AW1T.DE vs. CEMT.DE
AW1T.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - AW1T.DE tracks the MSCI EMU Value while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 3 years, AW1T.DE returned 20.19%/yr vs 9.41%/yr for CEMT.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
AW1T.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
AW1T.DE
- 1D
- 0.20%
- 1M
- 0.50%
- YTD
- 7.24%
- 6M
- 10.78%
- 1Y
- 21.10%
- 3Y*
- 20.19%
- 5Y*
- —
- 10Y*
- —
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%
AW1T.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AW1T.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc | 7.24% | 37.16% | 9.32% | 18.73% | 7.29% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -2.90% |
Correlation
The correlation between AW1T.DE and CEMT.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2022 | 0.76 |
Over the past year, the correlation between AW1T.DE and CEMT.DE has dropped to 0.43 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
AW1T.DE vs. CEMT.DE — Risk / Return Rank
AW1T.DE
CEMT.DE
AW1T.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.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.
| AW1T.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.10 | +1.32 |
| Martin ratioReturn relative to average drawdown | 8.19 | 4.03 | +4.15 |
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
| AW1T.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.77 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.50 | 0.37 | +1.13 |
Drawdowns
AW1T.DE vs. CEMT.DE - Drawdown Comparison
The maximum AW1T.DE drawdown since its inception was -14.81%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for AW1T.DE and CEMT.DE.
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Drawdown Indicators
| AW1T.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.81% | -37.66% | +22.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -4.26% | -4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | -14.36% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -1.45% | -0.39% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -2.14% | -7.08% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.16% | +1.47% |
Volatility
AW1T.DE vs. CEMT.DE - Volatility Comparison
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) Acc (AW1T.DE) has a higher volatility of 3.45% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that AW1T.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
| AW1T.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 0.00% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 0.00% | +10.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 6.11% | +6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 14.61% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.79% | 16.11% | -2.32% |
AW1T.DE vs. CEMT.DE - Expense Ratio Comparison
Both AW1T.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
AW1T.DE vs. CEMT.DE - Dividend Comparison
Neither AW1T.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
AW1T.DE and CEMT.DE have a correlation of 0.43, 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.
AW1T.DE and CEMT.DE have the same expense ratio: 0.25% per year.
AW1T.DE tracks MSCI EMU Value, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: UBS and iShares.
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