CEMT.DE vs. SELD.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 9.59%/yr for SELD.DE. Their correlation of 0.84 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.30%/yr for SELD.DE.
Performance
CEMT.DE vs. SELD.DE - Performance Comparison
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Returns By Period
Over the past 10 years, CEMT.DE has underperformed SELD.DE with an annualized return of 6.44%, while SELD.DE has yielded a comparatively higher 9.59% 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%
SELD.DE
- 1D
- 0.52%
- 1M
- 4.00%
- YTD
- 14.08%
- 6M
- 19.29%
- 1Y
- 32.34%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
CEMT.DE vs. SELD.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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
Correlation
The correlation between CEMT.DE and SELD.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
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 SELD.DE has dropped to 0.43 - 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. SELD.DE — Risk / Return Rank
CEMT.DE
SELD.DE
CEMT.DE vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.49 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.79 | -3.69 |
| Martin ratioReturn relative to average drawdown | 4.03 | 16.20 | -12.17 |
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 | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.73 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.75 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.55 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.18 | +0.20 |
Drawdowns
CEMT.DE vs. SELD.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and SELD.DE.
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Drawdown Indicators
| CEMT.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -70.30% | +32.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -6.72% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -14.13% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -23.02% | -6.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -40.65% | +2.99% |
Current DrawdownCurrent decline from peak | -0.39% | -1.80% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -25.32% | +18.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.99% | -0.83% |
Volatility
CEMT.DE vs. SELD.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a volatility of 3.83%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.83% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.59% | -9.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 11.81% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 14.87% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.42% | -1.31% |
CEMT.DE vs. SELD.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.
Dividends
CEMT.DE vs. SELD.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| 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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
CEMT.DE and SELD.DE have a correlation of 0.43, 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 0.30% for SELD.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMT.DE and 0.30% for SELD.DE.
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