CEMS.DE vs. PR1E.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - CEMS.DE tracks the MSCI Europe Enhanced Value while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, CEMS.DE returned 14.47%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.91 suggests significant overlap in exposure. CEMS.DE charges 0.25%/yr vs 0.05%/yr for PR1E.DE.
Performance
CEMS.DE vs. PR1E.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 PR1E.DE's 7.72% 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%
PR1E.DE
- 1D
- 0.46%
- 1M
- 0.90%
- YTD
- 7.72%
- 6M
- 10.13%
- 1Y
- 16.32%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
CEMS.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 11.34% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 7.72% | 20.48% | 8.42% | 15.89% | -9.34% | 25.39% | -3.59% | 15.15% |
Correlation
The correlation between CEMS.DE and PR1E.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.91 |
The correlation between CEMS.DE and PR1E.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
CEMS.DE vs. PR1E.DE — Risk / Return Rank
CEMS.DE
PR1E.DE
CEMS.DE vs. PR1E.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 Prime Europe UCITS ETF DR (D) (PR1E.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 | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 1.81 | +1.48 |
| Martin ratioReturn relative to average drawdown | 12.37 | 6.80 | +5.57 |
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 | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 1.32 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.68 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.62 | -0.14 |
Drawdowns
CEMS.DE vs. PR1E.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and PR1E.DE.
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Drawdown Indicators
| CEMS.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -35.98% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -9.39% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -16.84% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -19.66% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -1.26% | -1.61% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -4.90% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.51% | +0.15% |
Volatility
CEMS.DE vs. PR1E.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.65% compared to Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) at 4.33%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than PR1E.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 | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.33% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 10.60% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 12.88% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 14.48% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 16.68% | +0.75% |
CEMS.DE vs. PR1E.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CEMS.DE vs. PR1E.DE - Dividend Comparison
CEMS.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 2.38% | 2.56% | 2.87% | 2.91% | 3.15% | 2.25% | 2.17% | 2.73% |
Frequently Asked Questions
With a correlation of 0.91, CEMS.DE and PR1E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for CEMS.DE.
CEMS.DE tracks MSCI Europe Enhanced Value, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMS.DE and 0.05% for PR1E.DE.
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