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CEBZ.DE vs. SELD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEBZ.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Acc) (CEBZ.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

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CEBZ.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)20252024
CEBZ.DE
iShares Core MSCI Europe UCITS ETF EUR (Acc)
1.36%20.45%1.33%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
4.92%44.46%7.94%

Returns By Period

In the year-to-date period, CEBZ.DE achieves a 1.36% return, which is significantly lower than SELD.DE's 4.92% return.


CEBZ.DE

1D
2.41%
1M
-3.82%
YTD
1.36%
6M
6.48%
1Y
13.15%
3Y*
5Y*
10Y*

SELD.DE

1D
2.21%
1M
-1.10%
YTD
4.92%
6M
14.21%
1Y
29.66%
3Y*
18.34%
5Y*
10.41%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEBZ.DE vs. SELD.DE - Expense Ratio Comparison

CEBZ.DE has a 0.12% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.


Return for Risk

CEBZ.DE vs. SELD.DE — Risk / Return Rank

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

CEBZ.DE
CEBZ.DE Risk / Return Rank: 4343
Overall Rank
CEBZ.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CEBZ.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
CEBZ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
CEBZ.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
CEBZ.DE Martin Ratio Rank: 4747
Martin Ratio Rank

SELD.DE
SELD.DE Risk / Return Rank: 9090
Overall Rank
SELD.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 9191
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.

CEBZ.DE vs. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (CEBZ.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


CEBZ.DESELD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.04

-1.18

Sortino ratio

Return per unit of downside risk

1.19

2.53

-1.34

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

1.39

3.05

-1.66

Martin ratio

Return relative to average drawdown

5.27

13.36

-8.09

CEBZ.DE vs. SELD.DE - Sharpe Ratio Comparison

The current CEBZ.DE Sharpe Ratio is 0.86, which is lower than the SELD.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CEBZ.DE and SELD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEBZ.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.04

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.15

+0.67

Correlation

The correlation between CEBZ.DE and SELD.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CEBZ.DE vs. SELD.DE - Dividend Comparison

CEBZ.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 6.17%.


TTM20252024202320222021202020192018201720162015
CEBZ.DE
iShares Core MSCI Europe UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
6.17%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Drawdowns

CEBZ.DE vs. SELD.DE - Drawdown Comparison

The maximum CEBZ.DE drawdown since its inception was -16.41%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for CEBZ.DE and SELD.DE.


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Drawdown Indicators


CEBZ.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.41%

-70.30%

+53.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-12.53%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

Current Drawdown

Current decline from peak

-5.44%

-2.22%

-3.22%

Average Drawdown

Average peak-to-trough decline

-2.07%

-25.55%

+23.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.26%

+0.36%

Volatility

CEBZ.DE vs. SELD.DE - Volatility Comparison

iShares Core MSCI Europe UCITS ETF EUR (Acc) (CEBZ.DE) has a higher volatility of 5.71% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 5.20%. This indicates that CEBZ.DE's price experiences larger fluctuations and is considered to be riskier than SELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEBZ.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.20%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

8.81%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

14.49%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

14.77%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

17.42%

-3.94%