DECD.DE vs. CEMT.DE
DECD.DE (Amundi DAX 50 ESG UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - DECD.DE tracks the DAX® 50 ESG while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, DECD.DE returned 8.61%/yr vs 4.08%/yr for CEMT.DE. Their correlation of 0.82 suggests significant overlap in exposure. DECD.DE charges 0.15%/yr vs 0.25%/yr for CEMT.DE.
Performance
DECD.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
DECD.DE
- 1D
- 0.95%
- 1M
- 5.39%
- YTD
- 6.02%
- 6M
- 8.92%
- 1Y
- 8.24%
- 3Y*
- 15.59%
- 5Y*
- 8.61%
- 10Y*
- —
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%
DECD.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DECD.DE Amundi DAX 50 ESG UCITS ETF | 6.02% | 20.49% | 15.14% | 19.58% | -15.27% | 15.15% | 4.11% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 3.64% |
Correlation
The correlation between DECD.DE and CEMT.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 | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.82 |
Over the past year, the correlation between DECD.DE and CEMT.DE has dropped to 0.46 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
DECD.DE vs. CEMT.DE — Risk / Return Rank
DECD.DE
CEMT.DE
DECD.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.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.
| DECD.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.10 | -0.40 |
| Martin ratioReturn relative to average drawdown | 2.05 | 4.03 | -1.98 |
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
| DECD.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.77 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.28 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.37 | +0.29 |
Drawdowns
DECD.DE vs. CEMT.DE - Drawdown Comparison
The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for DECD.DE and CEMT.DE.
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Drawdown Indicators
| DECD.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -37.66% | +9.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -4.26% | -7.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -14.36% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -29.23% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.39% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -7.08% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 1.16% | +2.84% |
Volatility
DECD.DE vs. CEMT.DE - Volatility Comparison
Amundi DAX 50 ESG UCITS ETF (DECD.DE) has a higher volatility of 4.50% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that DECD.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
| DECD.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 0.00% | +4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 0.00% | +11.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 6.11% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 14.61% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 16.11% | +0.67% |
DECD.DE vs. CEMT.DE - Expense Ratio Comparison
DECD.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
DECD.DE vs. CEMT.DE - Dividend Comparison
Neither DECD.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
DECD.DE and CEMT.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, DECD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DECD.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMT.DE.
DECD.DE tracks DAX® 50 ESG, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for DECD.DE and 0.25% for CEMT.DE.
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