CEMT.DE vs. XIEE.DE
CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) and XIEE.DE (Xtrackers MSCI Europe UCITS ETF) are both Europe Equities funds - CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted while XIEE.DE tracks the MSCI Europe. Both are passively managed. Over the past 10 years, CEMT.DE returned 6.44%/yr vs 9.16%/yr for XIEE.DE. Their correlation of 0.91 suggests significant overlap in exposure. CEMT.DE charges 0.25%/yr vs 0.12%/yr for XIEE.DE.
Performance
CEMT.DE vs. XIEE.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, CEMT.DE has underperformed XIEE.DE with an annualized return of 6.44%, while XIEE.DE has yielded a comparatively higher 9.16% 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%
XIEE.DE
- 1D
- 0.61%
- 1M
- 3.33%
- YTD
- 7.68%
- 6M
- 9.90%
- 1Y
- 16.12%
- 3Y*
- 13.74%
- 5Y*
- 9.99%
- 10Y*
- 9.16%
CEMT.DE vs. XIEE.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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 7.68% | 20.34% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -11.03% | 10.26% |
Correlation
The correlation between CEMT.DE and XIEE.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2015 | 0.91 |
Over the past year, the correlation between CEMT.DE and XIEE.DE has dropped to 0.48 - well below their long-term average of 0.91, 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. XIEE.DE — Risk / Return Rank
CEMT.DE
XIEE.DE
CEMT.DE vs. XIEE.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 Europe UCITS ETF (XIEE.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 | XIEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.67 | -0.57 |
| Martin ratioReturn relative to average drawdown | 4.03 | 6.35 | -2.32 |
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 | XIEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.26 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.70 | -0.42 |
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 | 0.52 | -0.15 |
Drawdowns
CEMT.DE vs. XIEE.DE - Drawdown Comparison
The maximum CEMT.DE drawdown since its inception was -37.66%, which is greater than XIEE.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for CEMT.DE and XIEE.DE.
Loading charts...
Drawdown Indicators
| CEMT.DE | XIEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.66% | -35.51% | -2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.26% | -9.61% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -16.52% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -19.30% | -9.93% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -35.51% | -2.15% |
Current DrawdownCurrent decline from peak | -0.39% | -1.61% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -5.02% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.53% | -1.37% |
Volatility
CEMT.DE vs. XIEE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) is 0.00%, while Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a volatility of 4.32%. This indicates that CEMT.DE experiences smaller price fluctuations and is considered to be less risky than XIEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEMT.DE | XIEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.32% | -4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.51% | -10.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 12.72% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 14.13% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 15.54% | +0.57% |
CEMT.DE vs. XIEE.DE - Expense Ratio Comparison
CEMT.DE has a 0.25% expense ratio, which is higher than XIEE.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. XIEE.DE - Dividend Comparison
CEMT.DE has not paid dividends to shareholders, while XIEE.DE's dividend yield for the trailing twelve months is around 2.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.43% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
CEMT.DE and XIEE.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.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 XIEE.DE tracks MSCI Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMT.DE and 0.12% for XIEE.DE.
Find the right allocation for CEMT.DE and XIEE.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