CEMT.DE vs. FLXD.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and FLXD.DE (Franklin European Quality Dividend UCITS ETF) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while FLXD.DE tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, CEMT.DE returned 4.08%/yr vs 12.10%/yr for FLXD.DE. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
CEMT.DE vs. FLXD.DE - Performance Comparison
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Returns By Period
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%
FLXD.DE
- 1D
- 0.23%
- 1M
- -0.45%
- YTD
- 10.13%
- 6M
- 13.08%
- 1Y
- 16.52%
- 3Y*
- 17.99%
- 5Y*
- 12.10%
- 10Y*
- —
CEMT.DE vs. FLXD.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% | 4.87% |
FLXD.DE Franklin European Quality Dividend UCITS ETF | 10.13% | 24.53% | 12.30% | 10.31% | -0.48% | 16.07% | -3.54% | 23.52% | -7.81% | 0.44% |
Correlation
The correlation between CEMT.DE and FLXD.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2017 | 0.75 |
Over the past year, the correlation between CEMT.DE and FLXD.DE has dropped to 0.26 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. FLXD.DE — Risk / Return Rank
CEMT.DE
FLXD.DE
CEMT.DE vs. FLXD.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 Franklin European Quality Dividend UCITS ETF (FLXD.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 | FLXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.09 | -2.99 |
| Martin ratioReturn relative to average drawdown | 4.03 | 11.21 | -7.18 |
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 | FLXD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.89 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.03 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.65 | -0.28 |
Drawdowns
CEMT.DE vs. FLXD.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than FLXD.DE's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and FLXD.DE.
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Drawdown Indicators
| CEMT.DE | FLXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -35.10% | -2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -4.02% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -10.07% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -14.19% | -15.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -3.80% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -3.88% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.47% | -0.31% |
Volatility
CEMT.DE vs. FLXD.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Franklin European Quality Dividend UCITS ETF (FLXD.DE) has a volatility of 3.50%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than FLXD.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 | FLXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.50% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 7.02% | -7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 8.70% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 11.66% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 14.11% | +2.00% |
CEMT.DE vs. FLXD.DE - Expense Ratio Comparison
Both CEMT.DE and FLXD.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. FLXD.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while FLXD.DE's dividend yield for the trailing twelve months is around 3.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.78% | 4.28% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% |
Frequently Asked Questions
CEMT.DE and FLXD.DE have a correlation of 0.26, 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 FLXD.DE have the same expense ratio: 0.25% per year.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while FLXD.DE tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: iShares and Franklin Templeton.
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