CEMT.DE vs. CEMS.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
CEMT.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
Over the past 10 years, CEMT.DE has underperformed CEMS.DE with an annualized return of 6.44%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
CEMS.DE
- 1D
- 0.10%
- 1M
- 4.58%
- YTD
- 13.72%
- 6M
- 16.86%
- 1Y
- 33.02%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
CEMT.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
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% |
Correlation
The correlation between CEMT.DE and CEMS.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.87 |
Over the past year, the correlation between CEMT.DE and CEMS.DE has dropped to 0.45 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. CEMS.DE — Risk / Return Rank
CEMT.DE
CEMS.DE
CEMT.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| CEMT.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.29 | -2.19 |
| Martin ratioReturn relative to average drawdown | 4.03 | 12.37 | -8.33 |
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
| CEMT.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.37 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.94 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.61 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.49 | -0.11 |
Drawdowns
CEMT.DE vs. CEMS.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and CEMS.DE.
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Drawdown Indicators
| CEMT.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -40.20% | +2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -9.99% | +5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -17.57% | +3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -19.55% | -9.68% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -40.20% | +2.54% |
Current DrawdownCurrent decline from peak | -0.39% | -1.26% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -7.49% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.66% | -1.50% |
Volatility
CEMT.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMT.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.65% | -4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.17% | -11.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 13.87% | -7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 15.23% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.43% | -1.32% |
CEMT.DE vs. CEMS.DE - Expense Ratio Comparison
Both CEMT.DE and CEMS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CEMT.DE vs. CEMS.DE - Dividend Comparison
Neither CEMT.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and CEMS.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE and CEMS.DE have the same expense ratio: 0.25% per year.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while CEMS.DE tracks MSCI Europe Enhanced Value.
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