SELD.DE vs. CEMQ.DE
SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) and CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) are both Europe Equities funds - SELD.DE tracks the STOXX® Europe Select Dividend 30 while CEMQ.DE tracks the MSCI Europe Sector Neutral Quality. Both are passively managed. Over the past 10 years, SELD.DE returned 9.59%/yr vs 7.82%/yr for CEMQ.DE. A 0.80 correlation means they provide meaningful diversification when combined. SELD.DE charges 0.30%/yr vs 0.25%/yr for CEMQ.DE.
Performance
SELD.DE vs. CEMQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly higher than CEMQ.DE's 4.17% return. Over the past 10 years, SELD.DE has outperformed CEMQ.DE with an annualized return of 9.59%, while CEMQ.DE has yielded a comparatively lower 7.82% annualized return.
SELD.DE
- 1D
- 0.52%
- 1M
- 4.00%
- YTD
- 14.08%
- 6M
- 19.29%
- 1Y
- 32.34%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
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%
SELD.DE vs. CEMQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 4.17% | 10.17% | 3.72% | 14.50% | -11.87% | 26.64% | 1.09% | 32.48% | -7.31% | 10.34% |
Correlation
The correlation between SELD.DE and CEMQ.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.80 |
The correlation between SELD.DE and CEMQ.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
SELD.DE vs. CEMQ.DE — Risk / Return Rank
SELD.DE
CEMQ.DE
SELD.DE vs. CEMQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.
| SELD.DE | CEMQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.11 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 0.80 | +3.99 |
| Martin ratioReturn relative to average drawdown | 16.20 | 2.14 | +14.07 |
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
| SELD.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 0.57 | +2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.41 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.52 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.48 | -0.30 |
Drawdowns
SELD.DE vs. CEMQ.DE - Drawdown Comparison
The maximum SELD.DE drawdown since its inception was -70.30%, 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 SELD.DE and CEMQ.DE.
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Drawdown Indicators
| SELD.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -33.74% | -36.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -8.40% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.13% | -14.90% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.02% | -19.69% | -3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.65% | -33.74% | -6.91% |
Current DrawdownCurrent decline from peak | -1.80% | -2.60% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -25.32% | -5.35% | -19.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 3.17% | -1.18% |
Volatility
SELD.DE vs. CEMQ.DE - Volatility Comparison
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) have volatilities of 3.83% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SELD.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.97% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 9.53% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 11.93% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 14.02% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 15.02% | +2.40% |
SELD.DE vs. CEMQ.DE - Expense Ratio Comparison
SELD.DE has a 0.30% expense ratio, which is higher than CEMQ.DE's 0.25% expense ratio.
Dividends
SELD.DE vs. CEMQ.DE - Dividend Comparison
SELD.DE's dividend yield for the trailing twelve months is around 5.68%, while CEMQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
SELD.DE and CEMQ.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SELD.DE.
SELD.DE tracks STOXX® Europe Select Dividend 30, while CEMQ.DE tracks MSCI Europe Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for SELD.DE and 0.25% for CEMQ.DE.
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