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CEMG.DE vs. XDWS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMG.DE vs. XDWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE). The values are adjusted to include any dividend payments, if applicable.

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CEMG.DE vs. XDWS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMG.DE
iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)
-6.84%0.86%16.93%1.69%-16.08%-1.07%11.30%25.51%-16.68%23.33%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
5.06%-3.34%12.56%-1.53%-0.06%22.38%-1.96%25.94%-5.88%2.82%

Returns By Period

In the year-to-date period, CEMG.DE achieves a -6.84% return, which is significantly lower than XDWS.DE's 5.06% return. Over the past 10 years, CEMG.DE has underperformed XDWS.DE with an annualized return of 3.77%, while XDWS.DE has yielded a comparatively higher 5.64% annualized return.


CEMG.DE

1D
1.54%
1M
-4.55%
YTD
-6.84%
6M
-10.96%
1Y
-7.04%
3Y*
1.78%
5Y*
-2.55%
10Y*
3.77%

XDWS.DE

1D
-0.36%
1M
-6.64%
YTD
5.06%
6M
7.27%
1Y
-0.83%
3Y*
3.56%
5Y*
5.89%
10Y*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMG.DE vs. XDWS.DE - Expense Ratio Comparison

CEMG.DE has a 0.60% expense ratio, which is higher than XDWS.DE's 0.25% expense ratio.


Return for Risk

CEMG.DE vs. XDWS.DE — Risk / Return Rank

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

CEMG.DE
CEMG.DE Risk / Return Rank: 44
Overall Rank
CEMG.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CEMG.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
CEMG.DE Omega Ratio Rank: 44
Omega Ratio Rank
CEMG.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
CEMG.DE Martin Ratio Rank: 22
Martin Ratio Rank

XDWS.DE
XDWS.DE Risk / Return Rank: 1010
Overall Rank
XDWS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 99
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 1111
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.

CEMG.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.


CEMG.DEXDWS.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.44

-0.06

-0.37

Sortino ratio

Return per unit of downside risk

-0.50

-0.00

-0.50

Omega ratio

Gain probability vs. loss probability

0.93

1.00

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.48

-0.06

-0.42

Martin ratio

Return relative to average drawdown

-1.25

-0.10

-1.15

CEMG.DE vs. XDWS.DE - Sharpe Ratio Comparison

The current CEMG.DE Sharpe Ratio is -0.44, which is lower than the XDWS.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CEMG.DE and XDWS.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


CEMG.DEXDWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.06

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.52

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.46

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.46

-0.24

Correlation

The correlation between CEMG.DE and XDWS.DE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CEMG.DE vs. XDWS.DE - Dividend Comparison

Neither CEMG.DE nor XDWS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CEMG.DE vs. XDWS.DE - Drawdown Comparison

The maximum CEMG.DE drawdown since its inception was -33.94%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for CEMG.DE and XDWS.DE.


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Drawdown Indicators


CEMG.DEXDWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-22.95%

-10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-8.14%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

-12.47%

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.94%

-22.95%

-10.99%

Current Drawdown

Current decline from peak

-18.59%

-7.04%

-11.55%

Average Drawdown

Average peak-to-trough decline

-12.18%

-5.02%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

4.52%

+0.83%

Volatility

CEMG.DE vs. XDWS.DE - Volatility Comparison

iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) has a higher volatility of 5.38% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 4.36%. This indicates that CEMG.DE's price experiences larger fluctuations and is considered to be riskier than XDWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMG.DEXDWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

4.36%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

8.95%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

12.71%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

11.15%

+7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

12.11%

+6.20%