PR1E.DE vs. CEMQ.DE
PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) and CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) are both Europe Equities funds - PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap while CEMQ.DE tracks the MSCI Europe Sector Neutral Quality. Both are passively managed. Over the past 5 years, PR1E.DE returned 10.02%/yr vs 5.86%/yr for CEMQ.DE. Their correlation of 0.95 suggests significant overlap in exposure. PR1E.DE charges 0.05%/yr vs 0.25%/yr for CEMQ.DE.
Performance
PR1E.DE vs. CEMQ.DE - Performance Comparison
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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%
PR1E.DE vs. CEMQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
PR1E.DE
CEMQ.DE
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.DE | CEMQ.DE | Difference | |
|---|---|---|---|
| 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 |
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
| PR1E.DE | CEMQ.DE | Difference | |
|---|---|---|---|
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.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.61% | -2.60% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.35% | +0.45% |
Ulcer IndexDepth 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.DE | CEMQ.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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