CEMT.DE vs. EUPE.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.84 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.65%/yr for EUPE.DE.
Performance
CEMT.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
Over the past 10 years, CEMT.DE has underperformed EUPE.DE with an annualized return of 6.44%, while EUPE.DE has yielded a comparatively higher 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
CEMT.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between CEMT.DE and EUPE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.84 |
Over the past year, the correlation between CEMT.DE and EUPE.DE has dropped to 0.41 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. EUPE.DE — Risk / Return Rank
CEMT.DE
EUPE.DE
CEMT.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.19 | -3.09 |
| Martin ratioReturn relative to average drawdown | 4.03 | 11.50 | -7.46 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.17 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.65 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.60 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.09 |
Drawdowns
CEMT.DE vs. EUPE.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and EUPE.DE.
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Drawdown Indicators
| CEMT.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -32.64% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -5.82% | +1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -15.63% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -15.63% | -13.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -32.64% | -5.02% |
Current DrawdownCurrent decline from peak | -0.39% | -3.04% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -4.95% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.13% | -0.97% |
Volatility
CEMT.DE vs. EUPE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) has a volatility of 3.64%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.64% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.56% | -8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 11.27% | -5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 13.17% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 14.99% | +1.12% |
CEMT.DE vs. EUPE.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
CEMT.DE vs. EUPE.DE - Dividend Comparison
Neither CEMT.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and EUPE.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPE.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.25% for CEMT.DE and 0.65% for EUPE.DE.
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