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PR1E.DE vs. CEMQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PR1E.DE vs. CEMQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) 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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Returns By Period

In the year-to-date period, PR1E.DE achieves a 7.72% return, which is significantly higher than CEMQ.DE's 4.17% return.


PR1E.DE

1D
0.46%
1M
3.10%
YTD
7.72%
6M
10.21%
1Y
17.12%
3Y*
13.86%
5Y*
10.02%
10Y*

CEMQ.DE

1D
0.82%
1M
1.24%
YTD
4.17%
6M
5.97%
1Y
6.77%
3Y*
7.83%
5Y*
5.86%
10Y*
7.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1E.DE vs. CEMQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
7.72%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%
CEMQ.DE
iShares Edge MSCI Europe Quality Factor UCITS ETF
4.17%10.17%3.72%14.50%-11.87%26.64%1.09%18.83%

Correlation

The correlation between PR1E.DE and CEMQ.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.95

The correlation between PR1E.DE and CEMQ.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

PR1E.DE vs. CEMQ.DE — Risk / Return Rank

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

PR1E.DE
PR1E.DE Risk / Return Rank: 3939
Overall Rank
PR1E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 4242
Martin Ratio Rank

CEMQ.DE
CEMQ.DE Risk / Return Rank: 1919
Overall Rank
CEMQ.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CEMQ.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
CEMQ.DE Omega Ratio Rank: 1818
Omega Ratio Rank
CEMQ.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
CEMQ.DE Martin Ratio Rank: 1919
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.

PR1E.DE vs. CEMQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) 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.


PR1E.DECEMQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratioReturn relative to maximum drawdown

1.81

0.80

+1.01

Martin ratioReturn relative to average drawdown

6.80

2.14

+4.66

PR1E.DE vs. CEMQ.DE - Sharpe Ratio Comparison

The current PR1E.DE Sharpe Ratio is 1.32, which is higher than the CEMQ.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PR1E.DE and CEMQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PR1E.DECEMQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.57

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.41

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.48

+0.15

Drawdowns

PR1E.DE vs. CEMQ.DE - Drawdown Comparison

The maximum PR1E.DE drawdown since its inception was -35.98%, which is greater than CEMQ.DE's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for PR1E.DE and CEMQ.DE.


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Drawdown Indicators


PR1E.DECEMQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.98%

-33.74%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-8.40%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.84%

-14.90%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-19.69%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

Current Drawdown

Current decline from peak

-1.61%

-2.60%

+0.99%

Average Drawdown

Average peak-to-trough decline

-4.90%

-5.35%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.17%

-0.66%

Volatility

PR1E.DE vs. CEMQ.DE - Volatility Comparison

Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) has a higher volatility of 4.33% compared to iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) at 3.97%. This indicates that PR1E.DE's price experiences larger fluctuations and is considered to be riskier 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


PR1E.DECEMQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.97%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

9.53%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

11.93%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

14.02%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

15.02%

+1.66%

PR1E.DE vs. CEMQ.DE - Expense Ratio Comparison

PR1E.DE has a 0.05% 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%.


Dividends

PR1E.DE vs. CEMQ.DE - Dividend Comparison

PR1E.DE's dividend yield for the trailing twelve months is around 2.38%, while CEMQ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CEMQ.DE
iShares Edge MSCI Europe Quality Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.38%2.56%2.87%2.91%3.15%2.25%2.17%2.73%

Frequently Asked Questions


With a correlation of 0.92, PR1E.DE and CEMQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for CEMQ.DE.

PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap, while CEMQ.DE tracks MSCI Europe Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for PR1E.DE and 0.25% for CEMQ.DE.

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