DXSA.DE vs. CEMT.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.84 suggests significant overlap in exposure. DXSA.DE charges 0.30%/yr vs 0.25%/yr for CEMT.DE.
Performance
DXSA.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, DXSA.DE has outperformed CEMT.DE with an annualized return of 9.19%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
DXSA.DE
- 1D
- 0.23%
- 1M
- 3.23%
- YTD
- 9.28%
- 6M
- 11.44%
- 1Y
- 19.71%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
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%
DXSA.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.01% | 10.40% |
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 DXSA.DE and CEMT.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.84 |
Over the past year, the correlation between DXSA.DE and CEMT.DE has dropped to 0.37 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
DXSA.DE vs. CEMT.DE — Risk / Return Rank
DXSA.DE
CEMT.DE
DXSA.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| DXSA.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 1.10 | +1.49 |
| Martin ratioReturn relative to average drawdown | 8.70 | 4.03 | +4.66 |
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
| DXSA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.77 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.28 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.40 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.37 | -0.21 |
Drawdowns
DXSA.DE vs. CEMT.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, 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 DXSA.DE and CEMT.DE.
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Drawdown Indicators
| DXSA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -37.66% | -33.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -4.26% | -3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -14.36% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -29.23% | +6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -37.66% | +1.51% |
Current DrawdownCurrent decline from peak | -0.96% | -0.39% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -7.08% | -15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.16% | +1.10% |
Volatility
DXSA.DE vs. CEMT.DE - Volatility Comparison
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) has a higher volatility of 2.73% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that DXSA.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
| DXSA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 0.00% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 0.00% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 6.11% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 14.61% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 16.11% | -0.51% |
DXSA.DE vs. CEMT.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
DXSA.DE vs. CEMT.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, 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% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
Frequently Asked Questions
DXSA.DE and CEMT.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for DXSA.DE.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for DXSA.DE and 0.25% for CEMT.DE.
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