D5BL.DE vs. CEMT.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.86 suggests significant overlap in exposure. D5BL.DE charges 0.15%/yr vs 0.25%/yr for CEMT.DE.
Performance
D5BL.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, D5BL.DE has outperformed CEMT.DE with an annualized return of 10.77%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
D5BL.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
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% |
Correlation
The correlation between D5BL.DE and CEMT.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.86 |
Over the past year, the correlation between D5BL.DE and CEMT.DE has dropped to 0.43 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
D5BL.DE vs. CEMT.DE — Risk / Return Rank
D5BL.DE
CEMT.DE
D5BL.DE vs. CEMT.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 Size Factor UCITS ETF (CEMT.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 | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 1.10 | +2.18 |
| Martin ratioReturn relative to average drawdown | 12.52 | 4.03 | +8.48 |
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
| D5BL.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.77 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.28 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.40 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.37 | +0.11 |
Drawdowns
D5BL.DE vs. CEMT.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and CEMT.DE.
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Drawdown Indicators
| D5BL.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -37.66% | -2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -4.26% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -14.36% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -29.23% | +9.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -37.66% | -2.74% |
Current DrawdownCurrent decline from peak | -1.22% | -0.39% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -7.08% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.16% | +1.47% |
Volatility
D5BL.DE vs. CEMT.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that D5BL.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BL.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 0.00% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 0.00% | +11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 6.11% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 14.61% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.11% | +1.65% |
D5BL.DE vs. CEMT.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than CEMT.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%.
Dividends
D5BL.DE vs. CEMT.DE - Dividend Comparison
Neither D5BL.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and CEMT.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMT.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for D5BL.DE and 0.25% for CEMT.DE.
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