CEMS.DE vs. AMED.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - CEMS.DE tracks the MSCI Europe Enhanced Value while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, CEMS.DE returned 10.71%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
CEMS.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMS.DE achieves a 13.72% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, CEMS.DE has outperformed AMED.DE with an annualized return of 10.71%, while AMED.DE has yielded a comparatively lower 9.75% annualized return.
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
CEMS.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between CEMS.DE and AMED.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.92 |
The correlation between CEMS.DE and AMED.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
CEMS.DE vs. AMED.DE — Risk / Return Rank
CEMS.DE
AMED.DE
CEMS.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| CEMS.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.49 | +0.80 |
| Martin ratioReturn relative to average drawdown | 12.37 | 9.40 | +2.96 |
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
| CEMS.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 1.74 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.65 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Drawdowns
CEMS.DE vs. AMED.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, roughly equal to the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and AMED.DE.
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Drawdown Indicators
| CEMS.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -38.35% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -10.56% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -14.07% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -24.06% | +4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -38.35% | -1.85% |
Current DrawdownCurrent decline from peak | -1.26% | -0.17% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -6.69% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.81% | -0.15% |
Volatility
CEMS.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 4.65%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMS.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.61% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 12.64% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 15.19% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 15.87% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 17.00% | +0.43% |
CEMS.DE vs. AMED.DE - Expense Ratio Comparison
Both CEMS.DE and AMED.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
CEMS.DE vs. AMED.DE - Dividend Comparison
Neither CEMS.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and AMED.DE have a correlation of 0.87, 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.
CEMS.DE and AMED.DE have the same expense ratio: 0.25% per year.
CEMS.DE tracks MSCI Europe Enhanced Value, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi.
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