CEMS.DE vs. LSMC.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - CEMS.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, CEMS.DE returned 21.17%/yr vs 58.88%/yr for LSMC.DE. At a 0.47 correlation, their price movements are largely independent. CEMS.DE charges 0.25%/yr vs 0.45%/yr for LSMC.DE.
Performance
CEMS.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMS.DE achieves a 14.37% return, which is significantly lower than LSMC.DE's 62.48% return.
CEMS.DE
- 1D
- 2.48%
- 1M
- 3.42%
- YTD
- 14.37%
- 6M
- 17.13%
- 1Y
- 32.78%
- 3Y*
- 21.17%
- 5Y*
- 14.39%
- 10Y*
- 11.60%
LSMC.DE
- 1D
- 4.14%
- 1M
- 7.04%
- YTD
- 62.48%
- 6M
- 68.29%
- 1Y
- 121.02%
- 3Y*
- 58.88%
- 5Y*
- —
- 10Y*
- —
CEMS.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 14.37% | 36.00% | 9.92% | 13.88% | -4.51% | 2.52% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 62.48% | 32.60% | 66.51% | 74.52% | -34.67% | -0.88% |
Correlation
The correlation between CEMS.DE and LSMC.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.47 |
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Return for Risk
CEMS.DE vs. LSMC.DE — Risk / Return Rank
CEMS.DE
LSMC.DE
CEMS.DE vs. LSMC.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 Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.54 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 9.37 | -6.11 |
| Martin ratioReturn relative to average drawdown | 12.19 | 29.27 | -17.07 |
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Drawdowns
CEMS.DE vs. LSMC.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.22%, roughly equal to the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and LSMC.DE.
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Drawdown Indicators
| CEMS.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -39.64% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -12.84% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -36.22% | +18.61% |
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 | -0.66% | -4.14% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -11.43% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 4.12% | -1.44% |
Volatility
CEMS.DE vs. LSMC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 4.88%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.74%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 11.74% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 23.59% | -12.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 31.34% | -17.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 32.33% | -17.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 32.33% | -14.87% |
CEMS.DE vs. LSMC.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
CEMS.DE vs. LSMC.DE - Dividend Comparison
Neither CEMS.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and LSMC.DE have a correlation of 0.47, 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 0.45% for LSMC.DE.
CEMS.DE is categorized as Europe Equities, while LSMC.DE is Semiconductors. CEMS.DE tracks MSCI Europe Enhanced Value, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMS.DE and 0.45% for LSMC.DE.
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