CEMS.DE vs. SXR7.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares - CEMS.DE tracks the MSCI Europe Enhanced Value while SXR7.DE tracks the MSCI EMU. Both are passively managed. Over the past 10 years, CEMS.DE returned 11.60%/yr vs 10.94%/yr for SXR7.DE. Their correlation of 0.92 suggests significant overlap in exposure. CEMS.DE charges 0.25%/yr vs 0.12%/yr for SXR7.DE.
Performance
CEMS.DE vs. SXR7.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 higher than SXR7.DE's 10.60% return. Over the past 10 years, CEMS.DE has outperformed SXR7.DE with an annualized return of 11.60%, while SXR7.DE has yielded a comparatively lower 10.94% annualized 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%
SXR7.DE
- 1D
- 2.15%
- 1M
- 5.81%
- YTD
- 10.60%
- 6M
- 12.58%
- 1Y
- 20.66%
- 3Y*
- 16.23%
- 5Y*
- 10.75%
- 10Y*
- 10.94%
CEMS.DE vs. SXR7.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 | 14.37% | 36.00% | 9.92% | 13.88% | -4.51% | 26.64% | -8.83% | 23.35% | -14.05% | 10.13% |
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 10.60% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 27.60% | -13.03% | 12.98% |
Correlation
The correlation between CEMS.DE and SXR7.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.92 |
The correlation between CEMS.DE and SXR7.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
CEMS.DE vs. SXR7.DE — Risk / Return Rank
CEMS.DE
SXR7.DE
CEMS.DE vs. SXR7.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 EMU UCITS ETF EUR (Acc) (SXR7.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 | SXR7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 2.02 | +1.24 |
| Martin ratioReturn relative to average drawdown | 12.19 | 7.48 | +4.71 |
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Drawdowns
CEMS.DE vs. SXR7.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.22%, which is greater than SXR7.DE's maximum drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and SXR7.DE.
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Drawdown Indicators
| CEMS.DE | SXR7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -38.17% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -10.21% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -15.12% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.56% | -24.49% | +4.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -38.17% | -2.05% |
Current DrawdownCurrent decline from peak | -0.66% | 0.00% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -6.70% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.76% | -0.08% |
Volatility
CEMS.DE vs. SXR7.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.88% compared to iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) at 4.47%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than SXR7.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 | SXR7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.47% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 12.14% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 14.74% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 16.20% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 16.98% | +0.48% |
CEMS.DE vs. SXR7.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is higher than SXR7.DE's 0.12% 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. SXR7.DE - Dividend Comparison
Neither CEMS.DE nor SXR7.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, CEMS.DE and SXR7.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, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMS.DE.
CEMS.DE tracks MSCI Europe Enhanced Value, while SXR7.DE tracks MSCI EMU. Their fees differ too: 0.25% for CEMS.DE and 0.12% for SXR7.DE.
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