AE50.DE vs. CEMT.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - AE50.DE tracks the STOXX® Europe 50 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, AE50.DE returned 9.32%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.84 suggests significant overlap in exposure. AE50.DE charges 0.15%/yr vs 0.25%/yr for CEMT.DE.
Performance
AE50.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, AE50.DE has outperformed CEMT.DE with an annualized return of 9.32%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
AE50.DE
- 1D
- 0.82%
- 1M
- 3.36%
- YTD
- 7.47%
- 6M
- 9.70%
- 1Y
- 16.71%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
AE50.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -10.46% | 9.34% |
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% | 13.62% |
Correlation
The correlation between AE50.DE and CEMT.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.84 |
Over the past year, the correlation between AE50.DE and CEMT.DE has dropped to 0.42 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
AE50.DE vs. CEMT.DE — Risk / Return Rank
AE50.DE
CEMT.DE
AE50.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| AE50.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.10 | +0.65 |
| Martin ratioReturn relative to average drawdown | 6.15 | 4.03 | +2.12 |
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
| AE50.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.77 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.28 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.40 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.37 | +0.11 |
Drawdowns
AE50.DE vs. CEMT.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for AE50.DE and CEMT.DE.
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Drawdown Indicators
| AE50.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -37.66% | +5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -4.26% | -5.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -14.36% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -29.23% | +11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -37.66% | +5.46% |
Current DrawdownCurrent decline from peak | -1.65% | -0.39% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -7.08% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.16% | +1.55% |
Volatility
AE50.DE vs. CEMT.DE - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 4.34% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that AE50.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
| AE50.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 0.00% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 0.00% | +10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 6.11% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 14.61% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 16.11% | -1.00% |
AE50.DE vs. CEMT.DE - Expense Ratio Comparison
AE50.DE has a 0.15% expense ratio, which is lower than CEMT.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
AE50.DE vs. CEMT.DE - Dividend Comparison
Neither AE50.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and CEMT.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMT.DE.
AE50.DE tracks STOXX® Europe 50, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for AE50.DE and 0.25% for CEMT.DE.
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