CEMS.DE vs. JEDI.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and JEDI.DE (VanEck Space Innovators UCITS ETF) are both exchange-traded funds - CEMS.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while JEDI.DE is a Industrials Equities fund tracking the MVIS Global Space Industry ESG. Both are passively managed. Over the past 3 years, CEMS.DE returned 22.65%/yr vs 53.87%/yr for JEDI.DE. At a 0.44 correlation, their price movements are largely independent. CEMS.DE charges 0.25%/yr vs 0.55%/yr for JEDI.DE.
Performance
CEMS.DE vs. JEDI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMS.DE achieves a 15.97% return, which is significantly lower than JEDI.DE's 38.20% return.
CEMS.DE
- 1D
- 1.47%
- 1M
- 1.40%
- YTD
- 15.97%
- 6M
- 16.95%
- 1Y
- 37.59%
- 3Y*
- 22.65%
- 5Y*
- 14.97%
- 10Y*
- 12.21%
JEDI.DE
- 1D
- 0.00%
- 1M
- -32.61%
- YTD
- 38.20%
- 6M
- 34.62%
- 1Y
- 103.14%
- 3Y*
- 53.87%
- 5Y*
- —
- 10Y*
- —
CEMS.DE vs. JEDI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 15.97% | 36.00% | 9.92% | 13.88% | 4.95% |
JEDI.DE VanEck Space Innovators UCITS ETF | 38.20% | 72.15% | 52.14% | 8.55% | -0.32% |
Correlation
The correlation between CEMS.DE and JEDI.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2022 | 0.44 |
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Return for Risk
CEMS.DE vs. JEDI.DE — Risk / Return Rank
CEMS.DE
JEDI.DE
CEMS.DE vs. JEDI.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 VanEck Space Innovators UCITS ETF (JEDI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CEMS.DE | JEDI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.34 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.17 | +0.56 |
| Martin ratioReturn relative to average drawdown | 14.09 | 10.67 | +3.42 |
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Drawdowns
CEMS.DE vs. JEDI.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.22%, which is greater than JEDI.DE's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and JEDI.DE.
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Drawdown Indicators
| CEMS.DE | JEDI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -32.70% | -7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -32.70% | +22.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -32.70% | +15.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.56% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -32.70% | +32.70% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -7.44% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 9.70% | -7.04% |
Volatility
CEMS.DE vs. JEDI.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 3.86%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 15.35%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than JEDI.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 | JEDI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 15.35% | -11.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 35.79% | -24.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 45.67% | -31.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 32.91% | -17.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 32.91% | -15.73% |
CEMS.DE vs. JEDI.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is lower than JEDI.DE's 0.55% expense ratio.
Dividends
CEMS.DE vs. JEDI.DE - Dividend Comparison
Neither CEMS.DE nor JEDI.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and JEDI.DE have a correlation of 0.36, 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 0.55% for JEDI.DE.
CEMS.DE is categorized as Europe Equities, while JEDI.DE is Industrials Equities. CEMS.DE tracks MSCI Europe Enhanced Value, while JEDI.DE tracks MVIS Global Space Industry ESG. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.25% for CEMS.DE and 0.55% for JEDI.DE.
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