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EL4B.DE vs. CEMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4B.DE vs. CEMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka EURO STOXX 50 UCITS ETF (EL4B.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL4B.DE achieves a 7.06% return, which is significantly lower than CEMS.DE's 13.72% return. Both investments have delivered pretty close results over the past 10 years, with EL4B.DE having a 10.43% annualized return and CEMS.DE not far ahead at 10.71%.


EL4B.DE

1D
0.71%
1M
1.73%
YTD
7.06%
6M
8.43%
1Y
15.56%
3Y*
15.51%
5Y*
11.39%
10Y*
10.43%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4B.DE vs. CEMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4B.DE
Deka EURO STOXX 50 UCITS ETF
7.06%22.15%10.94%22.39%-8.81%23.20%-3.07%29.97%-11.84%10.41%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
13.72%35.97%9.93%13.90%-4.54%26.62%-8.86%23.48%-14.04%10.16%

Correlation

The correlation between EL4B.DE and CEMS.DE is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

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 21, 2015

0.91

The correlation between EL4B.DE and CEMS.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

EL4B.DE vs. CEMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL4B.DE
EL4B.DE Risk / Return Rank: 2929
Overall Rank
EL4B.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EL4B.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EL4B.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EL4B.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
EL4B.DE Martin Ratio Rank: 3333
Martin Ratio Rank

CEMS.DE
CEMS.DE Risk / Return Rank: 7171
Overall Rank
CEMS.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 7474
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EL4B.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka EURO STOXX 50 UCITS ETF (EL4B.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.


EL4B.DECEMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.18

1.43

-0.25

Calmar ratioReturn relative to maximum drawdown

1.42

3.29

-1.87

Martin ratioReturn relative to average drawdown

4.84

12.37

-7.53

EL4B.DE vs. CEMS.DE - Sharpe Ratio Comparison

The current EL4B.DE Sharpe Ratio is 0.98, which is lower than the CEMS.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EL4B.DE and CEMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EL4B.DECEMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.37

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.94

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.61

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.49

-0.19

Drawdowns

EL4B.DE vs. CEMS.DE - Drawdown Comparison

The maximum EL4B.DE drawdown since its inception was -52.03%, which is greater than CEMS.DE's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for EL4B.DE and CEMS.DE.


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Drawdown Indicators


EL4B.DECEMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.03%

-40.20%

-11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-9.99%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.47%

-17.57%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-19.55%

-3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-40.20%

+1.96%

Current Drawdown

Current decline from peak

-0.68%

-1.26%

+0.58%

Average Drawdown

Average peak-to-trough decline

-11.30%

-7.49%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.66%

+0.57%

Volatility

EL4B.DE vs. CEMS.DE - Volatility Comparison

Deka EURO STOXX 50 UCITS ETF (EL4B.DE) has a higher volatility of 4.94% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that EL4B.DE's price experiences larger fluctuations and is considered to be riskier 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


EL4B.DECEMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.65%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

11.17%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

13.87%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

15.23%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

17.43%

+0.70%

EL4B.DE vs. CEMS.DE - Expense Ratio Comparison

EL4B.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

EL4B.DE vs. CEMS.DE - Dividend Comparison

EL4B.DE's dividend yield for the trailing twelve months is around 2.19%, while CEMS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
EL4B.DE
Deka EURO STOXX 50 UCITS ETF
2.19%2.36%2.77%2.77%2.85%2.22%2.06%3.04%4.02%3.31%3.23%3.34%

Frequently Asked Questions


EL4B.DE and CEMS.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4B.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4B.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMS.DE.

EL4B.DE tracks EURO STOXX® 50, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Deka and iShares. Their fees differ too: 0.15% for EL4B.DE and 0.25% for CEMS.DE.

Portfolio Optimizer

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