EEUX.DE vs. CEMS.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs 12.21%/yr for CEMS.DE. Their correlation of 0.91 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.25%/yr for CEMS.DE.
Performance
EEUX.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEUX.DE achieves a 10.26% return, which is significantly lower than CEMS.DE's 15.97% return. Over the past 10 years, EEUX.DE has underperformed CEMS.DE with an annualized return of 10.13%, while CEMS.DE has yielded a comparatively higher 12.21% annualized return.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
CEMS.DE
- 1D
- 1.47%
- 1M
- 1.40%
- YTD
- 15.97%
- 6M
- 16.95%
- 1Y
- 37.59%
- 3Y*
- 22.65%
- 5Y*
- 14.97%
- 10Y*
- 12.21%
EEUX.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | -2.95% | 27.61% | -94.76% | 1,777.97% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 15.97% | 36.00% | 9.92% | 13.88% | -4.51% | 26.64% | -8.83% | 23.35% | -14.05% | 10.13% |
Correlation
The correlation between EEUX.DE and CEMS.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.91 |
The correlation between EEUX.DE and CEMS.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
EEUX.DE vs. CEMS.DE — Risk / Return Rank
EEUX.DE
CEMS.DE
EEUX.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEUX.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.48 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.74 | -1.50 |
| Martin ratioReturn relative to average drawdown | 8.51 | 14.09 | -5.58 |
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Drawdowns
EEUX.DE vs. CEMS.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than CEMS.DE's maximum drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and CEMS.DE.
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Drawdown Indicators
| EEUX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -40.22% | -55.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -10.02% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -17.61% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -19.56% | -1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -40.22% | -55.49% |
Current DrawdownCurrent decline from peak | -88.58% | 0.00% | -88.58% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -7.48% | -47.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.66% | -0.10% |
Volatility
EEUX.DE vs. CEMS.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) is 2.98%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 3.86%. This indicates that EEUX.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
| EEUX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.86% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 11.64% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 14.09% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 15.29% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 17.18% | +697.66% |
EEUX.DE vs. CEMS.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% 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
EEUX.DE vs. CEMS.DE - Dividend Comparison
Neither EEUX.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and CEMS.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMS.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.15% for EEUX.DE and 0.25% for CEMS.DE.
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