EFV vs. CEMS.DE
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE).
EFV and CEMS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Jan 16, 2015. Both EFV and CEMS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFV vs. CEMS.DE - Performance Comparison
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EFV vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 5.41% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 2.97% | 53.50% | 3.64% | 17.49% | -9.79% | 16.63% | 0.05% | 20.87% | -18.08% | 25.74% |
Different Trading Currencies
EFV is traded in USD, while CEMS.DE is traded in EUR. To make them comparable, the CEMS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EFV achieves a 5.41% return, which is significantly higher than CEMS.DE's 2.97% return. Over the past 10 years, EFV has underperformed CEMS.DE with an annualized return of 9.76%, while CEMS.DE has yielded a comparatively higher 10.48% annualized return.
EFV
- 1D
- 1.24%
- 1M
- -3.73%
- YTD
- 5.41%
- 6M
- 12.82%
- 1Y
- 33.32%
- 3Y*
- 21.07%
- 5Y*
- 12.68%
- 10Y*
- 9.76%
CEMS.DE
- 1D
- 2.60%
- 1M
- -3.88%
- YTD
- 2.97%
- 6M
- 13.35%
- 1Y
- 36.99%
- 3Y*
- 21.02%
- 5Y*
- 13.29%
- 10Y*
- 10.48%
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EFV vs. CEMS.DE - Expense Ratio Comparison
EFV has a 0.39% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.
Return for Risk
EFV vs. CEMS.DE — Risk / Return Rank
EFV
CEMS.DE
EFV vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) 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.
| EFV | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 2.01 | -0.04 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.54 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 3.11 | -0.15 |
Martin ratioReturn relative to average drawdown | 11.45 | 10.95 | +0.50 |
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
| EFV | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.01 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.72 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.53 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.41 | -0.15 |
Correlation
The correlation between EFV and CEMS.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EFV vs. CEMS.DE - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 3.95%, while CEMS.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 3.95% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
CEMS.DE iShares Edge MSCI Europe Value 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% |
Drawdowns
EFV vs. CEMS.DE - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, which is greater than CEMS.DE's maximum drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for EFV and CEMS.DE.
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Drawdown Indicators
| EFV | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -40.20% | -23.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -13.91% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -19.55% | -6.29% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -40.20% | -2.96% |
Current DrawdownCurrent decline from peak | -5.84% | -5.11% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -14.93% | -7.58% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.89% | +0.03% |
Volatility
EFV vs. CEMS.DE - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) have volatilities of 6.67% and 6.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFV | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 6.57% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 11.32% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 18.31% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 18.29% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 19.52% | -1.65% |