CEMS.DE vs. CEMQ.DE
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE).
CEMS.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. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. 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 CEMS.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: CEMS.DE or CEMQ.DE.
Key characteristics
| CEMS.DE | CEMQ.DE | |
|---|---|---|
| YTD Return | 7.97% | 3.13% |
| 1Y Return | 14.59% | 9.85% |
| 3Y Return (Ann) | 5.93% | 1.55% |
| 5Y Return (Ann) | 6.89% | 6.66% |
| Sharpe Ratio | 1.20 | 0.86 |
| Sortino Ratio | 1.63 | 1.25 |
| Omega Ratio | 1.21 | 1.15 |
| Calmar Ratio | 1.54 | 1.19 |
| Martin Ratio | 5.55 | 3.94 |
| Ulcer Index | 2.37% | 2.26% |
| Daily Std Dev | 11.03% | 10.40% |
| Max Drawdown | -40.20% | -33.74% |
| Current Drawdown | -4.35% | -6.96% |
Correlation
The correlation between CEMS.DE and CEMQ.DE is 0.69, 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
CEMS.DE vs. CEMQ.DE - Performance Comparison
In the year-to-date period, CEMS.DE achieves a 7.97% return, which is significantly higher than CEMQ.DE's 3.13% 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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CEMS.DE vs. CEMQ.DE - Expense Ratio Comparison
Both CEMS.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
CEMS.DE vs. CEMQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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
CEMS.DE vs. CEMQ.DE - Dividend Comparison
Neither CEMS.DE nor CEMQ.DE has paid dividends to shareholders.
Drawdowns
CEMS.DE vs. CEMQ.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than CEMQ.DE's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and CEMQ.DE. For additional features, visit the drawdowns tool.
Volatility
CEMS.DE vs. CEMQ.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) have volatilities of 4.50% and 4.48%, 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.