CEMS.DE vs. XS6R.L
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) are both exchange-traded funds - CEMS.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XS6R.L is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, CEMS.DE returned 10.71%/yr vs 10.47%/yr for XS6R.L. A 0.51 correlation means they provide meaningful diversification when combined. CEMS.DE charges 0.25%/yr vs 0.20%/yr for XS6R.L.
Performance
CEMS.DE vs. XS6R.L - Performance Comparison
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Different Trading Currencies
CEMS.DE is traded in EUR, while XS6R.L is traded in GBp. To make them comparable, the XS6R.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CEMS.DE achieves a 13.72% return, which is significantly higher than XS6R.L's 11.82% return. Both investments have delivered pretty close results over the past 10 years, with CEMS.DE having a 10.71% annualized return and XS6R.L not far behind at 10.47%.
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%
XS6R.L
- 1D
- -0.42%
- 1M
- -2.43%
- YTD
- 11.82%
- 6M
- 13.24%
- 1Y
- 24.36%
- 3Y*
- 15.99%
- 5Y*
- 11.23%
- 10Y*
- 10.47%
CEMS.DE vs. XS6R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
XS6R.L Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C | 11.84% | 31.13% | 3.57% | 13.91% | -8.79% | 7.75% | 11.65% | 30.63% | 2.12% | 9.60% |
Correlation
The correlation between CEMS.DE and XS6R.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.51 |
The correlation between CEMS.DE and XS6R.L shifts across timeframes, from 0.32 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMS.DE vs. XS6R.L — Risk / Return Rank
CEMS.DE
XS6R.L
CEMS.DE vs. XS6R.L - 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 MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L). 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 | XS6R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.29 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.07 | +0.22 |
| Martin ratioReturn relative to average drawdown | 12.37 | 9.15 | +3.21 |
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 | XS6R.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 1.63 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.68 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Drawdowns
CEMS.DE vs. XS6R.L - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than XS6R.L's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and XS6R.L.
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Drawdown Indicators
| CEMS.DE | XS6R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -34.72% | -5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -7.89% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -13.68% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -23.38% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -32.40% | -7.80% |
Current DrawdownCurrent decline from peak | -1.26% | -5.32% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -8.15% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.65% | +0.01% |
Volatility
CEMS.DE vs. XS6R.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 4.65%, while Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a volatility of 5.70%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than XS6R.L 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 | XS6R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 5.70% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 12.95% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 14.88% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 16.40% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 17.33% | +0.10% |
CEMS.DE vs. XS6R.L - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is higher than XS6R.L'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%.
Dividends
CEMS.DE vs. XS6R.L - Dividend Comparison
Neither CEMS.DE nor XS6R.L has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and XS6R.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XS6R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XS6R.L is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMS.DE.
CEMS.DE is categorized as Europe Equities, while XS6R.L is Utilities Equities. CEMS.DE tracks MSCI Europe Enhanced Value, while XS6R.L tracks MSCI World/Utilities NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMS.DE and 0.20% for XS6R.L.
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