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

Performance

CEMQ.DE vs. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.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 7.72% return, which is significantly lower than XESD.DE's 14.69% return. Over the past 10 years, CEMQ.DE has underperformed XESD.DE with an annualized return of 9.22%, while XESD.DE has yielded a comparatively higher 14.01% annualized return.


CEMQ.DE

1D
0.76%
1M
2.13%
YTD
7.72%
6M
8.21%
1Y
14.07%
3Y*
9.66%
5Y*
6.23%
10Y*
9.22%

XESD.DE

1D
0.62%
1M
6.78%
YTD
14.69%
6M
15.76%
1Y
47.75%
3Y*
32.29%
5Y*
20.35%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CEMQ.DE
iShares Edge MSCI Europe Quality Factor UCITS ETF
7.72%10.19%3.69%14.57%-11.90%26.61%1.06%32.46%-7.32%10.41%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
14.69%58.72%14.57%26.76%-1.63%10.91%-10.10%15.69%-12.39%12.92%

Correlation

The correlation between CEMQ.DE and XESD.DE is 0.63, 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

0.63

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

0.62

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

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.70

The correlation between CEMQ.DE and XESD.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

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Return for Risk

CEMQ.DE vs. XESD.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: 3535
Overall Rank
CEMQ.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEMQ.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
CEMQ.DE Omega Ratio Rank: 3333
Omega Ratio Rank
CEMQ.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEMQ.DE Martin Ratio Rank: 3838
Martin Ratio Rank

XESD.DE
XESD.DE Risk / Return Rank: 9090
Overall Rank
XESD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 8787
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. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CEMQ.DEXESD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.21

1.50

-0.29

Calmar ratioReturn relative to maximum drawdown

1.67

4.62

-2.95

Martin ratioReturn relative to average drawdown

5.35

16.31

-10.97

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

The current CEMQ.DE Sharpe Ratio is 1.17, which is lower than the XESD.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of CEMQ.DE and XESD.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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Drawdowns

CEMQ.DE vs. XESD.DE - Drawdown Comparison

The maximum CEMQ.DE drawdown since its inception was -33.76%, smaller than the maximum XESD.DE drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for CEMQ.DE and XESD.DE.


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Drawdown Indicators


CEMQ.DEXESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-38.76%

+5.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-10.28%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.96%

-12.49%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

-18.55%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

-38.76%

+5.00%

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-5.33%

-8.46%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.92%

-0.29%

Volatility

CEMQ.DE vs. XESD.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) is 2.85%, while Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a volatility of 4.05%. This indicates that CEMQ.DE experiences smaller price fluctuations and is considered to be less risky than XESD.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.DEXESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

4.05%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

14.41%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

17.06%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

16.77%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

18.49%

-3.68%

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

CEMQ.DE has a 0.25% expense ratio, which is lower than XESD.DE's 0.30% expense ratio.


Dividends

CEMQ.DE vs. XESD.DE - Dividend Comparison

CEMQ.DE has not paid dividends to shareholders, while XESD.DE's dividend yield for the trailing twelve months is around 2.34%.


PositionTTM20252024202320222021202020192018201720162015
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%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.34%2.43%3.14%2.56%3.98%1.51%4.30%3.35%4.48%2.51%1.14%0.42%

Frequently Asked Questions


CEMQ.DE and XESD.DE have a correlation of 0.63, 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 0.30% for XESD.DE.

CEMQ.DE tracks MSCI Europe Sector Neutral Quality, while XESD.DE tracks Solactive Spain 40. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMQ.DE and 0.30% for XESD.DE.

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