AME6.DE vs. CEMT.DE
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - AME6.DE tracks the STOXX® Europe 600 ESG+ while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, AME6.DE returned 8.80%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.92 suggests significant overlap in exposure. AME6.DE charges 0.18%/yr vs 0.25%/yr for CEMT.DE.
Performance
AME6.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, AME6.DE has outperformed CEMT.DE with an annualized return of 8.80%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
AME6.DE
- 1D
- 0.63%
- 1M
- 0.99%
- YTD
- 6.14%
- 6M
- 8.85%
- 1Y
- 14.58%
- 3Y*
- 12.81%
- 5Y*
- 9.07%
- 10Y*
- 8.80%
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%
AME6.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AME6.DE Amundi STOXX Europe 600 ESG UCITS ETF EUR | 6.14% | 19.36% | 8.44% | 15.75% | -10.90% | 24.53% | -2.05% | 28.56% | -11.28% | 10.75% |
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 AME6.DE and CEMT.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.92 |
Over the past year, the correlation between AME6.DE and CEMT.DE has dropped to 0.48 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.
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Return for Risk
AME6.DE vs. CEMT.DE — Risk / Return Rank
AME6.DE
CEMT.DE
AME6.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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.
| AME6.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.10 | +0.26 |
| Martin ratioReturn relative to average drawdown | 5.00 | 4.03 | +0.97 |
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
| AME6.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.77 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.28 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.40 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.13 |
Drawdowns
AME6.DE vs. CEMT.DE - Drawdown Comparison
The maximum AME6.DE drawdown since its inception was -35.62%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for AME6.DE and CEMT.DE.
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Drawdown Indicators
| AME6.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -37.66% | +2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -4.26% | -6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -14.36% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -29.23% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.62% | -37.66% | +2.04% |
Current DrawdownCurrent decline from peak | -1.77% | -0.39% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -7.08% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.16% | +1.78% |
Volatility
AME6.DE vs. CEMT.DE - Volatility Comparison
Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a higher volatility of 4.61% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that AME6.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
| AME6.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 0.00% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 0.00% | +11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 6.11% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 14.61% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 16.11% | -0.46% |
AME6.DE vs. CEMT.DE - Expense Ratio Comparison
AME6.DE has a 0.18% 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
AME6.DE vs. CEMT.DE - Dividend Comparison
Neither AME6.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
AME6.DE and CEMT.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AME6.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AME6.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for CEMT.DE.
AME6.DE tracks STOXX® Europe 600 ESG+, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for AME6.DE and 0.25% for CEMT.DE.
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