ENGW.L vs. CEMT.DE
Compare and contrast key facts about SPDR MSCI World Energy UCITS ETF (ENGW.L) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE).
ENGW.L and CEMT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENGW.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Energy NR USD. It was launched on Apr 29, 2016. CEMT.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Mid Cap Equal Weighted. It was launched on Jan 16, 2015. Both ENGW.L and CEMT.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
ENGW.L vs. CEMT.DE - Performance Comparison
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ENGW.L vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ENGW.L SPDR MSCI World Energy UCITS ETF | 33.41% | 7.20% | 3.55% | -2.06% | 20.65% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.16% | 23.65% | 0.50% | 11.91% | -6.29% |
Different Trading Currencies
ENGW.L is traded in GBP, while CEMT.DE is traded in EUR. To make them comparable, the CEMT.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENGW.L achieves a 33.41% return, which is significantly higher than CEMT.DE's 0.16% return.
ENGW.L
- 1D
- -5.24%
- 1M
- 6.54%
- YTD
- 33.41%
- 6M
- 36.93%
- 1Y
- 32.63%
- 3Y*
- 15.27%
- 5Y*
- —
- 10Y*
- —
CEMT.DE
- 1D
- 0.49%
- 1M
- 0.18%
- YTD
- 0.16%
- 6M
- 2.44%
- 1Y
- 16.91%
- 3Y*
- 9.34%
- 5Y*
- 5.57%
- 10Y*
- 7.70%
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ENGW.L vs. CEMT.DE - Expense Ratio Comparison
ENGW.L has a 0.30% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Return for Risk
ENGW.L vs. CEMT.DE — Risk / Return Rank
ENGW.L
CEMT.DE
ENGW.L vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) 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.
| ENGW.L | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.53 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.09 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.86 | +0.75 |
Martin ratioReturn relative to average drawdown | 8.20 | 9.78 | -1.57 |
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
| ENGW.L | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.53 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.48 | +0.20 |
Correlation
The correlation between ENGW.L and CEMT.DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ENGW.L vs. CEMT.DE - Dividend Comparison
Neither ENGW.L nor CEMT.DE has paid dividends to shareholders.
Drawdowns
ENGW.L vs. CEMT.DE - Drawdown Comparison
The maximum ENGW.L drawdown since its inception was -21.65%, smaller than the maximum CEMT.DE drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for ENGW.L and CEMT.DE.
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Drawdown Indicators
| ENGW.L | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.65% | -37.66% | +16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -17.50% | -11.13% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -5.72% | -0.39% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -7.18% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 1.88% | +2.12% |
Volatility
ENGW.L vs. CEMT.DE - Volatility Comparison
SPDR MSCI World Energy UCITS ETF (ENGW.L) has a higher volatility of 8.49% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 1.09%. This indicates that ENGW.L'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
| ENGW.L | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 1.09% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 3.53% | +10.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 11.58% | +9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 14.78% | +7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 15.63% | +6.72% |