CEMQ.DE vs. VUKE.DE
Compare and contrast key facts about iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE).
CEMQ.DE and VUKE.DE 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. VUKE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both CEMQ.DE and VUKE.DE 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 VUKE.DE.
Key characteristics
| CEMQ.DE | VUKE.DE | |
|---|---|---|
| YTD Return | 3.13% | 8.59% |
| 1Y Return | 9.85% | 12.74% |
| 3Y Return (Ann) | 1.55% | 5.11% |
| 5Y Return (Ann) | 6.66% | 4.56% |
| Sharpe Ratio | 0.86 | 1.15 |
| Sortino Ratio | 1.25 | 1.61 |
| Omega Ratio | 1.15 | 1.21 |
| Calmar Ratio | 1.19 | 1.88 |
| Martin Ratio | 3.94 | 6.75 |
| Ulcer Index | 2.26% | 1.82% |
| Daily Std Dev | 10.40% | 10.71% |
| Max Drawdown | -33.74% | -40.16% |
| Current Drawdown | -6.96% | -3.89% |
Correlation
The correlation between CEMQ.DE and VUKE.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CEMQ.DE vs. VUKE.DE - Performance Comparison
In the year-to-date period, CEMQ.DE achieves a 3.13% return, which is significantly lower than VUKE.DE's 8.59% 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. VUKE.DE - Expense Ratio Comparison
CEMQ.DE has a 0.25% expense ratio, which is higher than VUKE.DE's 0.09% 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. VUKE.DE - 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 FTSE 100 UCITS ETF Distributing (VUKE.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.
Dividends
CEMQ.DE vs. VUKE.DE - Dividend Comparison
Neither CEMQ.DE nor VUKE.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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% |
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 0.00% | 0.00% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% |
Drawdowns
CEMQ.DE vs. VUKE.DE - Drawdown Comparison
The maximum CEMQ.DE drawdown since its inception was -33.74%, smaller than the maximum VUKE.DE drawdown of -40.16%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and VUKE.DE. For additional features, visit the drawdowns tool.
Volatility
CEMQ.DE vs. VUKE.DE - Volatility Comparison
iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 4.48% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) at 4.03%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than VUKE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.