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CEMS.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMS.DE vs. IS3S.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 World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

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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 IS3S.DE's 35.27% return. Over the past 10 years, CEMS.DE has underperformed IS3S.DE with an annualized return of 10.71%, while IS3S.DE has yielded a comparatively higher 12.60% 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%

IS3S.DE

1D
-0.83%
1M
11.04%
YTD
35.27%
6M
38.20%
1Y
63.38%
3Y*
26.82%
5Y*
17.35%
10Y*
12.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMS.DE vs. IS3S.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%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
35.27%25.13%11.36%15.62%-4.81%30.38%-12.53%22.01%-10.34%7.66%

Correlation

The correlation between CEMS.DE and IS3S.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.78

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

0.83

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

0.86

The correlation between CEMS.DE and IS3S.DE has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.

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Return for Risk

CEMS.DE vs. IS3S.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

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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. IS3S.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 World Value Factor UCITS ETF (IS3S.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.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

1.43

1.83

-0.40

Calmar ratioReturn relative to maximum drawdown

3.29

10.36

-7.06

Martin ratioReturn relative to average drawdown

12.37

39.01

-26.64

CEMS.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current CEMS.DE Sharpe Ratio is 2.37, which is lower than the IS3S.DE Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of CEMS.DE and IS3S.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.


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Sharpe Ratios by Period


CEMS.DEIS3S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

4.53

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.24

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.79

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.68

-0.20

Drawdowns

CEMS.DE vs. IS3S.DE - Drawdown Comparison

The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than IS3S.DE's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and IS3S.DE.


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Drawdown Indicators


CEMS.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.20%

-35.18%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-6.09%

-3.90%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-17.80%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-17.80%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-35.18%

-5.02%

Current Drawdown

Current decline from peak

-1.26%

-0.83%

-0.43%

Average Drawdown

Average peak-to-trough decline

-7.49%

-5.82%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.62%

+1.04%

Volatility

CEMS.DE vs. IS3S.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 4.65%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.62%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

11.32%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

13.93%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

13.85%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

15.76%

+1.67%

CEMS.DE vs. IS3S.DE - Expense Ratio Comparison

CEMS.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


Dividends

CEMS.DE vs. IS3S.DE - Dividend Comparison

Neither CEMS.DE nor IS3S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMS.DE and IS3S.DE have a correlation of 0.76, 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 0.30% for IS3S.DE.

CEMS.DE is categorized as Europe Equities, while IS3S.DE is Global Equities. CEMS.DE tracks MSCI Europe Enhanced Value, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.25% for CEMS.DE and 0.30% for IS3S.DE.

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