CEMS.DE vs. EXSG.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds from iShares - CEMS.DE tracks the MSCI Europe Enhanced Value while EXSG.DE tracks the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, CEMS.DE returned 10.71%/yr vs 7.41%/yr for EXSG.DE. Their correlation of 0.90 suggests significant overlap in exposure. CEMS.DE charges 0.25%/yr vs 0.32%/yr for EXSG.DE.
Performance
CEMS.DE vs. EXSG.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 higher than EXSG.DE's 7.97% return. Over the past 10 years, CEMS.DE has outperformed EXSG.DE with an annualized return of 10.71%, while EXSG.DE has yielded a comparatively lower 7.41% 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%
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
CEMS.DE vs. EXSG.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% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -11.04% | 10.11% |
Correlation
The correlation between CEMS.DE and EXSG.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 | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.90 |
The correlation between CEMS.DE and EXSG.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
CEMS.DE vs. EXSG.DE — Risk / Return Rank
CEMS.DE
EXSG.DE
CEMS.DE vs. EXSG.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 EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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 | EXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.71 | +0.59 |
| Martin ratioReturn relative to average drawdown | 12.37 | 8.47 | +3.90 |
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 | EXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 1.80 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.61 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.42 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.27 | +0.22 |
Drawdowns
CEMS.DE vs. EXSG.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, smaller than the maximum EXSG.DE drawdown of -70.80%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and EXSG.DE.
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Drawdown Indicators
| CEMS.DE | EXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -70.80% | +30.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -7.84% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -12.86% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -24.70% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -43.45% | +3.25% |
Current DrawdownCurrent decline from peak | -1.26% | -1.33% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -21.25% | +13.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.51% | +0.15% |
Volatility
CEMS.DE vs. EXSG.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.65% compared to iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) at 3.34%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than EXSG.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 | EXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.34% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 9.52% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 11.77% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 14.75% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 17.72% | -0.29% |
CEMS.DE vs. EXSG.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is lower than EXSG.DE's 0.32% expense ratio.
Dividends
CEMS.DE vs. EXSG.DE - Dividend Comparison
CEMS.DE has not paid dividends to shareholders, while EXSG.DE's dividend yield for the trailing twelve months is around 4.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
Frequently Asked Questions
CEMS.DE and EXSG.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.
On fees, CEMS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMS.DE is cheaper with a 0.25% expense ratio, compared with 0.32% for EXSG.DE.
CEMS.DE tracks MSCI Europe Enhanced Value, while EXSG.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.25% for CEMS.DE and 0.32% for EXSG.DE.
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