CEMT.DE vs. PR1Z.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and PR1Z.DE (Amundi Prime Eurozone UCITS ETF DR (D)) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while PR1Z.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, CEMT.DE returned 6.31%/yr vs 11.34%/yr for PR1Z.DE. Their correlation of 0.86 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.05%/yr for PR1Z.DE.
Performance
CEMT.DE vs. PR1Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMT.DE achieves a 12.49% return, which is significantly higher than PR1Z.DE's 10.76% return.
CEMT.DE
- 1D
- 0.44%
- 1M
- 2.16%
- 6M
- 12.49%
- YTD
- 12.49%
- 1Y
- 17.25%
- 3Y*
- 13.51%
- 5Y*
- 6.31%
- 10Y*
- 7.89%
PR1Z.DE
- 1D
- -0.90%
- 1M
- -1.74%
- 6M
- 6.62%
- YTD
- 10.76%
- 1Y
- 20.54%
- 3Y*
- 16.17%
- 5Y*
- 11.34%
- 10Y*
- —
CEMT.DE vs. PR1Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 12.49% | 17.46% | 5.14% | 14.11% | -18.17% | 19.54% | 1.67% | 18.23% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 10.76% | 24.78% | 9.45% | 19.41% | -12.44% | 27.38% | -4.63% | 22.47% |
Correlation
The correlation between CEMT.DE and PR1Z.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2019 | 0.86 |
Over the past year, the correlation between CEMT.DE and PR1Z.DE has dropped to 0.51 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. PR1Z.DE — Risk / Return Rank
CEMT.DE
PR1Z.DE
CEMT.DE vs. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CEMT.DE | PR1Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.98 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.46 | 7.42 | +0.04 |
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Drawdowns
CEMT.DE vs. PR1Z.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.62%, roughly equal to the maximum PR1Z.DE drawdown of -39.55%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and PR1Z.DE.
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Drawdown Indicators
| CEMT.DE | PR1Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -39.55% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -10.31% | +1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -15.67% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -24.21% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -3.14% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.54% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.76% | -0.45% |
Volatility
CEMT.DE vs. PR1Z.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 3.52%, while Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a volatility of 4.10%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than PR1Z.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 | PR1Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 4.10% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.90% | 12.54% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 14.77% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 16.31% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 18.65% | -2.39% |
CEMT.DE vs. PR1Z.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is higher than PR1Z.DE's 0.05% 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%.
Dividends
CEMT.DE vs. PR1Z.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
PR1Z.DE Amundi Prime Eurozone UCITS ETF DR (D) | 2.28% | 2.53% | 2.77% | 2.80% | 3.09% | 1.83% | 2.11% | 2.60% |
Frequently Asked Questions
CEMT.DE and PR1Z.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for CEMT.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMT.DE and 0.05% for PR1Z.DE.
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