CEMT.DE vs. QDVC.DE
Compare and contrast key facts about iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) and iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE).
CEMT.DE and QDVC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMT.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Mid Cap Equal Weighted. It was launched on Jan 16, 2015. QDVC.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Mid-Cap Equal Weighted. It was launched on Oct 13, 2016. Both CEMT.DE and QDVC.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.
Performance
CEMT.DE vs. QDVC.DE - Performance Comparison
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CEMT.DE vs. QDVC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -13.99% | 13.62% |
QDVC.DE iShares Edge MSCI USA Size Factor UCITS ETF | -1.78% | -3.21% | 19.27% | 13.21% | -13.60% | 37.66% | 6.30% | 31.46% | -6.82% | 4.09% |
Returns By Period
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 2.05%
- 1Y
- 11.76%
- 3Y*
- 9.56%
- 5Y*
- 5.03%
- 10Y*
- 6.77%
QDVC.DE
- 1D
- 1.69%
- 1M
- -4.37%
- YTD
- -1.78%
- 6M
- 0.04%
- 1Y
- 1.82%
- 3Y*
- 8.32%
- 5Y*
- 5.74%
- 10Y*
- —
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CEMT.DE vs. QDVC.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is higher than QDVC.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
CEMT.DE vs. QDVC.DE — Risk / Return Rank
CEMT.DE
QDVC.DE
CEMT.DE vs. QDVC.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 Edge MSCI USA Size Factor UCITS ETF (QDVC.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 | QDVC.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.10 | +0.97 |
Sortino ratioReturn per unit of downside risk | 1.43 | 0.26 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.04 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.17 | +0.89 |
Martin ratioReturn relative to average drawdown | 6.26 | 0.54 | +5.71 |
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 | QDVC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.10 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.34 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.11 |
Correlation
The correlation between CEMT.DE and QDVC.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.
Dividends
CEMT.DE vs. QDVC.DE - Dividend Comparison
Neither CEMT.DE nor QDVC.DE has paid dividends to shareholders.
Drawdowns
CEMT.DE vs. QDVC.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, smaller than the maximum QDVC.DE drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and QDVC.DE.
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Drawdown Indicators
| CEMT.DE | QDVC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -40.76% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -15.23% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -25.54% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -10.73% | +10.34% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -6.60% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.98% | -1.10% |
Volatility
CEMT.DE vs. QDVC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) has a volatility of 3.86%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than QDVC.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 | QDVC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.86% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 8.74% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 17.90% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 16.95% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 18.39% | -2.19% |