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

Performance

CEMQ.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 WTEE.DE's 13.70% 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%

WTEE.DE

1D
-0.26%
1M
0.42%
YTD
13.70%
6M
16.59%
1Y
26.04%
3Y*
17.15%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
CEMQ.DE
iShares Edge MSCI Europe Quality Factor UCITS ETF
4.17%10.17%3.72%14.50%-11.87%26.64%9.85%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
13.70%28.40%2.20%15.07%0.05%18.73%6.60%

Correlation

The correlation between CEMQ.DE and WTEE.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2020

0.66

The correlation between CEMQ.DE and WTEE.DE has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

CEMQ.DE vs. WTEE.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

WTEE.DE
WTEE.DE Risk / Return Rank: 7474
Overall Rank
WTEE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 7878
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. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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.DEWTEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.11

1.43

-0.32

Calmar ratioReturn relative to maximum drawdown

0.80

3.80

-2.99

Martin ratioReturn relative to average drawdown

2.14

14.72

-12.58

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

The current CEMQ.DE Sharpe Ratio is 0.57, which is lower than the WTEE.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of CEMQ.DE and WTEE.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.DEWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

2.35

-1.79

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.08

-0.61

Drawdowns

CEMQ.DE vs. WTEE.DE - Drawdown Comparison

The maximum CEMQ.DE drawdown since its inception was -33.74%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and WTEE.DE.


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Drawdown Indicators


CEMQ.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-16.45%

-17.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-6.78%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.90%

-14.12%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

-16.45%

-3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

Current Drawdown

Current decline from peak

-2.60%

-1.96%

-0.64%

Average Drawdown

Average peak-to-trough decline

-5.35%

-2.65%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.75%

+1.42%

Volatility

CEMQ.DE vs. WTEE.DE - Volatility Comparison

iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a higher volatility of 3.97% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that CEMQ.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.73%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

8.73%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

10.94%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

14.50%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

14.99%

+0.03%

CEMQ.DE vs. WTEE.DE - Expense Ratio Comparison

CEMQ.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.


Dividends

CEMQ.DE vs. WTEE.DE - Dividend Comparison

CEMQ.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.


PositionTTM20252024202320222021
CEMQ.DE
iShares Edge MSCI Europe Quality Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.55%5.37%6.81%5.61%5.35%4.64%

Frequently Asked Questions


CEMQ.DE and WTEE.DE have a correlation of 0.65, 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 0.29% for WTEE.DE.

CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for CEMQ.DE and 0.29% for WTEE.DE.

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