CEMT.DE vs. EXSH.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds from iShares - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 10.31%/yr for EXSH.DE. Their correlation of 0.84 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.32%/yr for EXSH.DE.
Performance
CEMT.DE vs. EXSH.DE - Performance Comparison
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Returns By Period
Over the past 10 years, CEMT.DE has underperformed EXSH.DE with an annualized return of 6.44%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 4.04%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.41%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
CEMT.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between CEMT.DE and EXSH.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.84 |
Over the past year, the correlation between CEMT.DE and EXSH.DE has dropped to 0.42 - 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. EXSH.DE — Risk / Return Rank
CEMT.DE
EXSH.DE
CEMT.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.48 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.85 | -3.75 |
| Martin ratioReturn relative to average drawdown | 4.03 | 16.10 | -12.06 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.69 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.86 | -0.59 |
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 | 0.32 | +0.05 |
Drawdowns
CEMT.DE vs. EXSH.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and EXSH.DE.
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Drawdown Indicators
| CEMT.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -70.20% | +32.54% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -6.65% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -14.43% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -22.98% | -6.25% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -40.34% | +2.68% |
Current DrawdownCurrent decline from peak | -0.39% | -1.87% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -22.15% | +15.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.01% | -0.85% |
Volatility
CEMT.DE vs. EXSH.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 3.90%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.90% | -3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.77% | -9.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 11.99% | -5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 14.61% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.15% | -1.04% |
CEMT.DE vs. EXSH.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
CEMT.DE vs. EXSH.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
CEMT.DE and EXSH.DE have a correlation of 0.42, 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 0.32% for EXSH.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while EXSH.DE tracks STOXX® Europe Select Dividend 30. Their fees differ too: 0.25% for CEMT.DE and 0.32% for EXSH.DE.
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