PortfoliosLab logoPortfoliosLab logo
CEMS.DE vs. CEMT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMS.DE vs. CEMT.DE - Performance Comparison

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

Loading charts...

Returns By Period

Over the past 10 years, CEMS.DE has outperformed CEMT.DE with an annualized return of 10.71%, while CEMT.DE has yielded a comparatively lower 6.44% 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%

CEMT.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
3.97%
3Y*
9.41%
5Y*
4.08%
10Y*
6.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
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 CEMS.DE and CEMT.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.87

Over the past year, the correlation between CEMS.DE and CEMT.DE has dropped to 0.45 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

CEMS.DE
CEMS.DE Risk / Return Rank: 7171
Overall Rank
CEMS.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 7474
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 6868
Martin Ratio Rank

CEMT.DE
CEMT.DE Risk / Return Rank: 2626
Overall Rank
CEMT.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CEMT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
CEMT.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CEMT.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEMT.DE Martin Ratio Rank: 2929
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.

CEMS.DE vs. CEMT.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 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.


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

+1.60

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.43

1.21

+0.21

Calmar ratioReturn relative to maximum drawdown

3.29

1.10

+2.19

Martin ratioReturn relative to average drawdown

12.37

4.03

+8.33

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

The current CEMS.DE Sharpe Ratio is 2.37, which is higher than the CEMT.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CEMS.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.


Loading charts...

Sharpe Ratios by Period


CEMS.DECEMT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

0.77

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.28

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.40

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.37

+0.11

Drawdowns

CEMS.DE vs. CEMT.DE - Drawdown Comparison

The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and CEMT.DE.


Loading charts...

Drawdown Indicators


CEMS.DECEMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.20%

-37.66%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-4.26%

-5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-14.36%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-29.23%

+9.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-37.66%

-2.54%

Current Drawdown

Current decline from peak

-1.26%

-0.39%

-0.87%

Average Drawdown

Average peak-to-trough decline

-7.49%

-7.08%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.16%

+1.50%

Volatility

CEMS.DE vs. CEMT.DE - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.65% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that CEMS.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.


Loading charts...

Volatility by Period


CEMS.DECEMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

0.00%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

0.00%

+11.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

6.11%

+7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

14.61%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

16.11%

+1.32%

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

Both CEMS.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

CEMS.DE vs. CEMT.DE - Dividend Comparison

Neither CEMS.DE nor CEMT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMS.DE and CEMT.DE have a correlation of 0.45, 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 CEMT.DE have the same expense ratio: 0.25% per year.

CEMS.DE tracks MSCI Europe Enhanced Value, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted.

Portfolio Optimizer

Find the right allocation for CEMS.DE and CEMT.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer