EDM6.DE vs. CEMS.DE
EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - EDM6.DE tracks the MSCI Europe ESG Enhanced Focus while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, EDM6.DE returned 8.72%/yr vs 14.47%/yr for CEMS.DE. Their correlation of 0.86 suggests significant overlap in exposure. EDM6.DE charges 0.12%/yr vs 0.25%/yr for CEMS.DE.
Performance
EDM6.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM6.DE achieves a 7.51% return, which is significantly lower than CEMS.DE's 13.72% return.
EDM6.DE
- 1D
- 0.53%
- 1M
- 1.24%
- YTD
- 7.51%
- 6M
- 10.13%
- 1Y
- 15.70%
- 3Y*
- 12.88%
- 5Y*
- 8.72%
- 10Y*
- —
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
EDM6.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 7.51% | 17.44% | 8.39% | 15.68% | -12.34% | 25.49% | -1.54% | 10.00% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 6.11% |
Correlation
The correlation between EDM6.DE and CEMS.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.86 |
The correlation between EDM6.DE and CEMS.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
EDM6.DE vs. CEMS.DE — Risk / Return Rank
EDM6.DE
CEMS.DE
EDM6.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| EDM6.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.29 | -1.70 |
| Martin ratioReturn relative to average drawdown | 5.63 | 12.37 | -6.74 |
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
| EDM6.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.37 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.94 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.49 | +0.07 |
Drawdowns
EDM6.DE vs. CEMS.DE - Drawdown Comparison
The maximum EDM6.DE drawdown since its inception was -34.98%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and CEMS.DE.
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Drawdown Indicators
| EDM6.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.98% | -40.20% | +5.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -9.99% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -17.57% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -19.55% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -1.56% | -1.26% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -7.49% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.66% | +0.18% |
Volatility
EDM6.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) is 4.40%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that EDM6.DE experiences smaller price fluctuations and is considered to be less risky than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDM6.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.65% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 11.17% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 13.87% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 15.23% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 17.43% | -0.94% |
EDM6.DE vs. CEMS.DE - Expense Ratio Comparison
EDM6.DE has a 0.12% expense ratio, which is lower than CEMS.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
EDM6.DE vs. CEMS.DE - Dividend Comparison
Neither EDM6.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, EDM6.DE and CEMS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMS.DE.
EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.12% for EDM6.DE and 0.25% for CEMS.DE.
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