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CEMS.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMS.DE vs. S6X0.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 Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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 15.97% return, which is significantly higher than S6X0.DE's 10.25% return. Both investments have delivered pretty close results over the past 10 years, with CEMS.DE having a 12.21% annualized return and S6X0.DE not far behind at 11.85%.


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%

S6X0.DE

1D
0.78%
1M
3.40%
YTD
10.25%
6M
11.18%
1Y
22.32%
3Y*
16.61%
5Y*
11.79%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMS.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
15.97%36.00%9.92%13.88%-4.51%26.64%-8.83%23.35%-14.05%10.13%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
10.25%22.02%10.94%22.43%-9.00%23.10%-2.98%29.97%-12.04%10.08%

Correlation

The correlation between CEMS.DE and S6X0.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

0.86

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 19, 2015

0.91

The correlation between CEMS.DE and S6X0.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

CEMS.DE vs. S6X0.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: 8686
Overall Rank
CEMS.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 8989
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 8181
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 4545
Overall Rank
S6X0.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 4343
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 4747
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. S6X0.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 Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.48

1.26

+0.22

Calmar ratioReturn relative to maximum drawdown

3.74

2.04

+1.69

Martin ratioReturn relative to average drawdown

14.09

7.10

+6.99

CEMS.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current CEMS.DE Sharpe Ratio is 2.66, which is higher than the S6X0.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of CEMS.DE and S6X0.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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Drawdowns

CEMS.DE vs. S6X0.DE - Drawdown Comparison

The maximum CEMS.DE drawdown since its inception was -40.22%, roughly equal to the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and S6X0.DE.


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Drawdown Indicators


CEMS.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.22%

-38.54%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-10.88%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-16.56%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

-23.41%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-38.54%

-1.68%

Current Drawdown

Current decline from peak

0.00%

-0.84%

+0.84%

Average Drawdown

Average peak-to-trough decline

-7.48%

-7.69%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.14%

-0.48%

Volatility

CEMS.DE vs. S6X0.DE - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 3.86% compared to Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) at 3.56%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than S6X0.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.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

3.56%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

13.14%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

15.94%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

17.53%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

18.00%

-0.82%

CEMS.DE vs. S6X0.DE - Expense Ratio Comparison

CEMS.DE has a 0.25% expense ratio, which is higher than S6X0.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. S6X0.DE - Dividend Comparison

CEMS.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.76%2.99%3.38%3.17%3.10%2.47%2.53%3.49%3.69%2.99%3.17%3.05%

Frequently Asked Questions


CEMS.DE and S6X0.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, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for CEMS.DE.

CEMS.DE tracks MSCI Europe Enhanced Value, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for CEMS.DE and 0.05% for S6X0.DE.

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