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IUQF.L vs. CEMQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUQF.L vs. CEMQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE). The values are adjusted to include any dividend payments, if applicable.

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IUQF.L vs. CEMQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUQF.L
IUQF.L Risk / Return Rank: 4343
Overall Rank
IUQF.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IUQF.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IUQF.L Omega Ratio Rank: 3535
Omega Ratio Rank
IUQF.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IUQF.L Martin Ratio Rank: 5353
Martin Ratio Rank

CEMQ.DE
CEMQ.DE Risk / Return Rank: 2323
Overall Rank
CEMQ.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CEMQ.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
CEMQ.DE Omega Ratio Rank: 2222
Omega Ratio Rank
CEMQ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
CEMQ.DE Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LCEMQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.75

-0.03

Sortino ratio

Return per unit of downside risk

1.08

1.10

-0.02

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

1.58

1.22

+0.36

Martin ratio

Return relative to average drawdown

5.44

4.34

+1.10

IUQF.L vs. CEMQ.DE - Sharpe Ratio Comparison

The current IUQF.L Sharpe Ratio is 0.72, which is comparable to the CEMQ.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IUQF.L and CEMQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUQF.LCEMQ.DEDifference

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.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


IUQF.LCEMQ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.57%

-5.01%

+0.44%

Average Drawdown

Average peak-to-trough decline

-4.03%

-5.40%

+1.37%

Ulcer Index

Depth 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.


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Volatility by Period


IUQF.LCEMQ.DEDifference

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%