AMED.DE vs. CEMT.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, AMED.DE returned 9.75%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
AMED.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, AMED.DE has outperformed CEMT.DE with an annualized return of 9.75%, while CEMT.DE has yielded a comparatively lower 6.44% 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%
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%
AMED.DE vs. CEMT.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% |
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 AMED.DE and CEMT.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.89 |
Over the past year, the correlation between AMED.DE and CEMT.DE has dropped to 0.44 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
AMED.DE vs. CEMT.DE — Risk / Return Rank
AMED.DE
CEMT.DE
AMED.DE vs. CEMT.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 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.
| AMED.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.10 | +1.40 |
| Martin ratioReturn relative to average drawdown | 9.40 | 4.03 | +5.37 |
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
| AMED.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.77 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.40 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.37 | +0.09 |
Drawdowns
AMED.DE vs. CEMT.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for AMED.DE and CEMT.DE.
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Drawdown Indicators
| AMED.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -37.66% | -0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -4.26% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -14.36% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -29.23% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -37.66% | -0.69% |
Current DrawdownCurrent decline from peak | -0.17% | -0.39% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -7.08% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 1.16% | +1.65% |
Volatility
AMED.DE vs. CEMT.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 Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that AMED.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
| AMED.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 0.00% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 0.00% | +12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 6.11% | +9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 14.61% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.11% | +0.89% |
AMED.DE vs. CEMT.DE - Expense Ratio Comparison
Both AMED.DE and CEMT.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. CEMT.DE - Dividend Comparison
Neither AMED.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
AMED.DE and CEMT.DE have a correlation of 0.44, 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 CEMT.DE have the same expense ratio: 0.25% per year.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares.
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