CEMT.DE vs. NQSE.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - CEMT.DE is a Europe Equities fund tracking the MSCI Europe Mid Cap Equal Weighted, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, CEMT.DE returned 4.08%/yr vs 14.91%/yr for NQSE.DE. A 0.60 correlation means they provide meaningful diversification when combined. CEMT.DE charges 0.25%/yr vs 0.33%/yr for NQSE.DE.
Performance
CEMT.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
CEMT.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -14.53% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between CEMT.DE and NQSE.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.60 |
Over the past year, the correlation between CEMT.DE and NQSE.DE has dropped to 0.27 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. NQSE.DE — Risk / Return Rank
CEMT.DE
NQSE.DE
CEMT.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.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.
| CEMT.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.08 | -1.98 |
| Martin ratioReturn relative to average drawdown | 4.03 | 10.77 | -6.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEMT.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.28 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.71 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.82 | -0.44 |
Drawdowns
CEMT.DE vs. NQSE.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and NQSE.DE.
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Drawdown Indicators
| CEMT.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -37.67% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -11.87% | +7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -22.40% | +8.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -37.67% | +8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.84% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -8.56% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.40% | -2.24% |
Volatility
CEMT.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMT.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.75% | -4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.99% | -11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 16.05% | -9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 20.91% | -6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 21.54% | -5.43% |
CEMT.DE vs. NQSE.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
CEMT.DE vs. NQSE.DE - Dividend Comparison
Neither CEMT.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and NQSE.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for NQSE.DE.
CEMT.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for CEMT.DE and 0.33% for NQSE.DE.
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