CEMT.DE vs. QDVE.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - CEMT.DE is a Europe Equities fund tracking the MSCI Europe Mid Cap Equal Weighted, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 26.04%/yr for QDVE.DE. A 0.56 correlation means they provide meaningful diversification when combined. CEMT.DE charges 0.25%/yr vs 0.15%/yr for QDVE.DE.
Performance
CEMT.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
Over the past 10 years, CEMT.DE has underperformed QDVE.DE with an annualized return of 6.44%, while QDVE.DE has yielded a comparatively higher 26.04% annualized return.
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%
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
CEMT.DE vs. QDVE.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% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between CEMT.DE and QDVE.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.56 |
Over the past year, the correlation between CEMT.DE and QDVE.DE has dropped to 0.18 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. QDVE.DE — Risk / Return Rank
CEMT.DE
QDVE.DE
CEMT.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
| 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 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.14 | -2.05 |
| Martin ratioReturn relative to average drawdown | 4.03 | 8.31 | -4.28 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.40 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.10 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 1.19 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.07 | -0.70 |
Drawdowns
CEMT.DE vs. QDVE.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and QDVE.DE.
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Drawdown Indicators
| CEMT.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -31.45% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -15.59% | +11.33% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -29.83% | +15.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -29.83% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -31.45% | -6.21% |
Current DrawdownCurrent decline from peak | -0.39% | -3.08% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -5.80% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 5.91% | -4.75% |
Volatility
CEMT.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 7.12% | -7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 14.85% | -14.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 20.42% | -14.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 22.71% | -8.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 21.73% | -5.62% |
CEMT.DE vs. QDVE.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is higher than QDVE.DE's 0.15% 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%.
Dividends
CEMT.DE vs. QDVE.DE - Dividend Comparison
Neither CEMT.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and QDVE.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMT.DE.
CEMT.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.25% for CEMT.DE and 0.15% for QDVE.DE.
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