QDVB.DE vs. CEMR.DE
QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both exchange-traded funds - QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality, while CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 5 years, QDVB.DE returned 12.96%/yr vs 11.35%/yr for CEMR.DE. A 0.64 correlation means they provide meaningful diversification when combined. QDVB.DE charges 0.20%/yr vs 0.25%/yr for CEMR.DE.
Performance
QDVB.DE vs. CEMR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVB.DE achieves a 9.84% return, which is significantly higher than CEMR.DE's 7.91% return.
QDVB.DE
- 1D
- 0.72%
- 1M
- 5.60%
- YTD
- 9.84%
- 6M
- 9.96%
- 1Y
- 19.74%
- 3Y*
- 16.51%
- 5Y*
- 12.96%
- 10Y*
- —
CEMR.DE
- 1D
- -0.11%
- 1M
- 2.92%
- YTD
- 7.91%
- 6M
- 11.43%
- 1Y
- 17.51%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
QDVB.DE vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 9.84% | 0.36% | 29.35% | 26.56% | -16.50% | 39.05% | 5.36% | 37.25% | -2.65% | 7.18% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
Correlation
The correlation between QDVB.DE and CEMR.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.64 |
The correlation between QDVB.DE and CEMR.DE shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVB.DE vs. CEMR.DE — Risk / Return Rank
QDVB.DE
CEMR.DE
QDVB.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.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.
| QDVB.DE | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.19 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.49 | +1.43 |
| Martin ratioReturn relative to average drawdown | 10.33 | 5.53 | +4.80 |
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
| QDVB.DE | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.01 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.69 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.61 | +0.22 |
Drawdowns
QDVB.DE vs. CEMR.DE - Drawdown Comparison
The maximum QDVB.DE drawdown since its inception was -33.26%, roughly equal to the maximum CEMR.DE drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for QDVB.DE and CEMR.DE.
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Drawdown Indicators
| QDVB.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -31.78% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -11.73% | +4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -22.66% | -15.75% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.66% | -23.73% | +1.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.48% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -6.03% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 3.16% | -1.25% |
Volatility
QDVB.DE vs. CEMR.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) is 2.46%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a volatility of 4.42%. This indicates that QDVB.DE experiences smaller price fluctuations and is considered to be less risky than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVB.DE | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 4.42% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 14.63% | -7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 17.29% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 16.37% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 16.48% | -0.04% |
QDVB.DE vs. CEMR.DE - Expense Ratio Comparison
QDVB.DE has a 0.20% expense ratio, which is lower than CEMR.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
QDVB.DE vs. CEMR.DE - Dividend Comparison
Neither QDVB.DE nor CEMR.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVB.DE and CEMR.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVB.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMR.DE.
QDVB.DE is categorized as Large Cap Blend Equities, while CEMR.DE is Momentum. QDVB.DE tracks MSCI USA Sector Neutral Quality, while CEMR.DE tracks MSCI Europe Momentum Index. Their fees differ too: 0.20% for QDVB.DE and 0.25% for CEMR.DE.
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