IUQF.L vs. CEMQ.DE
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE).
IUQF.L and CEMQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. CEMQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Sector Neutral Quality. It was launched on Jan 16, 2015. Both IUQF.L and CEMQ.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
IUQF.L vs. CEMQ.DE - Performance Comparison
Loading graphics...
IUQF.L vs. CEMQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | -2.04% | 4.83% | 24.33% | 23.81% | -11.33% | 29.25% | 12.16% | 29.08% | -1.58% | 11.25% |
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 1.00% | 15.90% | -0.80% | 12.21% | -7.05% | 17.71% | 6.79% | 25.59% | -6.00% | 15.06% |
Different Trading Currencies
IUQF.L is traded in GBp, while CEMQ.DE is traded in EUR. To make them comparable, the CEMQ.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUQF.L achieves a -2.04% return, which is significantly lower than CEMQ.DE's 1.00% return.
IUQF.L
- 1D
- 1.35%
- 1M
- -4.36%
- YTD
- -2.04%
- 6M
- 0.87%
- 1Y
- 10.54%
- 3Y*
- 14.42%
- 5Y*
- 11.45%
- 10Y*
- —
CEMQ.DE
- 1D
- 2.42%
- 1M
- -3.56%
- YTD
- 1.00%
- 6M
- 4.25%
- 1Y
- 10.81%
- 3Y*
- 6.84%
- 5Y*
- 7.18%
- 10Y*
- 8.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUQF.L vs. CEMQ.DE - Expense Ratio Comparison
IUQF.L has a 0.20% expense ratio, which is lower than CEMQ.DE's 0.25% expense ratio. Despite the difference, 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
IUQF.L vs. CEMQ.DE — Risk / Return Rank
IUQF.L
CEMQ.DE
IUQF.L vs. CEMQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.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.
| IUQF.L | CEMQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.75 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.10 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.22 | +0.36 |
Martin ratioReturn relative to average drawdown | 5.44 | 4.34 | +1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IUQF.L | CEMQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.75 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.51 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.57 | +0.20 |
Correlation
The correlation between IUQF.L and CEMQ.DE is 0.63, 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
IUQF.L vs. CEMQ.DE - Dividend Comparison
Neither IUQF.L nor CEMQ.DE has paid dividends to shareholders.
Drawdowns
IUQF.L vs. CEMQ.DE - Drawdown Comparison
The maximum IUQF.L drawdown since its inception was -25.74%, roughly equal to the maximum CEMQ.DE drawdown of -26.04%. Use the drawdown chart below to compare losses from any high point for IUQF.L and CEMQ.DE.
Loading graphics...
Drawdown Indicators
| IUQF.L | CEMQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.74% | -33.74% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -10.98% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.18% | -19.69% | -0.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.74% | — |
Current DrawdownCurrent decline from peak | -4.57% | -5.01% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -5.40% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 3.24% | -1.31% |
Volatility
IUQF.L vs. CEMQ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) is 3.66%, while iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) has a volatility of 5.25%. This indicates that IUQF.L experiences smaller price fluctuations and is considered to be less risky than CEMQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IUQF.L | CEMQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 5.25% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 8.90% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 14.32% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 13.90% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 14.60% | +1.29% |