CES1.L vs. IUQF.L
Compare and contrast key facts about iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L).
CES1.L and IUQF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CES1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU Small Cap NR EUR. It was launched on Jul 1, 2009. IUQF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 13, 2016. Both CES1.L and IUQF.L 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: CES1.L or IUQF.L.
Key characteristics
| CES1.L | IUQF.L | |
|---|---|---|
| YTD Return | -3.36% | 18.58% |
| 1Y Return | 5.80% | 26.14% |
| 3Y Return (Ann) | -2.81% | 9.49% |
| 5Y Return (Ann) | 4.61% | 14.32% |
| Sharpe Ratio | 0.53 | 2.27 |
| Sortino Ratio | 0.82 | 3.26 |
| Omega Ratio | 1.10 | 1.42 |
| Calmar Ratio | 0.47 | 4.30 |
| Martin Ratio | 1.30 | 14.21 |
| Ulcer Index | 5.20% | 1.84% |
| Daily Std Dev | 12.71% | 11.52% |
| Max Drawdown | -32.68% | -25.74% |
| Current Drawdown | -9.70% | -2.49% |
Correlation
The correlation between CES1.L and IUQF.L 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
CES1.L vs. IUQF.L - Performance Comparison
In the year-to-date period, CES1.L achieves a -3.36% return, which is significantly lower than IUQF.L's 18.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CES1.L vs. IUQF.L - Expense Ratio Comparison
CES1.L has a 0.58% expense ratio, which is higher than IUQF.L's 0.20% expense ratio.
Risk-Adjusted Performance
CES1.L vs. IUQF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L). 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
CES1.L vs. IUQF.L - Dividend Comparison
Neither CES1.L nor IUQF.L has paid dividends to shareholders.
Drawdowns
CES1.L vs. IUQF.L - Drawdown Comparison
The maximum CES1.L drawdown since its inception was -32.68%, which is greater than IUQF.L's maximum drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for CES1.L and IUQF.L. For additional features, visit the drawdowns tool.
Volatility
CES1.L vs. IUQF.L - Volatility Comparison
iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) has a higher volatility of 2.63% compared to iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) at 2.30%. This indicates that CES1.L's price experiences larger fluctuations and is considered to be riskier than IUQF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.