CEMT.DE vs. SEC0.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - CEMT.DE is a Europe Equities fund tracking the MSCI Europe Mid Cap Equal Weighted, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, CEMT.DE returned 9.41%/yr vs 56.37%/yr for SEC0.DE. A 0.53 correlation means they provide meaningful diversification when combined. CEMT.DE charges 0.25%/yr vs 0.35%/yr for SEC0.DE.
Performance
CEMT.DE vs. SEC0.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%
SEC0.DE
- 1D
- -2.85%
- 1M
- 23.18%
- YTD
- 98.10%
- 6M
- 100.19%
- 1Y
- 192.28%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
CEMT.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 0.93% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between CEMT.DE and SEC0.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.53 |
Over the past year, the correlation between CEMT.DE and SEC0.DE has dropped to 0.24 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. SEC0.DE — Risk / Return Rank
CEMT.DE
SEC0.DE
CEMT.DE vs. SEC0.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 MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.80 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.75 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 14.81 | -13.71 |
| Martin ratioReturn relative to average drawdown | 4.03 | 52.61 | -48.58 |
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 | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 5.89 | -5.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
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 | 1.17 | -0.79 |
Drawdowns
CEMT.DE vs. SEC0.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, roughly equal to the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and SEC0.DE.
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Drawdown Indicators
| CEMT.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -39.35% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -12.90% | +8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -39.35% | +24.99% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -2.85% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -11.85% | +4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.64% | -2.48% |
Volatility
CEMT.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 13.13% | -13.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 25.14% | -25.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 32.42% | -26.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 29.95% | -15.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 29.95% | -13.84% |
CEMT.DE vs. SEC0.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
CEMT.DE vs. SEC0.DE - Dividend Comparison
Neither CEMT.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and SEC0.DE have a correlation of 0.24, 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 0.35% for SEC0.DE.
CEMT.DE is categorized as Europe Equities, while SEC0.DE is Semiconductors. CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.25% for CEMT.DE and 0.35% for SEC0.DE.
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