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.


Tickers have no history of dividend payments

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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