DX2G.DE vs. CEMT.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - DX2G.DE tracks the CAC 40® while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, DX2G.DE returned 9.43%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.86 suggests significant overlap in exposure. DX2G.DE charges 0.20%/yr vs 0.25%/yr for CEMT.DE.
Performance
DX2G.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, DX2G.DE has outperformed CEMT.DE with an annualized return of 9.43%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
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%
DX2G.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
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 DX2G.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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
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 DX2G.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
DX2G.DE vs. CEMT.DE — Risk / Return Rank
DX2G.DE
CEMT.DE
DX2G.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.
| DX2G.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.10 | -0.28 |
| Martin ratioReturn relative to average drawdown | 2.51 | 4.03 | -1.52 |
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
| DX2G.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.77 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.28 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.40 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.37 | +0.11 |
Drawdowns
DX2G.DE vs. CEMT.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for DX2G.DE and CEMT.DE.
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Drawdown Indicators
| DX2G.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -37.66% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -4.26% | -6.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -14.36% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -29.23% | +8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -37.66% | -1.04% |
Current DrawdownCurrent decline from peak | -2.30% | -0.39% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -7.08% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.16% | +2.40% |
Volatility
DX2G.DE vs. CEMT.DE - Volatility Comparison
Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a higher volatility of 4.71% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that DX2G.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
| DX2G.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 0.00% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 0.00% | +11.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 6.11% | +8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.61% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 16.11% | +1.84% |
DX2G.DE vs. CEMT.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% 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
DX2G.DE vs. CEMT.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while CEMT.DE has not paid dividends to shareholders.
| 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% |
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
Frequently Asked Questions
DX2G.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, DX2G.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2G.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMT.DE.
DX2G.DE tracks CAC 40®, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for DX2G.DE and 0.25% for CEMT.DE.
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