EUN0.DE vs. CEMS.DE
Compare and contrast key facts about iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE).
EUN0.DE 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. EUN0.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Minimum Volatility. It was launched on Nov 30, 2012. 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 EUN0.DE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUN0.DE or CEMS.DE.
Correlation
The correlation between EUN0.DE and CEMS.DE is 0.84, 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.
Performance
EUN0.DE vs. CEMS.DE - Performance Comparison
Key characteristics
EUN0.DE:
2.28
CEMS.DE:
2.07
EUN0.DE:
3.15
CEMS.DE:
2.75
EUN0.DE:
1.41
CEMS.DE:
1.37
EUN0.DE:
4.01
CEMS.DE:
2.74
EUN0.DE:
11.41
CEMS.DE:
9.54
EUN0.DE:
1.60%
CEMS.DE:
2.45%
EUN0.DE:
7.98%
CEMS.DE:
11.33%
EUN0.DE:
-30.68%
CEMS.DE:
-40.20%
EUN0.DE:
0.00%
CEMS.DE:
0.00%
Returns By Period
In the year-to-date period, EUN0.DE achieves a 6.77% return, which is significantly lower than CEMS.DE's 10.21% return. Both investments have delivered pretty close results over the past 10 years, with EUN0.DE having a 5.68% annualized return and CEMS.DE not far behind at 5.52%.
EUN0.DE
6.77%
3.58%
6.39%
16.29%
4.87%
5.68%
CEMS.DE
10.21%
5.60%
11.56%
21.51%
8.71%
5.52%
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EUN0.DE vs. CEMS.DE - Expense Ratio Comparison
Both EUN0.DE and CEMS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
EUN0.DE vs. CEMS.DE — Risk-Adjusted Performance Rank
EUN0.DE
CEMS.DE
EUN0.DE vs. CEMS.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
Dividends
EUN0.DE vs. CEMS.DE - Dividend Comparison
Neither EUN0.DE nor CEMS.DE has paid dividends to shareholders.
Drawdowns
EUN0.DE vs. CEMS.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and CEMS.DE. For additional features, visit the drawdowns tool.
Volatility
EUN0.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 2.37%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 3.43%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.