CEMS.DE vs. XYP1.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and XYP1.DE (Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF) are both exchange-traded funds - CEMS.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while XYP1.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Both are passively managed. Over the past 10 years, CEMS.DE returned 11.60%/yr vs 0.59%/yr for XYP1.DE. At a 0.14 correlation, their price movements are largely independent. CEMS.DE charges 0.25%/yr vs 0.15%/yr for XYP1.DE.
Performance
CEMS.DE vs. XYP1.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 XYP1.DE's 0.19% return. Over the past 10 years, CEMS.DE has outperformed XYP1.DE with an annualized return of 11.60%, while XYP1.DE has yielded a comparatively lower 0.59% 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%
XYP1.DE
- 1D
- 0.13%
- 1M
- 0.42%
- YTD
- 0.19%
- 6M
- 0.41%
- 1Y
- 0.95%
- 3Y*
- 2.90%
- 5Y*
- 0.88%
- 10Y*
- 0.59%
CEMS.DE vs. XYP1.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% |
XYP1.DE Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF | 0.19% | 2.36% | 3.44% | 3.76% | -4.63% | -0.71% | 0.54% | 1.24% | -0.04% | -0.30% |
Correlation
The correlation between CEMS.DE and XYP1.DE 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.14 |
The correlation between CEMS.DE and XYP1.DE shifts across timeframes, from 0.09 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CEMS.DE vs. XYP1.DE — Risk / Return Rank
CEMS.DE
XYP1.DE
CEMS.DE vs. XYP1.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 Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.14 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 0.68 | +2.58 |
| Martin ratioReturn relative to average drawdown | 12.19 | 2.11 | +10.09 |
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Drawdowns
CEMS.DE vs. XYP1.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.22%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and XYP1.DE.
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Drawdown Indicators
| CEMS.DE | XYP1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -5.77% | -34.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -1.39% | -8.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -1.39% | -16.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.56% | -5.53% | -14.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -5.77% | -34.45% |
Current DrawdownCurrent decline from peak | -0.66% | -0.46% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -0.92% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 0.45% | +2.23% |
Volatility
CEMS.DE vs. XYP1.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.88% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.49%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 0.49% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 1.27% | +10.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 1.38% | +12.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 1.75% | +13.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 2.01% | +15.45% |
CEMS.DE vs. XYP1.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is higher than XYP1.DE's 0.15% 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. XYP1.DE - Dividend Comparison
Neither CEMS.DE nor XYP1.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and XYP1.DE 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, XYP1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYP1.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMS.DE.
CEMS.DE is categorized as Europe Equities, while XYP1.DE is European Government Bonds. CEMS.DE tracks MSCI Europe Enhanced Value, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMS.DE and 0.15% for XYP1.DE.
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