QDVX.DE vs. CEMT.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.16%/yr vs 4.08%/yr for CEMT.DE. Their correlation of 0.83 suggests significant overlap in exposure. QDVX.DE charges 0.28%/yr vs 0.25%/yr for CEMT.DE.
Performance
QDVX.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
QDVX.DE
- 1D
- 0.51%
- 1M
- -0.32%
- YTD
- 4.78%
- 6M
- 6.26%
- 1Y
- 7.42%
- 3Y*
- 10.77%
- 5Y*
- 10.16%
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
QDVX.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 4.78% | 11.35% | 10.70% | 15.30% | 0.75% | 19.00% | -10.08% | 26.55% | -6.30% | 2.31% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 3.65% |
Correlation
The correlation between QDVX.DE and CEMT.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2017 | 0.83 |
Over the past year, the correlation between QDVX.DE and CEMT.DE has dropped to 0.46 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
QDVX.DE vs. CEMT.DE — Risk / Return Rank
QDVX.DE
CEMT.DE
QDVX.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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.
| QDVX.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.10 | -0.16 |
| Martin ratioReturn relative to average drawdown | 2.94 | 4.03 | -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. | |||
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Sharpe Ratios by Period
| QDVX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.77 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.28 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.13 |
Drawdowns
QDVX.DE vs. CEMT.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and CEMT.DE.
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Drawdown Indicators
| QDVX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -37.66% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -4.26% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -14.36% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -29.23% | +14.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -2.25% | -0.39% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -7.08% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.16% | +1.47% |
Volatility
QDVX.DE vs. CEMT.DE - Volatility Comparison
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a higher volatility of 3.58% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that QDVX.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 0.00% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 0.00% | +8.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 6.11% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 14.61% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 16.11% | -0.76% |
QDVX.DE vs. CEMT.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
QDVX.DE vs. CEMT.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.21% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% |
Frequently Asked Questions
QDVX.DE and CEMT.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.28% for QDVX.DE and 0.25% for CEMT.DE.
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