CEMS.DE vs. SXR1.DE
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE).
CEMS.DE and SXR1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Jan 16, 2015. SXR1.DE is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex Japan. It was launched on Jan 12, 2010. Both CEMS.DE and SXR1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CEMS.DE vs. SXR1.DE - Performance Comparison
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CEMS.DE vs. SXR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 4.32% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 7.01% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Returns By Period
In the year-to-date period, CEMS.DE achieves a 4.32% return, which is significantly lower than SXR1.DE's 7.01% return. Over the past 10 years, CEMS.DE has outperformed SXR1.DE with an annualized return of 10.24%, while SXR1.DE has yielded a comparatively lower 7.71% annualized return.
CEMS.DE
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 4.32%
- 6M
- 14.46%
- 1Y
- 28.26%
- 3Y*
- 18.31%
- 5Y*
- 13.64%
- 10Y*
- 10.24%
SXR1.DE
- 1D
- 0.15%
- 1M
- -1.11%
- YTD
- 7.01%
- 6M
- 7.00%
- 1Y
- 17.36%
- 3Y*
- 8.93%
- 5Y*
- 6.06%
- 10Y*
- 7.71%
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CEMS.DE vs. SXR1.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is higher than SXR1.DE's 0.20% 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%.
Return for Risk
CEMS.DE vs. SXR1.DE — Risk / Return Rank
CEMS.DE
SXR1.DE
CEMS.DE vs. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.08 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.46 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.43 | -0.17 |
Martin ratioReturn relative to average drawdown | 12.44 | 10.60 | +1.84 |
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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.08 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.41 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.46 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.27 | +0.18 |
Correlation
The correlation between CEMS.DE and SXR1.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CEMS.DE vs. SXR1.DE - Dividend Comparison
Neither CEMS.DE nor SXR1.DE has paid dividends to shareholders.
Drawdowns
CEMS.DE vs. SXR1.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, roughly equal to the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and SXR1.DE.
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Drawdown Indicators
| CEMS.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -38.62% | -1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -11.03% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -20.28% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -36.91% | -3.29% |
Current DrawdownCurrent decline from peak | -5.11% | -3.52% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -9.88% | +2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.01% | +0.60% |
Volatility
CEMS.DE vs. SXR1.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 6.10% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 4.83%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 4.83% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 8.66% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.23% | 16.00% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 14.72% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 16.64% | +0.80% |