EL4G.DE vs. CEMT.DE
EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - EL4G.DE tracks the EURO STOXX® Select Dividend 30 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, EL4G.DE returned 7.22%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.82 suggests significant overlap in exposure. EL4G.DE charges 0.30%/yr vs 0.25%/yr for CEMT.DE.
Performance
EL4G.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, EL4G.DE has outperformed CEMT.DE with an annualized return of 7.22%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
EL4G.DE
- 1D
- 0.34%
- 1M
- 1.11%
- YTD
- 7.82%
- 6M
- 10.85%
- 1Y
- 20.67%
- 3Y*
- 19.84%
- 5Y*
- 9.08%
- 10Y*
- 7.22%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
EL4G.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 7.82% | 42.41% | 7.70% | 4.13% | -12.83% | 23.11% | -18.16% | 22.50% | -11.36% | 9.45% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between EL4G.DE and CEMT.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.82 |
Over the past year, the correlation between EL4G.DE and CEMT.DE has dropped to 0.38 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
EL4G.DE vs. CEMT.DE — Risk / Return Rank
EL4G.DE
CEMT.DE
EL4G.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.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.
| EL4G.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.10 | +1.57 |
| Martin ratioReturn relative to average drawdown | 8.37 | 4.03 | +4.34 |
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
| EL4G.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.77 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.28 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.40 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.37 | -0.10 |
Drawdowns
EL4G.DE vs. CEMT.DE - Drawdown Comparison
The maximum EL4G.DE drawdown since its inception was -55.57%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for EL4G.DE and CEMT.DE.
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Drawdown Indicators
| EL4G.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -37.66% | -17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -4.26% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -14.36% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -29.23% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.41% | -37.66% | -4.75% |
Current DrawdownCurrent decline from peak | -1.41% | -0.39% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -7.08% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.16% | +1.35% |
Volatility
EL4G.DE vs. CEMT.DE - Volatility Comparison
Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a higher volatility of 3.32% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EL4G.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
| EL4G.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 0.00% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 0.00% | +9.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 6.11% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 14.61% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 16.11% | +0.98% |
EL4G.DE vs. CEMT.DE - Expense Ratio Comparison
EL4G.DE has a 0.30% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
EL4G.DE vs. CEMT.DE - Dividend Comparison
EL4G.DE's dividend yield for the trailing twelve months is around 4.04%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size 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% |
EL4G.DE Deka EURO STOXX Select Dividend 30 UCITS ETF | 4.04% | 4.38% | 5.65% | 5.82% | 5.35% | 3.31% | 3.69% | 4.67% | 4.94% | 3.53% | 3.83% | 3.81% |
Frequently Asked Questions
EL4G.DE and CEMT.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EL4G.DE.
EL4G.DE tracks EURO STOXX® Select Dividend 30, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Deka and iShares. Their fees differ too: 0.30% for EL4G.DE and 0.25% for CEMT.DE.
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