SXR1.DE vs. CEMQ.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and CEMQ.DE (iShares Edge MSCI Europe Quality Factor UCITS ETF) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while CEMQ.DE is a Europe Equities fund tracking the MSCI Europe Sector Neutral Quality. Both are passively managed. Over the past 10 years, SXR1.DE returned 7.82%/yr vs 8.78%/yr for CEMQ.DE. A 0.72 correlation means they provide meaningful diversification when combined. SXR1.DE charges 0.20%/yr vs 0.25%/yr for CEMQ.DE.
Performance
SXR1.DE vs. CEMQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR1.DE achieves a 9.38% return, which is significantly higher than CEMQ.DE's 6.82% return. Over the past 10 years, SXR1.DE has underperformed CEMQ.DE with an annualized return of 7.82%, while CEMQ.DE has yielded a comparatively higher 8.78% annualized return.
SXR1.DE
- 1D
- 2.06%
- 1M
- -0.41%
- YTD
- 9.38%
- 6M
- 11.69%
- 1Y
- 15.20%
- 3Y*
- 9.97%
- 5Y*
- 5.88%
- 10Y*
- 7.82%
CEMQ.DE
- 1D
- 1.45%
- 1M
- 4.11%
- YTD
- 6.82%
- 6M
- 9.07%
- 1Y
- 9.48%
- 3Y*
- 8.41%
- 5Y*
- 6.17%
- 10Y*
- 8.78%
SXR1.DE vs. CEMQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 9.38% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
CEMQ.DE iShares Edge MSCI Europe Quality Factor UCITS ETF | 6.82% | 10.19% | 3.69% | 14.57% | -11.90% | 26.61% | 1.06% | 32.46% | -7.32% | 10.41% |
Correlation
The correlation between SXR1.DE and CEMQ.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.72 |
The correlation between SXR1.DE and CEMQ.DE has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.
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Return for Risk
SXR1.DE vs. CEMQ.DE — Risk / Return Rank
SXR1.DE
CEMQ.DE
SXR1.DE vs. CEMQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR1.DE | CEMQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.13 | +1.31 |
| Martin ratioReturn relative to average drawdown | 7.10 | 3.44 | +3.67 |
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Drawdowns
SXR1.DE vs. CEMQ.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, which is greater than CEMQ.DE's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and CEMQ.DE.
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Drawdown Indicators
| SXR1.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -33.76% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -8.38% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -14.96% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -19.65% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -33.76% | -3.15% |
Current DrawdownCurrent decline from peak | -1.74% | -0.08% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -5.35% | -4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.70% | -0.57% |
Volatility
SXR1.DE vs. CEMQ.DE - Volatility Comparison
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a higher volatility of 4.02% compared to iShares Edge MSCI Europe Quality Factor UCITS ETF (CEMQ.DE) at 3.75%. This indicates that SXR1.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
| SXR1.DE | CEMQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 3.75% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 9.71% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 12.07% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 14.05% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 15.02% | +1.56% |
SXR1.DE vs. CEMQ.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% 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
SXR1.DE vs. CEMQ.DE - Dividend Comparison
Neither SXR1.DE nor CEMQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR1.DE and CEMQ.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMQ.DE.
SXR1.DE is categorized as Asia Pacific Equities, while CEMQ.DE is Europe Equities. SXR1.DE tracks MSCI Pacific ex Japan, while CEMQ.DE tracks MSCI Europe Sector Neutral Quality. Their fees differ too: 0.20% for SXR1.DE and 0.25% for CEMQ.DE.
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