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

Performance

CEMS.DE vs. XESP.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 Xtrackers Spanish Equity UCITS ETF (XESP.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 XESP.DE's 14.86% return. Over the past 10 years, CEMS.DE has underperformed XESP.DE with an annualized return of 12.21%, while XESP.DE has yielded a comparatively higher 14.03% annualized return.


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%

XESP.DE

1D
0.87%
1M
6.89%
YTD
14.86%
6M
15.90%
1Y
48.43%
3Y*
32.37%
5Y*
20.37%
10Y*
14.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMS.DE vs. XESP.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%
XESP.DE
Xtrackers Spanish Equity UCITS ETF
14.86%58.64%14.63%26.81%-1.62%10.85%-10.20%15.89%-12.41%12.92%

Correlation

The correlation between CEMS.DE and XESP.DE is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.84

The correlation between CEMS.DE and XESP.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

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Return for Risk

CEMS.DE vs. XESP.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

XESP.DE
XESP.DE Risk / Return Rank: 9090
Overall Rank
XESP.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 8888
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. XESP.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 Xtrackers Spanish Equity UCITS ETF (XESP.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.DEXESP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.03

Calmar ratioReturn relative to maximum drawdown

3.74

4.74

-1.00

Martin ratioReturn relative to average drawdown

14.09

16.84

-2.76

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

The current CEMS.DE Sharpe Ratio is 2.66, which is comparable to the XESP.DE Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of CEMS.DE and XESP.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. XESP.DE - Drawdown Comparison

The maximum CEMS.DE drawdown since its inception was -40.22%, roughly equal to the maximum XESP.DE drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and XESP.DE.


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Drawdown Indicators


CEMS.DEXESP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.22%

-40.70%

+0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-10.17%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-12.92%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

-18.56%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-39.03%

-1.19%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-7.48%

-10.06%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.87%

-0.21%

Volatility

CEMS.DE vs. XESP.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 3.86%, while Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a volatility of 4.20%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than XESP.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.DEXESP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

4.20%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

14.44%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

17.00%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

16.73%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

18.44%

-1.26%

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

CEMS.DE has a 0.25% expense ratio, which is lower than XESP.DE's 0.30% expense ratio.


Dividends

CEMS.DE vs. XESP.DE - Dividend Comparison

Neither CEMS.DE nor XESP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMS.DE and XESP.DE have a correlation of 0.81, 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 0.30% for XESP.DE.

CEMS.DE tracks MSCI Europe Enhanced Value, while XESP.DE tracks Solactive Spain 40. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMS.DE and 0.30% for XESP.DE.

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