CEMR.DE vs. CEMQ.DE
Compare and contrast key facts about iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE).
CEMR.DE and CEMQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015. 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. Both CEMR.DE and CEMQ.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: CEMR.DE or CEMQ.DE.
Key characteristics
| CEMR.DE | CEMQ.DE | |
|---|---|---|
| YTD Return | 21.31% | 4.98% |
| 1Y Return | 29.41% | 13.88% |
| 3Y Return (Ann) | 4.58% | 2.15% |
| 5Y Return (Ann) | 10.06% | 7.01% |
| Sharpe Ratio | 2.12 | 1.11 |
| Sortino Ratio | 2.80 | 1.60 |
| Omega Ratio | 1.38 | 1.19 |
| Calmar Ratio | 2.54 | 1.52 |
| Martin Ratio | 12.18 | 5.23 |
| Ulcer Index | 2.17% | 2.17% |
| Daily Std Dev | 12.44% | 10.26% |
| Max Drawdown | -31.78% | -33.74% |
| Current Drawdown | 0.00% | -5.29% |
Correlation
The correlation between CEMR.DE and CEMQ.DE is 0.76, 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
CEMR.DE vs. CEMQ.DE - Performance Comparison
In the year-to-date period, CEMR.DE achieves a 21.31% return, which is significantly higher than CEMQ.DE's 4.98% 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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CEMR.DE vs. CEMQ.DE - Expense Ratio Comparison
Both CEMR.DE and CEMQ.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
CEMR.DE vs. CEMQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.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
CEMR.DE vs. CEMQ.DE - Dividend Comparison
Neither CEMR.DE nor CEMQ.DE has paid dividends to shareholders.
Drawdowns
CEMR.DE vs. CEMQ.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum CEMQ.DE drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and CEMQ.DE. For additional features, visit the drawdowns tool.
Volatility
CEMR.DE vs. CEMQ.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) have volatilities of 4.40% and 4.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.