CEMT.DE vs. XD5E.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while XD5E.DE tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 10.03%/yr for XD5E.DE. Their correlation of 0.90 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.12%/yr for XD5E.DE.
Performance
CEMT.DE vs. XD5E.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, CEMT.DE has underperformed XD5E.DE with an annualized return of 6.44%, while XD5E.DE has yielded a comparatively higher 10.03% 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%
XD5E.DE
- 1D
- 0.52%
- 1M
- 4.50%
- YTD
- 8.92%
- 6M
- 10.66%
- 1Y
- 18.06%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
CEMT.DE vs. XD5E.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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
Correlation
The correlation between CEMT.DE and XD5E.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.90 |
Over the past year, the correlation between CEMT.DE and XD5E.DE has dropped to 0.46 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CEMT.DE vs. XD5E.DE — Risk / Return Rank
CEMT.DE
XD5E.DE
CEMT.DE vs. XD5E.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 Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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 | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.75 | -0.65 |
| Martin ratioReturn relative to average drawdown | 4.03 | 6.40 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CEMT.DE | XD5E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.24 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.65 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.59 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.55 | -0.18 |
Drawdowns
CEMT.DE vs. XD5E.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, roughly equal to the maximum XD5E.DE drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and XD5E.DE.
Loading charts...
Drawdown Indicators
| CEMT.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -38.04% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -10.26% | +6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -15.30% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -24.56% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -38.04% | +0.38% |
Current DrawdownCurrent decline from peak | -0.39% | -0.44% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -5.74% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.82% | -1.66% |
Volatility
CEMT.DE vs. XD5E.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a volatility of 4.54%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than XD5E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEMT.DE | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.54% | -4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.91% | -11.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 14.52% | -8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 16.13% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 17.03% | -0.92% |
CEMT.DE vs. XD5E.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is higher than XD5E.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CEMT.DE vs. XD5E.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while XD5E.DE's dividend yield for the trailing twelve months is around 2.42%.
| 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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
CEMT.DE and XD5E.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMT.DE.
CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMT.DE and 0.12% for XD5E.DE.
Find the right allocation for CEMT.DE and XD5E.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer