CEMT.DE vs. D5BL.DE
Compare and contrast key facts about iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE).
CEMT.DE and D5BL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMT.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Mid Cap Equal Weighted. It was launched on Jan 16, 2015. D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010. Both CEMT.DE and D5BL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CEMT.DE vs. D5BL.DE - Performance Comparison
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CEMT.DE vs. D5BL.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% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 4.82% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Returns By Period
Over the past 10 years, CEMT.DE has underperformed D5BL.DE with an annualized return of 6.77%, while D5BL.DE has yielded a comparatively higher 10.39% annualized return.
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 2.05%
- 1Y
- 11.76%
- 3Y*
- 9.56%
- 5Y*
- 5.03%
- 10Y*
- 6.77%
D5BL.DE
- 1D
- 2.51%
- 1M
- -2.45%
- YTD
- 4.82%
- 6M
- 15.14%
- 1Y
- 28.23%
- 3Y*
- 18.62%
- 5Y*
- 13.82%
- 10Y*
- 10.39%
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CEMT.DE vs. D5BL.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is higher than D5BL.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%.
Return for Risk
CEMT.DE vs. D5BL.DE — Risk / Return Rank
CEMT.DE
D5BL.DE
CEMT.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.68 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.17 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.64 | -1.59 |
Martin ratioReturn relative to average drawdown | 6.26 | 10.10 | -3.85 |
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 | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.68 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.88 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.58 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.46 | -0.08 |
Correlation
The correlation between CEMT.DE and D5BL.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CEMT.DE vs. D5BL.DE - Dividend Comparison
Neither CEMT.DE nor D5BL.DE has paid dividends to shareholders.
Drawdowns
CEMT.DE vs. D5BL.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and D5BL.DE.
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Drawdown Indicators
| CEMT.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -40.40% | +2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -13.82% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -19.58% | -9.65% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -40.40% | +2.74% |
Current DrawdownCurrent decline from peak | -0.39% | -4.63% | +4.24% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -7.30% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.87% | -0.99% |
Volatility
CEMT.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 6.30%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.30% | -6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 10.58% | -8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 16.71% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 15.45% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 17.76% | -1.56% |