EABE.DE vs. CEMT.DE
EABE.DE (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - EABE.DE tracks the MSCI Europe NR EUR while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past year, EABE.DE returned 11.17% vs 3.97% for CEMT.DE. A 0.74 correlation means they provide meaningful diversification when combined. EABE.DE charges 0.18%/yr vs 0.25%/yr for CEMT.DE.
Performance
EABE.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
EABE.DE
- 1D
- 0.58%
- 1M
- 1.12%
- YTD
- 6.30%
- 6M
- 8.61%
- 1Y
- 11.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
EABE.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EABE.DE Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc | 6.30% | 14.64% | 6.05% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 7.33% |
Correlation
The correlation between EABE.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 (All Time) Calculated using the full available price history since Feb 12, 2024 | 0.74 |
Over the past year, the correlation between EABE.DE and CEMT.DE has dropped to 0.46 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
EABE.DE vs. CEMT.DE — Risk / Return Rank
EABE.DE
CEMT.DE
EABE.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.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.
| EABE.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.10 | +0.04 |
| Martin ratioReturn relative to average drawdown | 3.88 | 4.03 | -0.15 |
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
| EABE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.77 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.37 | +0.47 |
Drawdowns
EABE.DE vs. CEMT.DE - Drawdown Comparison
The maximum EABE.DE drawdown since its inception was -15.99%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for EABE.DE and CEMT.DE.
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Drawdown Indicators
| EABE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -37.66% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -4.26% | -6.19% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -1.64% | -0.39% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.08% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.16% | +1.88% |
Volatility
EABE.DE vs. CEMT.DE - Volatility Comparison
Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.DE) has a higher volatility of 4.52% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EABE.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
| EABE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 0.00% | +4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 0.00% | +11.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 6.11% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 14.61% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 16.11% | -2.20% |
EABE.DE vs. CEMT.DE - Expense Ratio Comparison
EABE.DE has a 0.18% 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
EABE.DE vs. CEMT.DE - Dividend Comparison
Neither EABE.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
EABE.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, EABE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EABE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for CEMT.DE.
EABE.DE tracks MSCI Europe NR EUR, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for EABE.DE and 0.25% for CEMT.DE.
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