CEMT.DE vs. WTEE.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, CEMT.DE returned 4.08%/yr vs 12.46%/yr for WTEE.DE. A 0.68 correlation means they provide meaningful diversification when combined. CEMT.DE charges 0.25%/yr vs 0.29%/yr for WTEE.DE.
Performance
CEMT.DE vs. WTEE.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%
WTEE.DE
- 1D
- -0.26%
- 1M
- 1.18%
- YTD
- 13.70%
- 6M
- 16.39%
- 1Y
- 25.85%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
CEMT.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 14.26% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between CEMT.DE and WTEE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.68 |
Over the past year, the correlation between CEMT.DE and WTEE.DE has dropped to 0.41 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
CEMT.DE vs. WTEE.DE — Risk / Return Rank
CEMT.DE
WTEE.DE
CEMT.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.80 | -2.70 |
| Martin ratioReturn relative to average drawdown | 4.03 | 14.72 | -10.68 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.35 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.93 | -0.66 |
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 | 1.08 | -0.71 |
Drawdowns
CEMT.DE vs. WTEE.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and WTEE.DE.
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Drawdown Indicators
| CEMT.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -16.45% | -21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -6.78% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -14.12% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -16.45% | -12.78% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -1.96% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -2.65% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.75% | -0.59% |
Volatility
CEMT.DE vs. WTEE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a volatility of 3.73%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.73% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.73% | -8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 10.94% | -4.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 14.50% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 14.99% | +1.12% |
CEMT.DE vs. WTEE.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
CEMT.DE vs. WTEE.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
CEMT.DE and WTEE.DE have a correlation of 0.41, 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 0.29% for WTEE.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for CEMT.DE and 0.29% for WTEE.DE.
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