EXIA.DE vs. CEMT.DE
EXIA.DE (iShares DAX ESG UCITS ETF (DE)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - EXIA.DE tracks the DAX® ESG Target while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, EXIA.DE returned 8.95%/yr vs 4.08%/yr for CEMT.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXIA.DE charges 0.12%/yr vs 0.25%/yr for CEMT.DE.
Performance
EXIA.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
EXIA.DE
- 1D
- 0.37%
- 1M
- 3.23%
- YTD
- 4.30%
- 6M
- 7.19%
- 1Y
- 3.51%
- 3Y*
- 15.53%
- 5Y*
- 8.95%
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
EXIA.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXIA.DE iShares DAX ESG UCITS ETF (DE) | 4.30% | 17.20% | 18.59% | 21.57% | -14.54% | 4.16% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 8.72% |
Correlation
The correlation between EXIA.DE and CEMT.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 21, 2021 | 0.81 |
Over the past year, the correlation between EXIA.DE and CEMT.DE has dropped to 0.43 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
EXIA.DE vs. CEMT.DE — Risk / Return Rank
EXIA.DE
CEMT.DE
EXIA.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares DAX ESG UCITS ETF (DE) (EXIA.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.
| EXIA.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.10 | -0.80 |
| Martin ratioReturn relative to average drawdown | 0.86 | 4.03 | -3.18 |
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
| EXIA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.77 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.28 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.37 | +0.17 |
Drawdowns
EXIA.DE vs. CEMT.DE - Drawdown Comparison
The maximum EXIA.DE drawdown since its inception was -28.15%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for EXIA.DE and CEMT.DE.
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Drawdown Indicators
| EXIA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.15% | -37.66% | +9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -4.26% | -7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -14.36% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -29.23% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -1.70% | -0.39% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -7.08% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 1.16% | +2.92% |
Volatility
EXIA.DE vs. CEMT.DE - Volatility Comparison
iShares DAX ESG UCITS ETF (DE) (EXIA.DE) has a higher volatility of 4.76% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EXIA.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
| EXIA.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 0.00% | +4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 0.00% | +12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 6.11% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 14.61% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 16.11% | +0.81% |
EXIA.DE vs. CEMT.DE - Expense Ratio Comparison
EXIA.DE has a 0.12% expense ratio, which is lower than CEMT.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
EXIA.DE vs. CEMT.DE - Dividend Comparison
Neither EXIA.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIA.DE and CEMT.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIA.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMT.DE.
EXIA.DE tracks DAX® ESG Target, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.12% for EXIA.DE and 0.25% for CEMT.DE.
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