CEMS.DE vs. WTEE.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - CEMS.DE tracks the MSCI Europe Enhanced Value while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, CEMS.DE returned 14.47%/yr vs 12.46%/yr for WTEE.DE. A 0.79 correlation means they provide meaningful diversification when combined. CEMS.DE charges 0.25%/yr vs 0.29%/yr for WTEE.DE.
Performance
CEMS.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CEMS.DE having a 13.72% return and WTEE.DE slightly lower at 13.70%.
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%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
CEMS.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | 13.89% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between CEMS.DE and WTEE.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.79 |
The correlation between CEMS.DE and WTEE.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.
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Return for Risk
CEMS.DE vs. WTEE.DE — Risk / Return Rank
CEMS.DE
WTEE.DE
CEMS.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.80 | -0.51 |
| Martin ratioReturn relative to average drawdown | 12.37 | 14.72 | -2.35 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.35 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.93 | +0.01 |
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 | 1.08 | -0.59 |
Drawdowns
CEMS.DE vs. WTEE.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and WTEE.DE.
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Drawdown Indicators
| CEMS.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -16.45% | -23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -6.78% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -14.12% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -16.45% | -3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -1.26% | -1.96% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -2.65% | -4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.75% | +0.91% |
Volatility
CEMS.DE vs. WTEE.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.65% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.73% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 8.73% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 10.94% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 14.50% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 14.99% | +2.44% |
CEMS.DE vs. WTEE.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
CEMS.DE vs. WTEE.DE - Dividend Comparison
CEMS.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
CEMS.DE and WTEE.DE have a correlation of 0.77, 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 0.29% for WTEE.DE.
CEMS.DE tracks MSCI Europe Enhanced Value, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for CEMS.DE and 0.29% for WTEE.DE.
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