C007.DE vs. CEMT.DE
C007.DE (Amundi MDAX ESG UCITS ETF Dist) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - C007.DE tracks the MDAX® ESG+ while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, C007.DE returned 4.38%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.85 suggests significant overlap in exposure. C007.DE charges 0.30%/yr vs 0.25%/yr for CEMT.DE.
Performance
C007.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, C007.DE has underperformed CEMT.DE with an annualized return of 4.38%, while CEMT.DE has yielded a comparatively higher 6.44% annualized return.
C007.DE
- 1D
- 0.48%
- 1M
- 3.37%
- YTD
- 7.27%
- 6M
- 9.42%
- 1Y
- 8.07%
- 3Y*
- 5.69%
- 5Y*
- -0.66%
- 10Y*
- 4.38%
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%
C007.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C007.DE Amundi MDAX ESG UCITS ETF Dist | 7.27% | 17.62% | -6.09% | 8.74% | -28.15% | 13.79% | 8.23% | 30.77% | -18.28% | 17.54% |
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 C007.DE and CEMT.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.85 |
Over the past year, the correlation between C007.DE and CEMT.DE has dropped to 0.40 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
C007.DE vs. CEMT.DE — Risk / Return Rank
C007.DE
CEMT.DE
C007.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MDAX ESG UCITS ETF Dist (C007.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.
| C007.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.10 | -0.36 |
| Martin ratioReturn relative to average drawdown | 1.72 | 4.03 | -2.31 |
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
| C007.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.77 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.28 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.40 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.37 | -0.08 |
Drawdowns
C007.DE vs. CEMT.DE - Drawdown Comparison
The maximum C007.DE drawdown since its inception was -39.51%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for C007.DE and CEMT.DE.
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Drawdown Indicators
| C007.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.51% | -37.66% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -4.26% | -6.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.64% | -14.36% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -39.33% | -29.23% | -10.10% |
Max Drawdown (10Y)Largest decline over 10 years | -39.51% | -37.66% | -1.85% |
Current DrawdownCurrent decline from peak | -10.11% | -0.39% | -9.72% |
Average DrawdownAverage peak-to-trough decline | -11.88% | -7.08% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 1.16% | +3.51% |
Volatility
C007.DE vs. CEMT.DE - Volatility Comparison
Amundi MDAX ESG UCITS ETF Dist (C007.DE) has a higher volatility of 4.72% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that C007.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
| C007.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 0.00% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.96% | 0.00% | +14.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 6.11% | +12.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 14.61% | +4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 16.11% | +2.45% |
C007.DE vs. CEMT.DE - Expense Ratio Comparison
C007.DE has a 0.30% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
C007.DE vs. CEMT.DE - Dividend Comparison
C007.DE's dividend yield for the trailing twelve months is around 1.58%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
C007.DE Amundi MDAX ESG UCITS ETF Dist | 1.58% | 1.70% | 1.69% | 1.86% | 1.76% | 0.60% | 0.79% | 1.57% | 2.31% | 2.13% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
C007.DE and CEMT.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for C007.DE.
C007.DE tracks MDAX® ESG+, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for C007.DE and 0.25% for CEMT.DE.
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