CEMT.DE vs. VALU.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while VALU.DE tracks the BNP Paribas Value Europe ESG. Both are passively managed. Over the past 5 years, CEMT.DE returned 4.08%/yr vs 7.79%/yr for VALU.DE. Their correlation of 0.88 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.30%/yr for VALU.DE.
Performance
CEMT.DE vs. VALU.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%
VALU.DE
- 1D
- 0.71%
- 1M
- 1.81%
- YTD
- 10.35%
- 6M
- 13.44%
- 1Y
- 18.68%
- 3Y*
- 16.63%
- 5Y*
- 7.79%
- 10Y*
- —
CEMT.DE vs. VALU.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% |
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.35% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
Correlation
The correlation between CEMT.DE and VALU.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.88 |
Over the past year, the correlation between CEMT.DE and VALU.DE has dropped to 0.50 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. VALU.DE — Risk / Return Rank
CEMT.DE
VALU.DE
CEMT.DE vs. VALU.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 BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.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 | VALU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.41 | -1.32 |
| Martin ratioReturn relative to average drawdown | 4.03 | 8.31 | -4.27 |
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 | VALU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.62 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.53 | -0.26 |
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 | 0.48 | -0.11 |
Drawdowns
CEMT.DE vs. VALU.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, smaller than the maximum VALU.DE drawdown of -41.04%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and VALU.DE.
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Drawdown Indicators
| CEMT.DE | VALU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -41.04% | +3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -7.71% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -14.17% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -31.19% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -1.01% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -7.89% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.24% | -1.08% |
Volatility
CEMT.DE vs. VALU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) has a volatility of 3.65%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than VALU.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 | VALU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.65% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.20% | -9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 11.49% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 14.43% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 15.76% | +0.35% |
CEMT.DE vs. VALU.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than VALU.DE's 0.30% expense ratio.
Dividends
CEMT.DE vs. VALU.DE - Dividend Comparison
Neither CEMT.DE nor VALU.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMT.DE and VALU.DE have a correlation of 0.50, 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 VALU.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while VALU.DE tracks BNP Paribas Value Europe ESG. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.25% for CEMT.DE and 0.30% for VALU.DE.
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