iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE)
CEMS.DE is a passive ETF by iShares tracking the investment results of the MSCI Europe Enhanced Value. CEMS.DE launched on Jan 16, 2015 and has a 0.25% expense ratio.
ETF Info
| ISIN | IE00BQN1K901 |
|---|---|
| WKN | A12DPP |
| Issuer | iShares |
| Inception Date | Jan 16, 2015 |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | MSCI Europe Enhanced Value |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
CEMS.DE has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: CEMS.DE vs. CEMQ.DE, CEMS.DE vs. ZPRW.DE, CEMS.DE vs. EFV, CEMS.DE vs. SCHG, CEMS.DE vs. ZPRV.DE, CEMS.DE vs. SXR8.DE
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares Edge MSCI Europe Value Factor UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI Europe Value Factor UCITS ETF had a return of 7.97% year-to-date (YTD) and 14.59% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.97% | 25.48% |
| 1 month | -2.72% | 2.14% |
| 6 months | -3.64% | 12.76% |
| 1 year | 14.59% | 33.14% |
| 5 years (annualized) | 6.89% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of CEMS.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.41% | 1.25% | 4.86% | 0.94% | 4.20% | -4.01% | 3.01% | 1.02% | 0.18% | -2.24% | 7.97% | ||
| 2023 | 7.13% | 2.95% | -2.84% | 1.46% | -3.45% | 4.31% | 3.33% | -2.85% | -0.10% | -5.76% | 6.25% | 3.59% | 13.90% |
| 2022 | 2.60% | -3.70% | -0.06% | -0.28% | 2.65% | -10.35% | 4.73% | -3.50% | -6.34% | 8.33% | 5.94% | -3.03% | -4.54% |
| 2021 | -0.86% | 5.10% | 8.47% | -0.21% | 3.56% | 0.31% | 0.43% | 2.22% | -1.88% | 3.59% | -3.44% | 7.28% | 26.62% |
| 2020 | -3.63% | -9.39% | -20.23% | 7.81% | 2.62% | 4.51% | -4.98% | 3.74% | -2.33% | -5.64% | 20.88% | 3.05% | -8.86% |
| 2019 | 7.51% | 3.46% | 0.72% | 3.35% | -8.10% | 4.34% | 0.04% | -2.75% | 5.64% | 1.21% | 3.62% | 3.19% | 23.48% |
| 2018 | 1.89% | -3.48% | -2.96% | 5.63% | -1.26% | -1.66% | 3.47% | -4.58% | 1.16% | -4.78% | -1.04% | -6.68% | -14.04% |
| 2017 | 0.06% | 2.49% | 2.88% | 1.40% | 0.55% | -2.40% | 0.35% | -1.84% | 4.35% | 2.32% | -1.19% | 0.96% | 10.16% |
| 2016 | -8.38% | -1.80% | 1.87% | 2.89% | 1.66% | -6.36% | 5.04% | 0.72% | -0.16% | 1.98% | 1.50% | 6.94% | 4.97% |
| 2015 | 3.02% | 8.12% | 1.66% | -0.86% | 1.13% | -4.20% | 3.40% | -9.08% | -6.74% | 8.51% | 2.63% | -5.31% | 0.54% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CEMS.DE is 37, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Value Factor UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI Europe Value Factor UCITS ETF was 40.20%, occurring on Mar 23, 2020. Recovery took 248 trading sessions.
The current iShares Edge MSCI Europe Value Factor UCITS ETF drawdown is 4.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.2% | Feb 18, 2020 | 25 | Mar 23, 2020 | 248 | Mar 16, 2021 | 273 |
| -31.49% | Apr 16, 2015 | 210 | Feb 11, 2016 | 482 | Jan 5, 2018 | 692 |
| -19.55% | Jan 18, 2022 | 181 | Sep 29, 2022 | 101 | Feb 20, 2023 | 282 |
| -19.11% | May 23, 2018 | 153 | Dec 27, 2018 | 244 | Dec 13, 2019 | 397 |
| -10.54% | Jan 23, 2018 | 45 | Mar 26, 2018 | 37 | May 22, 2018 | 82 |
Volatility
Volatility Chart
The current iShares Edge MSCI Europe Value Factor UCITS ETF volatility is 3.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.