CEMQ.DE vs. VOO
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Vanguard S&P 500 ETF (VOO).
CEMQ.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Sector Neutral Quality. It was launched on Jan 16, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both CEMQ.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMQ.DE or VOO.
Key characteristics
| CEMQ.DE | VOO | |
|---|---|---|
| YTD Return | 3.13% | 26.94% |
| 1Y Return | 9.85% | 35.06% |
| 3Y Return (Ann) | 1.55% | 10.23% |
| 5Y Return (Ann) | 6.66% | 15.77% |
| Sharpe Ratio | 0.86 | 3.08 |
| Sortino Ratio | 1.25 | 4.09 |
| Omega Ratio | 1.15 | 1.58 |
| Calmar Ratio | 1.19 | 4.46 |
| Martin Ratio | 3.94 | 20.36 |
| Ulcer Index | 2.26% | 1.85% |
| Daily Std Dev | 10.40% | 12.23% |
| Max Drawdown | -33.74% | -33.99% |
| Current Drawdown | -6.96% | -0.25% |
Correlation
The correlation between CEMQ.DE and VOO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CEMQ.DE vs. VOO - Performance Comparison
In the year-to-date period, CEMQ.DE achieves a 3.13% return, which is significantly lower than VOO's 26.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CEMQ.DE vs. VOO - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
CEMQ.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
CEMQ.DE vs. VOO - Dividend Comparison
CEMQ.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CEMQ.DE vs. VOO - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
CEMQ.DE vs. VOO - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 4.48% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.