D5BL.DE vs. CEMS.DE
Compare and contrast key facts about Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE).
D5BL.DE and CEMS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Jan 16, 2015. Both D5BL.DE and CEMS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
D5BL.DE vs. CEMS.DE - Performance Comparison
Loading graphics...
D5BL.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 4.33% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 4.32% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Returns By Period
The year-to-date returns for both stocks are quite close, with D5BL.DE having a 4.33% return and CEMS.DE slightly lower at 4.32%. Both investments have delivered pretty close results over the past 10 years, with D5BL.DE having a 10.29% annualized return and CEMS.DE not far behind at 10.24%.
D5BL.DE
- 1D
- -0.46%
- 1M
- 0.37%
- YTD
- 4.33%
- 6M
- 14.29%
- 1Y
- 28.34%
- 3Y*
- 18.33%
- 5Y*
- 13.71%
- 10Y*
- 10.29%
CEMS.DE
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 4.32%
- 6M
- 14.46%
- 1Y
- 28.26%
- 3Y*
- 18.31%
- 5Y*
- 13.64%
- 10Y*
- 10.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
D5BL.DE vs. CEMS.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than CEMS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
D5BL.DE vs. CEMS.DE — Risk / Return Rank
D5BL.DE
CEMS.DE
D5BL.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| D5BL.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.74 | -0.04 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.19 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.26 | 0.00 |
Martin ratioReturn relative to average drawdown | 12.60 | 12.44 | +0.16 |
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 graphics...
Sharpe Ratios by Period
| D5BL.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.74 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.89 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.45 | +0.01 |
Correlation
The correlation between D5BL.DE and CEMS.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
D5BL.DE vs. CEMS.DE - Dividend Comparison
Neither D5BL.DE nor CEMS.DE has paid dividends to shareholders.
Drawdowns
D5BL.DE vs. CEMS.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and CEMS.DE.
Loading graphics...
Drawdown Indicators
| D5BL.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -40.20% | -0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -11.05% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -19.55% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -40.20% | -0.20% |
Current DrawdownCurrent decline from peak | -5.07% | -5.11% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -7.58% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.61% | -0.02% |
Volatility
D5BL.DE vs. CEMS.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) have volatilities of 6.10% and 6.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| D5BL.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.10% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 9.93% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 16.23% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 15.12% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 17.44% | +0.32% |