CEMT.DE vs. SXRV.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and SXRV.DE (iShares NASDAQ 100 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 SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 21.24%/yr for SXRV.DE. A 0.60 correlation means they provide meaningful diversification when combined. CEMT.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
CEMT.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
Over the past 10 years, CEMT.DE has underperformed SXRV.DE with an annualized return of 6.44%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CEMT.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between CEMT.DE and SXRV.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.60 |
Over the past year, the correlation between CEMT.DE and SXRV.DE has dropped to 0.21 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. SXRV.DE — Risk / Return Rank
CEMT.DE
SXRV.DE
CEMT.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.75 | -2.65 |
| Martin ratioReturn relative to average drawdown | 4.03 | 11.16 | -7.13 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.40 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.93 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 1.07 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.91 | -0.53 |
Drawdowns
CEMT.DE vs. SXRV.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and SXRV.DE.
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Drawdown Indicators
| CEMT.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -32.80% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -10.03% | +5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -26.69% | +12.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -31.33% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -31.33% | -6.33% |
Current DrawdownCurrent decline from peak | -0.39% | -0.83% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -6.56% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.38% | -2.22% |
Volatility
CEMT.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.26% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.98% | -10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 15.67% | -9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 19.84% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 19.65% | -3.54% |
CEMT.DE vs. SXRV.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CEMT.DE vs. SXRV.DE - Dividend Comparison
Neither CEMT.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and SXRV.DE have a correlation of 0.21, 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 0.36% for SXRV.DE.
CEMT.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for CEMT.DE and 0.36% for SXRV.DE.
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