IQQG.DE vs. CEMS.DE
IQQG.DE (iShares Euro Total Market Growth Large UCITS ETF) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - IQQG.DE tracks the EURO STOXX® Total Market (TMI) Growth Large while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, IQQG.DE returned 10.04%/yr vs 10.71%/yr for CEMS.DE. A 0.79 correlation means they provide meaningful diversification when combined. IQQG.DE charges 0.40%/yr vs 0.25%/yr for CEMS.DE.
Performance
IQQG.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQG.DE achieves a 11.22% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, IQQG.DE has underperformed CEMS.DE with an annualized return of 10.04%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
IQQG.DE
- 1D
- 0.60%
- 1M
- 4.08%
- YTD
- 11.22%
- 6M
- 11.01%
- 1Y
- 14.28%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
IQQG.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 11.22% | 11.02% | 9.86% | 21.00% | -17.49% | 26.92% | 5.51% | 37.01% | -12.14% | 12.69% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Correlation
The correlation between IQQG.DE and CEMS.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.79 |
The correlation between IQQG.DE and CEMS.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
IQQG.DE vs. CEMS.DE — Risk / Return Rank
IQQG.DE
CEMS.DE
IQQG.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| IQQG.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.29 | -2.14 |
| Martin ratioReturn relative to average drawdown | 3.72 | 12.37 | -8.64 |
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
| IQQG.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.37 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.94 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.61 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.49 | -0.19 |
Drawdowns
IQQG.DE vs. CEMS.DE - Drawdown Comparison
The maximum IQQG.DE drawdown since its inception was -57.23%, which is greater than CEMS.DE's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for IQQG.DE and CEMS.DE.
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Drawdown Indicators
| IQQG.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -40.20% | -17.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -9.99% | -2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -17.57% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -19.55% | -8.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.51% | -40.20% | +5.69% |
Current DrawdownCurrent decline from peak | 0.00% | -1.26% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -7.49% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.66% | +1.21% |
Volatility
IQQG.DE vs. CEMS.DE - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.49% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that IQQG.DE's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQG.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 4.65% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 11.17% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 13.87% | +4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 15.23% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 17.43% | +1.28% |
IQQG.DE vs. CEMS.DE - Expense Ratio Comparison
IQQG.DE has a 0.40% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.
Dividends
IQQG.DE vs. CEMS.DE - Dividend Comparison
IQQG.DE's dividend yield for the trailing twelve months is around 1.08%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 1.04% | 0.98% | 0.94% | 1.00% | 0.55% | 0.99% | 1.38% | 1.57% | 1.57% | 1.80% | 1.70% |
Frequently Asked Questions
IQQG.DE and CEMS.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMS.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for IQQG.DE.
IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.40% for IQQG.DE and 0.25% for CEMS.DE.
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