EEUX.DE vs. CEMT.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs 8.86%/yr for CEMT.DE. Their correlation of 0.90 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.25%/yr for CEMT.DE.
Performance
EEUX.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EEUX.DE having a 10.26% return and CEMT.DE slightly higher at 10.70%. Over the past 10 years, EEUX.DE has outperformed CEMT.DE with an annualized return of 10.13%, while CEMT.DE has yielded a comparatively lower 8.86% 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%
CEMT.DE
- 1D
- 0.99%
- 1M
- 0.54%
- YTD
- 10.70%
- 6M
- 10.70%
- 1Y
- 17.33%
- 3Y*
- 14.45%
- 5Y*
- 5.92%
- 10Y*
- 8.86%
EEUX.DE vs. CEMT.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% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 10.70% | 17.46% | 5.14% | 14.11% | -18.17% | 19.54% | 1.67% | 28.80% | -14.00% | 13.64% |
Correlation
The correlation between EEUX.DE and CEMT.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.90 |
Over the past year, the correlation between EEUX.DE and CEMT.DE has dropped to 0.58 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
EEUX.DE vs. CEMT.DE — Risk / Return Rank
EEUX.DE
CEMT.DE
EEUX.DE vs. CEMT.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 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.
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 | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.97 | +0.26 |
| Martin ratioReturn relative to average drawdown | 8.51 | 7.51 | +0.99 |
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Drawdowns
EEUX.DE vs. CEMT.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than CEMT.DE's maximum drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and CEMT.DE.
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Drawdown Indicators
| EEUX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -37.62% | -58.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -8.75% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -14.36% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -29.23% | +8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -37.62% | -58.09% |
Current DrawdownCurrent decline from peak | -88.58% | 0.00% | -88.58% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -7.09% | -48.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.30% | +0.26% |
Volatility
EEUX.DE vs. CEMT.DE - Volatility Comparison
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) has a higher volatility of 2.98% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 2.77%. This indicates that EEUX.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
| EEUX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 2.77% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 14.52% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 15.56% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 15.97% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 16.44% | +698.40% |
EEUX.DE vs. CEMT.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% 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
EEUX.DE vs. CEMT.DE - Dividend Comparison
Neither EEUX.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and CEMT.DE have a correlation of 0.58, 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 CEMT.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.15% for EEUX.DE and 0.25% for CEMT.DE.
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