AMED.DE vs. CEMS.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, AMED.DE returned 9.75%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
AMED.DE vs. CEMS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than CEMS.DE's 13.72% return. Over the past 10 years, AMED.DE has underperformed CEMS.DE with an annualized return of 9.75%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
CEMS.DE
- 1D
- 0.10%
- 1M
- 4.58%
- YTD
- 13.72%
- 6M
- 16.86%
- 1Y
- 33.02%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
AMED.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Correlation
The correlation between AMED.DE and CEMS.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
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 |
The correlation between AMED.DE and CEMS.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMED.DE vs. CEMS.DE — Risk / Return Rank
AMED.DE
CEMS.DE
AMED.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| AMED.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.29 | -0.80 |
| Martin ratioReturn relative to average drawdown | 9.40 | 12.37 | -2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMED.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 2.37 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Drawdowns
AMED.DE vs. CEMS.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for AMED.DE and CEMS.DE.
Loading charts...
Drawdown Indicators
| AMED.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -40.20% | +1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -9.99% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -17.57% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -19.55% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -40.20% | +1.85% |
Current DrawdownCurrent decline from peak | -0.17% | -1.26% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -7.49% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.66% | +0.15% |
Volatility
AMED.DE vs. CEMS.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that AMED.DE's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMED.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.65% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 11.17% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 13.87% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 15.23% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 17.43% | -0.43% |
AMED.DE vs. CEMS.DE - Expense Ratio Comparison
Both AMED.DE and CEMS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AMED.DE vs. CEMS.DE - Dividend Comparison
Neither AMED.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
AMED.DE and CEMS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE and CEMS.DE have the same expense ratio: 0.25% per year.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and iShares.
Find the right allocation for AMED.DE and CEMS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer