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C051.DE vs. CEMT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C051.DE vs. CEMT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro STOXX Select Dividend30 UCITS ETF Dist (C051.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with C051.DE having a 13.76% return and CEMT.DE slightly lower at 13.08%. Both investments have delivered pretty close results over the past 10 years, with C051.DE having a 7.72% annualized return and CEMT.DE not far ahead at 7.81%.


C051.DE

1D
0.02%
1M
4.53%
6M
13.41%
YTD
13.76%
1Y
23.33%
3Y*
20.86%
5Y*
10.34%
10Y*
7.72%
ALL TIME*
5.17%

CEMT.DE

1D
0.97%
1M
3.07%
6M
9.08%
YTD
13.08%
1Y
15.60%
3Y*
12.56%
5Y*
5.99%
10Y*
7.81%
ALL TIME*
7.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€62.42K€70.71K€77.30K
€0.00€10.31€618.10

C051.DE vs. CEMT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C051.DE
Amundi Euro STOXX Select Dividend30 UCITS ETF Dist
13.76%42.80%7.89%4.08%-13.73%23.40%-18.14%22.46%-11.46%8.91%
CEMT.DE
iShares Edge MSCI Europe Size Factor UCITS ETF
13.08%17.46%5.14%14.11%-18.17%19.54%1.67%28.80%-14.00%13.64%

Correlation

The correlation between C051.DE and CEMT.DE is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.81

Over the past year, the correlation between C051.DE and CEMT.DE has dropped to 0.47 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

C051.DE vs. CEMT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C051.DE
C051.DE Risk / Return Rank: 7878
Overall Rank
C051.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
C051.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
C051.DE Omega Ratio Rank: 8080
Omega Ratio Rank
C051.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
C051.DE Martin Ratio Rank: 7272
Martin Ratio Rank

CEMT.DE
CEMT.DE Risk / Return Rank: 4949
Overall Rank
CEMT.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CEMT.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
CEMT.DE Omega Ratio Rank: 5656
Omega Ratio Rank
CEMT.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
CEMT.DE Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C051.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro STOXX Select Dividend30 UCITS ETF Dist (C051.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


C051.DECEMT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.34

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

3.11

1.78

+1.34

Martin ratioReturn relative to average drawdown

8.86

6.74

+2.12

C051.DE vs. CEMT.DE - Sharpe Ratio Comparison

The current C051.DE Sharpe Ratio is 1.86, which is higher than the CEMT.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of C051.DE and CEMT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

C051.DE vs. CEMT.DE - Drawdown Comparison

The maximum C051.DE drawdown since its inception was -56.43%, which is greater than CEMT.DE's maximum drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for C051.DE and CEMT.DE.


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Drawdown Indicators


C051.DECEMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.43%

-37.62%

-18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-8.75%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-14.36%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.77%

-29.23%

+4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

-37.62%

-5.62%

Current Drawdown

Current decline from peak

-0.74%

-0.17%

-0.57%

Average Drawdown

Average peak-to-trough decline

-12.40%

-7.04%

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.31%

+0.32%

Volatility

C051.DE vs. CEMT.DE - Volatility Comparison

The current volatility for Amundi Euro STOXX Select Dividend30 UCITS ETF Dist (C051.DE) is 2.96%, while iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) has a volatility of 3.94%. This indicates that C051.DE experiences smaller price fluctuations and is considered to be less risky 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


C051.DECEMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

3.94%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

14.63%

-5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

15.87%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

15.96%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

16.28%

+1.25%

C051.DE vs. CEMT.DE - Expense Ratio Comparison

Both C051.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

C051.DE vs. CEMT.DE - Dividend Comparison

C051.DE's dividend yield for the trailing twelve months is around 4.06%, while CEMT.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
C051.DE
Amundi Euro STOXX Select Dividend30 UCITS ETF Dist
4.06%4.62%5.23%6.21%4.89%3.35%3.99%4.53%4.64%4.50%
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


C051.DE and CEMT.DE have a correlation of 0.47, 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.

C051.DE and CEMT.DE have the same expense ratio: 0.25% per year.

C051.DE is categorized as Dividend, while CEMT.DE is Europe Equities. C051.DE tracks EURO STOXX Select Dividend 30 (Net Return) EUR Index, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

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